XBAE.DE vs. DBZB.DE
Compare and contrast key facts about Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE).
XBAE.DE and DBZB.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBAE.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged). It was launched on Mar 6, 2014. DBZB.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE World Government Bond - Developed Markets (EUR Hedged). It was launched on Oct 20, 2008. Both XBAE.DE and DBZB.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XBAE.DE vs. DBZB.DE - Performance Comparison
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XBAE.DE vs. DBZB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XBAE.DE Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged | -0.68% | 2.65% | 0.52% | 4.36% | -14.60% | -2.16% | 3.70% | 5.33% | -1.57% | 0.56% |
DBZB.DE Xtrackers II Global Government Bond UCITS ETF EUR Hedged | -0.53% | 1.28% | -0.41% | 3.56% | -15.11% | -3.19% | 4.16% | 4.55% | -0.36% | -0.12% |
Returns By Period
In the year-to-date period, XBAE.DE achieves a -0.68% return, which is significantly lower than DBZB.DE's -0.53% return. Over the past 10 years, XBAE.DE has outperformed DBZB.DE with an annualized return of -0.42%, while DBZB.DE has yielded a comparatively lower -0.93% annualized return.
XBAE.DE
- 1D
- -0.31%
- 1M
- -1.79%
- YTD
- -0.68%
- 6M
- -0.66%
- 1Y
- 0.97%
- 3Y*
- 1.39%
- 5Y*
- -1.69%
- 10Y*
- -0.42%
DBZB.DE
- 1D
- -0.22%
- 1M
- -1.41%
- YTD
- -0.53%
- 6M
- -0.82%
- 1Y
- -0.05%
- 3Y*
- 0.34%
- 5Y*
- -2.52%
- 10Y*
- -0.93%
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XBAE.DE vs. DBZB.DE - Expense Ratio Comparison
XBAE.DE has a 0.10% expense ratio, which is lower than DBZB.DE's 0.25% 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%.
Return for Risk
XBAE.DE vs. DBZB.DE — Risk / Return Rank
XBAE.DE
DBZB.DE
XBAE.DE vs. DBZB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.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.
| XBAE.DE | DBZB.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.25 | -0.01 | +0.26 |
Sortino ratioReturn per unit of downside risk | 0.37 | 0.02 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.00 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | -0.23 | +0.32 |
Martin ratioReturn relative to average drawdown | 0.32 | -0.40 | +0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XBAE.DE | DBZB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | -0.01 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | -0.47 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | -0.20 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.23 | -0.15 |
Correlation
The correlation between XBAE.DE and DBZB.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XBAE.DE vs. DBZB.DE - Dividend Comparison
Neither XBAE.DE nor DBZB.DE has paid dividends to shareholders.
Drawdowns
XBAE.DE vs. DBZB.DE - Drawdown Comparison
The maximum XBAE.DE drawdown since its inception was -19.04%, smaller than the maximum DBZB.DE drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for XBAE.DE and DBZB.DE.
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Drawdown Indicators
| XBAE.DE | DBZB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.04% | -21.88% | +2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -3.37% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.29% | -19.51% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -19.04% | -21.88% | +2.84% |
Current DrawdownCurrent decline from peak | -11.00% | -16.29% | +5.29% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.86% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 1.95% | -1.06% |
Volatility
XBAE.DE vs. DBZB.DE - Volatility Comparison
Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) have volatilities of 1.71% and 1.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XBAE.DE | DBZB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.67% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 2.61% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.91% | 4.46% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.95% | 5.32% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.62% | 4.71% | -0.09% |