XB4F.DE vs. XSX6.DE
XB4F.DE (Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XB4F.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate SRI PAB, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XB4F.DE returned 0.83%/yr vs 9.65%/yr for XSX6.DE. At a 0.13 correlation, their price movements are largely independent. XB4F.DE charges 0.16%/yr vs 0.20%/yr for XSX6.DE.
Performance
XB4F.DE vs. XSX6.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 XSX6.DE's 10.80% return. Over the past 10 years, XB4F.DE has underperformed XSX6.DE with an annualized return of 0.83%, while XSX6.DE has yielded a comparatively higher 9.65% annualized 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%
XSX6.DE
- 1D
- 0.00%
- 1M
- 0.70%
- 6M
- 6.77%
- YTD
- 10.80%
- 1Y
- 20.76%
- 3Y*
- 14.92%
- 5Y*
- 10.22%
- 10Y*
- 9.65%
XB4F.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -1.71% | 2.90% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 10.80% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XB4F.DE and XSX6.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2010 | 0.13 |
Over the past year, XB4F.DE and XSX6.DE have become more correlated (0.57) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
XB4F.DE vs. XSX6.DE — Risk / Return Rank
XB4F.DE
XSX6.DE
XB4F.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.18 | -1.78 |
| Martin ratioReturn relative to average drawdown | 1.29 | 8.46 | -7.17 |
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Drawdowns
XB4F.DE vs. XSX6.DE - Drawdown Comparison
The maximum XB4F.DE drawdown since its inception was -16.97%, smaller than the maximum XSX6.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XB4F.DE and XSX6.DE.
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Drawdown Indicators
| XB4F.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -36.06% | +19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -9.46% | +6.81% |
Max Drawdown (3Y)Largest decline over 3 years | -2.65% | -16.37% | +13.72% |
Max Drawdown (5Y)Largest decline over 5 years | -16.97% | -20.84% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -36.06% | +19.09% |
Current DrawdownCurrent decline from peak | -1.58% | -1.41% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -5.23% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 2.45% | -1.62% |
Volatility
XB4F.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) is 0.77%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 3.14%. This indicates that XB4F.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 3.14% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 11.03% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 13.07% | -9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.45% | 14.45% | -10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.13% | 15.21% | -10.08% |
XB4F.DE vs. XSX6.DE - Expense Ratio Comparison
XB4F.DE has a 0.16% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, 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. XSX6.DE - Dividend Comparison
XB4F.DE's dividend yield for the trailing twelve months is around 2.63%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XB4F.DE and XSX6.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XB4F.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4F.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for XSX6.DE.
XB4F.DE is categorized as European Corporate Bonds, while XSX6.DE is Europe Equities. XB4F.DE tracks Bloomberg MSCI Euro Corporate SRI PAB, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.16% for XB4F.DE and 0.20% for XSX6.DE.
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