PortfoliosLab logoPortfoliosLab logo
XBAE.DE vs. XZWG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBAE.DE vs. XZWG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) and Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XBAE.DE vs. XZWG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XBAE.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged
-0.68%2.65%0.52%4.36%-14.60%-0.72%
XZWG.DE
Xtrackers II ESG Global Government Bond UCITS ETF
0.31%-4.17%1.51%2.50%-16.73%-1.34%

Returns By Period

In the year-to-date period, XBAE.DE achieves a -0.68% return, which is significantly lower than XZWG.DE's 0.31% 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%

XZWG.DE

1D
0.16%
1M
-1.46%
YTD
0.31%
6M
-0.02%
1Y
-2.90%
3Y*
-0.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XBAE.DE vs. XZWG.DE - Expense Ratio Comparison

XBAE.DE has a 0.10% expense ratio, which is lower than XZWG.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%.


Return for Risk

XBAE.DE vs. XZWG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XBAE.DE
XBAE.DE Risk / Return Rank: 1414
Overall Rank
XBAE.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XBAE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XBAE.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XBAE.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XBAE.DE Martin Ratio Rank: 1212
Martin Ratio Rank

XZWG.DE
XZWG.DE Risk / Return Rank: 33
Overall Rank
XZWG.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XZWG.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
XZWG.DE Omega Ratio Rank: 22
Omega Ratio Rank
XZWG.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
XZWG.DE Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XBAE.DE vs. XZWG.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 ESG Global Government Bond UCITS ETF (XZWG.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.DEXZWG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.25

-0.68

+0.92

Sortino ratio

Return per unit of downside risk

0.37

-0.85

+1.22

Omega ratio

Gain probability vs. loss probability

1.05

0.89

+0.16

Calmar ratio

Return relative to maximum drawdown

0.09

-0.64

+0.74

Martin ratio

Return relative to average drawdown

0.32

-0.91

+1.23

XBAE.DE vs. XZWG.DE - Sharpe Ratio Comparison

The current XBAE.DE Sharpe Ratio is 0.25, which is higher than the XZWG.DE Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of XBAE.DE and XZWG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XBAE.DEXZWG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

-0.68

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.65

+0.73

Correlation

The correlation between XBAE.DE and XZWG.DE is 0.71, 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. XZWG.DE - Dividend Comparison

XBAE.DE has not paid dividends to shareholders, while XZWG.DE's dividend yield for the trailing twelve months is around 2.55%.


TTM2025202420232022
XBAE.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged
0.00%0.00%0.00%0.00%0.00%
XZWG.DE
Xtrackers II ESG Global Government Bond UCITS ETF
2.55%2.53%2.56%1.74%1.16%

Drawdowns

XBAE.DE vs. XZWG.DE - Drawdown Comparison

The maximum XBAE.DE drawdown since its inception was -19.04%, smaller than the maximum XZWG.DE drawdown of -20.85%. Use the drawdown chart below to compare losses from any high point for XBAE.DE and XZWG.DE.


Loading graphics...

Drawdown Indicators


XBAE.DEXZWG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.04%

-20.85%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-4.52%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.29%

Max Drawdown (10Y)

Largest decline over 10 years

-19.04%

Current Drawdown

Current decline from peak

-11.00%

-17.93%

+6.93%

Average Drawdown

Average peak-to-trough decline

-5.84%

-15.17%

+9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

3.20%

-2.31%

Volatility

XBAE.DE vs. XZWG.DE - Volatility Comparison

Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) has a higher volatility of 1.71% compared to Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) at 1.51%. This indicates that XBAE.DE's price experiences larger fluctuations and is considered to be riskier than XZWG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XBAE.DEXZWG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.51%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

2.50%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

4.30%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.95%

6.75%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

6.75%

-2.13%