XBAG.DE vs. XSX6.DE
XBAG.DE (Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XBAG.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XBAG.DE returned -0.06%/yr vs 9.14%/yr for XSX6.DE. At a 0.03 correlation, their price movements are largely independent. XBAG.DE charges 0.10%/yr vs 0.20%/yr for XSX6.DE.
Performance
XBAG.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XBAG.DE achieves a 0.49% return, which is significantly lower than XSX6.DE's 7.40% return. Over the past 10 years, XBAG.DE has underperformed XSX6.DE with an annualized return of -0.06%, while XSX6.DE has yielded a comparatively higher 9.14% annualized return.
XBAG.DE
- 1D
- 0.04%
- 1M
- 0.28%
- YTD
- 0.49%
- 6M
- -0.04%
- 1Y
- 0.10%
- 3Y*
- 0.24%
- 5Y*
- -1.25%
- 10Y*
- -0.06%
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%
XBAG.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XBAG.DE Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D | 0.49% | -3.89% | 3.40% | 1.86% | -11.56% | 2.92% | -0.49% | 9.25% | 3.04% | -6.07% |
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 XBAG.DE and XSX6.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2014 | 0.03 |
The correlation between XBAG.DE and XSX6.DE shifts across timeframes, from -0.02 (5 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XBAG.DE vs. XSX6.DE — Risk / Return Rank
XBAG.DE
XSX6.DE
XBAG.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 1D (XBAG.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.
| XBAG.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.24 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 1.73 | -1.81 |
| Martin ratioReturn relative to average drawdown | -0.16 | 6.55 | -6.72 |
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
| XBAG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 1.26 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.66 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.58 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.59 | -0.32 |
Drawdowns
XBAG.DE vs. XSX6.DE - Drawdown Comparison
The maximum XBAG.DE drawdown since its inception was -16.64%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XBAG.DE and XSX6.DE.
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Drawdown Indicators
| XBAG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.64% | -36.05% | +19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -9.46% | +7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -7.49% | -16.37% | +8.88% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -20.84% | +5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -16.64% | -36.05% | +19.41% |
Current DrawdownCurrent decline from peak | -12.21% | -1.56% | -10.65% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -5.27% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.50% | -1.27% |
Volatility
XBAG.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) is 0.99%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XBAG.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
| XBAG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 4.26% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 10.73% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 12.95% | -9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 14.44% | -8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.92% | 15.61% | -9.69% |
XBAG.DE vs. XSX6.DE - Expense Ratio Comparison
XBAG.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
XBAG.DE vs. XSX6.DE - Dividend Comparison
XBAG.DE's dividend yield for the trailing twelve months is around 3.00%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XBAG.DE Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D | 3.00% | 2.94% | 3.16% | 2.22% | 2.78% | 0.82% | 1.47% | 1.76% | 1.36% | 1.11% | 2.04% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
XBAG.DE and XSX6.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XBAG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XBAG.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for XSX6.DE.
XBAG.DE is categorized as Global Bonds, while XSX6.DE is Europe Equities. XBAG.DE tracks Bloomberg Global Aggregate TR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.10% for XBAG.DE and 0.20% for XSX6.DE.
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