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XBAT.DE vs. DBXP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBAT.DE vs. DBXP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF (XBAT.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XBAT.DE achieves a -0.07% return, which is significantly lower than DBXP.DE's 0.04% return. Over the past 10 years, XBAT.DE has underperformed DBXP.DE with an annualized return of -0.93%, while DBXP.DE has yielded a comparatively higher 0.22% annualized return.


XBAT.DE

1D
0.03%
1M
0.31%
YTD
-0.07%
6M
-0.01%
1Y
0.70%
3Y*
2.22%
5Y*
-2.38%
10Y*
-0.93%

DBXP.DE

1D
0.04%
1M
0.20%
YTD
0.04%
6M
0.12%
1Y
0.80%
3Y*
2.61%
5Y*
0.67%
10Y*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBAT.DE vs. DBXP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBAT.DE
Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF
-0.07%2.47%0.18%3.80%-17.06%-2.84%2.81%2.99%2.37%-1.51%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.04%2.21%2.99%3.41%-4.59%-0.85%-0.18%0.17%-0.37%-0.45%

Correlation

The correlation between XBAT.DE and DBXP.DE is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2010

0.47

Over the past year, XBAT.DE and DBXP.DE have become more correlated (0.78) than their long-term average of 0.47, meaning their price movements have been converging.

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Return for Risk

XBAT.DE vs. DBXP.DE — Risk / Return Rank

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

XBAT.DE
XBAT.DE Risk / Return Rank: 1313
Overall Rank
XBAT.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XBAT.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XBAT.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XBAT.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
XBAT.DE Martin Ratio Rank: 1414
Martin Ratio Rank

DBXP.DE
DBXP.DE Risk / Return Rank: 1919
Overall Rank
DBXP.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 2121
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 1919
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.

XBAT.DE vs. DBXP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF (XBAT.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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.


XBAT.DEDBXP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.06

1.13

-0.07

Calmar ratioReturn relative to maximum drawdown

0.35

0.64

-0.29

Martin ratioReturn relative to average drawdown

1.05

2.08

-1.02

XBAT.DE vs. DBXP.DE - Sharpe Ratio Comparison

The current XBAT.DE Sharpe Ratio is 0.31, which is lower than the DBXP.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XBAT.DE and DBXP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XBAT.DEDBXP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.65

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.40

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.12

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.56

-0.38

Drawdowns

XBAT.DE vs. DBXP.DE - Drawdown Comparison

The maximum XBAT.DE drawdown since its inception was -24.48%, which is greater than DBXP.DE's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for XBAT.DE and DBXP.DE.


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Drawdown Indicators


XBAT.DEDBXP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.48%

-6.77%

-17.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.01%

-1.24%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-4.50%

-1.24%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-5.67%

-16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

-6.77%

-17.71%

Current Drawdown

Current decline from peak

-16.49%

-0.55%

-15.94%

Average Drawdown

Average peak-to-trough decline

-6.97%

-1.00%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.39%

+0.28%

Volatility

XBAT.DE vs. DBXP.DE - Volatility Comparison

Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF (XBAT.DE) has a higher volatility of 0.75% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) at 0.46%. This indicates that XBAT.DE's price experiences larger fluctuations and is considered to be riskier than DBXP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBAT.DEDBXP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.46%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.93%

1.11%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

1.22%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

1.65%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

1.80%

+3.59%

XBAT.DE vs. DBXP.DE - Expense Ratio Comparison

Both XBAT.DE and DBXP.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XBAT.DE vs. DBXP.DE - Dividend Comparison

Neither XBAT.DE nor DBXP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XBAT.DE and DBXP.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XBAT.DE and DBXP.DE have the same expense ratio: 0.15% per year.

XBAT.DE tracks iBoxx® EUR Sovereigns Eurozone AAA, while DBXP.DE tracks iBoxx® EUR Eurozone 1-3.

Portfolio Optimizer

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