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XBLC.L vs. EUCO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBLC.L vs. EUCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XBLC.L having a 0.55% return and EUCO.L slightly lower at 0.53%.


XBLC.L

1D
0.10%
1M
0.71%
YTD
0.55%
6M
0.44%
1Y
1.87%
3Y*
4.55%
5Y*
0.08%
10Y*

EUCO.L

1D
0.09%
1M
0.70%
YTD
0.53%
6M
0.41%
1Y
1.90%
3Y*
4.56%
5Y*
0.01%
10Y*
1.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBLC.L vs. EUCO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.55%2.95%4.36%7.51%-13.29%-1.05%2.52%6.28%-1.52%0.63%
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
0.53%2.91%4.46%7.64%-13.67%-1.21%2.64%6.74%-1.39%0.60%

Correlation

The correlation between XBLC.L and EUCO.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.90

The correlation between XBLC.L and EUCO.L has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

XBLC.L vs. EUCO.L — Risk / Return Rank

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

XBLC.L
XBLC.L Risk / Return Rank: 1919
Overall Rank
XBLC.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 2020
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2121
Martin Ratio Rank

EUCO.L
EUCO.L Risk / Return Rank: 1919
Overall Rank
EUCO.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EUCO.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUCO.L Omega Ratio Rank: 1919
Omega Ratio Rank
EUCO.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUCO.L Martin Ratio Rank: 2121
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.

XBLC.L vs. EUCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L). 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.


XBLC.LEUCO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.12

1.11

+0.01

Calmar ratioReturn relative to maximum drawdown

0.70

0.71

-0.02

Martin ratioReturn relative to average drawdown

2.42

2.45

-0.03

XBLC.L vs. EUCO.L - Sharpe Ratio Comparison

The current XBLC.L Sharpe Ratio is 0.62, which is comparable to the EUCO.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of XBLC.L and EUCO.L, 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


XBLC.LEUCO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.59

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.00

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.27

-0.09

Drawdowns

XBLC.L vs. EUCO.L - Drawdown Comparison

The maximum XBLC.L drawdown since its inception was -17.18%, roughly equal to the maximum EUCO.L drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for XBLC.L and EUCO.L.


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Drawdown Indicators


XBLC.LEUCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-17.53%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-2.66%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-2.66%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-17.53%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-17.53%

Current Drawdown

Current decline from peak

-1.05%

-1.45%

+0.40%

Average Drawdown

Average peak-to-trough decline

-4.50%

-3.86%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.77%

0.00%

Volatility

XBLC.L vs. EUCO.L - Volatility Comparison

Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) have volatilities of 1.18% and 1.18%, 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


XBLC.LEUCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.18%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.70%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

3.19%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

4.52%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

4.45%

+0.26%

XBLC.L vs. EUCO.L - Expense Ratio Comparison

Both XBLC.L and EUCO.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XBLC.L vs. EUCO.L - Dividend Comparison

XBLC.L has not paid dividends to shareholders, while EUCO.L's dividend yield for the trailing twelve months is around 3.26%.


PositionTTM20252024202320222021202020192018201720162015
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
3.26%3.25%3.07%2.13%0.96%0.89%0.86%1.38%0.89%1.21%1.36%1.71%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.00%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


XBLC.L and EUCO.L have a correlation of 0.87, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XBLC.L and EUCO.L have the same expense ratio: 0.12% per year.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: Xtrackers and State Street.

Portfolio Optimizer

Find the right allocation for XBLC.L and EUCO.L

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