XB4F.DE vs. EFRN.DE
XB4F.DE (Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF) and EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds - XB4F.DE tracks the Bloomberg MSCI Euro Corporate SRI PAB while EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, XB4F.DE returned -0.19%/yr vs 2.43%/yr for EFRN.DE. At a 0.02 correlation, their price movements are largely independent. XB4F.DE charges 0.16%/yr vs 0.10%/yr for EFRN.DE.
Performance
XB4F.DE vs. EFRN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XB4F.DE achieves a 0.35% return, which is significantly lower than EFRN.DE's 1.42% return.
XB4F.DE
- 1D
- 0.04%
- 1M
- -0.46%
- 6M
- -0.05%
- YTD
- 0.35%
- 1Y
- 1.07%
- 3Y*
- 4.08%
- 5Y*
- -0.19%
- 10Y*
- 0.83%
EFRN.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.72%
- 3Y*
- 3.61%
- 5Y*
- 2.43%
- 10Y*
- —
XB4F.DE vs. EFRN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XB4F.DE Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF | 0.35% | 2.84% | 4.19% | 7.30% | -13.32% | -1.08% | 2.40% | 6.10% | -0.73% |
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 1.42% | 2.91% | 4.29% | 4.00% | -0.00% | -0.20% | 0.00% | 1.01% | -0.80% |
Correlation
The correlation between XB4F.DE and EFRN.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018 | 0.02 |
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Return for Risk
XB4F.DE vs. EFRN.DE — Risk / Return Rank
XB4F.DE
EFRN.DE
XB4F.DE vs. EFRN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XB4F.DE | EFRN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.49 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 7.30 | -6.89 |
| Martin ratioReturn relative to average drawdown | 1.29 | 28.16 | -26.87 |
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Drawdowns
XB4F.DE vs. EFRN.DE - Drawdown Comparison
The maximum XB4F.DE drawdown since its inception was -16.97%, which is greater than EFRN.DE's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for XB4F.DE and EFRN.DE.
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Drawdown Indicators
| XB4F.DE | EFRN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -5.58% | -11.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -0.37% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -2.65% | -0.39% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -16.97% | -1.20% | -15.77% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | 0.00% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -0.29% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.10% | +0.73% |
Volatility
XB4F.DE vs. EFRN.DE - Volatility Comparison
Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) has a higher volatility of 0.77% compared to iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) at 0.49%. This indicates that XB4F.DE's price experiences larger fluctuations and is considered to be riskier than EFRN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XB4F.DE | EFRN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 0.49% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 1.13% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 1.63% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.45% | 1.46% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.13% | 1.71% | +3.42% |
XB4F.DE vs. EFRN.DE - Expense Ratio Comparison
XB4F.DE has a 0.16% expense ratio, which is higher than EFRN.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XB4F.DE vs. EFRN.DE - Dividend Comparison
XB4F.DE's dividend yield for the trailing twelve months is around 2.63%, more than EFRN.DE's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.48% | 2.88% | 4.22% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XB4F.DE Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF | 2.63% | 2.44% | 2.59% | 1.66% | 1.30% | 2.23% | 0.43% | 0.59% | 0.62% |
Frequently Asked Questions
XB4F.DE and EFRN.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRN.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRN.DE is cheaper with a 0.10% expense ratio, compared with 0.16% for XB4F.DE.
XB4F.DE tracks Bloomberg MSCI Euro Corporate SRI PAB, while EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.16% for XB4F.DE and 0.10% for EFRN.DE.
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