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XBO2.DE vs. DJAD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBO2.DE vs. DJAD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) and Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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, XBO2.DE achieves a 0.65% return, which is significantly lower than DJAD.DE's 1.78% return. Over the past 10 years, XBO2.DE has outperformed DJAD.DE with an annualized return of 0.71%, while DJAD.DE has yielded a comparatively lower -3.16% annualized return.


XBO2.DE

1D
0.00%
1M
0.15%
6M
0.86%
YTD
0.65%
1Y
1.73%
3Y*
2.81%
5Y*
1.73%
10Y*
0.71%

DJAD.DE

1D
0.69%
1M
-0.13%
6M
-0.02%
YTD
1.78%
1Y
5.49%
3Y*
-1.48%
5Y*
-5.78%
10Y*
-3.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBO2.DE vs. DJAD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBO2.DE
Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)
0.65%2.42%3.53%3.03%-0.64%-0.60%-0.22%0.03%-0.47%-0.44%
DJAD.DE
Amundi US Treasury Bond Long Dated UCITS ETF Dist
1.78%-6.15%-0.86%-0.75%-24.23%3.18%6.09%17.33%-14.73%7.90%

Correlation

The correlation between XBO2.DE and DJAD.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.09

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

0.14

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2012

0.05

The correlation between XBO2.DE and DJAD.DE shifts across timeframes, from -0.01 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XBO2.DE vs. DJAD.DE — Risk / Return Rank

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

XBO2.DE
XBO2.DE Risk / Return Rank: 3030
Overall Rank
XBO2.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XBO2.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XBO2.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XBO2.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
XBO2.DE Martin Ratio Rank: 3737
Martin Ratio Rank

DJAD.DE
DJAD.DE Risk / Return Rank: 2222
Overall Rank
DJAD.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DJAD.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
DJAD.DE Omega Ratio Rank: 2121
Omega Ratio Rank
DJAD.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
DJAD.DE Martin Ratio Rank: 2222
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.

XBO2.DE vs. DJAD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) and Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XBO2.DEDJAD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratioReturn relative to maximum drawdown

1.54

0.86

+0.68

Martin ratioReturn relative to average drawdown

4.21

1.82

+2.39

XBO2.DE vs. DJAD.DE - Sharpe Ratio Comparison

The current XBO2.DE Sharpe Ratio is 0.52, which is comparable to the DJAD.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XBO2.DE and DJAD.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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Drawdowns

XBO2.DE vs. DJAD.DE - Drawdown Comparison

The maximum XBO2.DE drawdown since its inception was -3.92%, smaller than the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for XBO2.DE and DJAD.DE.


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Drawdown Indicators


XBO2.DEDJAD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-44.43%

+40.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-6.38%

+5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-1.12%

-16.68%

+15.56%

Max Drawdown (5Y)

Largest decline over 5 years

-1.31%

-36.54%

+35.23%

Max Drawdown (10Y)

Largest decline over 10 years

-3.77%

-44.43%

+40.66%

Current Drawdown

Current decline from peak

-0.58%

-40.10%

+39.52%

Average Drawdown

Average peak-to-trough decline

-0.71%

-17.90%

+17.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

3.01%

-2.60%

Volatility

XBO2.DE vs. DJAD.DE - Volatility Comparison

The current volatility for Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) is 1.48%, while Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a volatility of 2.34%. This indicates that XBO2.DE experiences smaller price fluctuations and is considered to be less risky than DJAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBO2.DEDJAD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

2.34%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

5.88%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

8.78%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

14.15%

-12.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.64%

13.95%

-12.31%

XBO2.DE vs. DJAD.DE - Expense Ratio Comparison

XBO2.DE has a 0.15% expense ratio, which is higher than DJAD.DE's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XBO2.DE vs. DJAD.DE - Dividend Comparison

XBO2.DE has not paid dividends to shareholders, while DJAD.DE's dividend yield for the trailing twelve months is around 3.43%.


PositionTTM202520242023202220212020201920182017
DJAD.DE
Amundi US Treasury Bond Long Dated UCITS ETF Dist
3.43%3.50%3.53%2.88%3.36%2.22%2.38%2.87%3.22%2.75%
XBO2.DE
Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XBO2.DE and DJAD.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for XBO2.DE.

XBO2.DE tracks FTSE Eurozone BOT Index, while DJAD.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XBO2.DE and 0.06% for DJAD.DE.

Portfolio Optimizer

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