XBAE.DE vs. XSX6.DE
XBAE.DE (Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XBAE.DE is a Global Bonds fund tracking the Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged), while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XBAE.DE returned -0.46%/yr vs 9.14%/yr for XSX6.DE. At a 0.00 correlation, their price movements are largely independent. XBAE.DE charges 0.10%/yr vs 0.20%/yr for XSX6.DE.
Performance
XBAE.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XBAE.DE achieves a -0.55% return, which is significantly lower than XSX6.DE's 7.40% return. Over the past 10 years, XBAE.DE has underperformed XSX6.DE with an annualized return of -0.46%, while XSX6.DE has yielded a comparatively higher 9.14% annualized return.
XBAE.DE
- 1D
- 0.05%
- 1M
- -0.24%
- YTD
- -0.55%
- 6M
- -0.54%
- 1Y
- 1.07%
- 3Y*
- 1.72%
- 5Y*
- -1.74%
- 10Y*
- -0.46%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XBAE.DE vs. XSX6.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 | -0.55% | 2.65% | 0.52% | 4.36% | -14.60% | -2.16% | 3.70% | 5.33% | -1.57% | 0.56% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XBAE.DE and XSX6.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2014 | 0.00 |
Over the past year, XBAE.DE and XSX6.DE have become more correlated (0.35) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
XBAE.DE vs. XSX6.DE — Risk / Return Rank
XBAE.DE
XSX6.DE
XBAE.DE vs. XSX6.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 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.
| XBAE.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.24 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.73 | -1.43 |
| Martin ratioReturn relative to average drawdown | 0.83 | 6.55 | -5.72 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.26 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.66 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.58 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.59 | -0.52 |
Drawdowns
XBAE.DE vs. XSX6.DE - Drawdown Comparison
The maximum XBAE.DE drawdown since its inception was -19.04%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XBAE.DE and XSX6.DE.
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Drawdown Indicators
| XBAE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.04% | -36.05% | +17.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -9.46% | +6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -4.58% | -16.37% | +11.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.29% | -20.84% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -19.04% | -36.05% | +17.01% |
Current DrawdownCurrent decline from peak | -10.88% | -1.56% | -9.32% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.27% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 2.50% | -1.39% |
Volatility
XBAE.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) is 1.32%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XBAE.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
| XBAE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 4.26% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 10.73% | -7.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 12.95% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 14.44% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 15.61% | -10.98% |
XBAE.DE vs. XSX6.DE - Expense Ratio Comparison
XBAE.DE has a 0.10% 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
XBAE.DE vs. XSX6.DE - Dividend Comparison
Neither XBAE.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XBAE.DE and XSX6.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XBAE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XBAE.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for XSX6.DE.
XBAE.DE is categorized as Global Bonds, while XSX6.DE is Europe Equities. XBAE.DE tracks Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged), while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.10% for XBAE.DE and 0.20% for XSX6.DE.
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