XBO2.DE vs. DJAD.DE
XBO2.DE (Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both Government Bonds funds - XBO2.DE tracks the FTSE Eurozone BOT Index while DJAD.DE tracks the Bloomberg US Long Treasury Index. Both are passively managed. Over the past 10 years, XBO2.DE returned 0.71%/yr vs -3.16%/yr for DJAD.DE. At a 0.05 correlation, their price movements are largely independent. XBO2.DE charges 0.15%/yr vs 0.06%/yr for DJAD.DE.
Performance
XBO2.DE vs. DJAD.DE - Performance Comparison
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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%
XBO2.DE vs. DJAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XBO2.DE
DJAD.DE
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.DE | DJAD.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.58% | -40.10% | +39.52% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -17.90% | +17.19% |
Ulcer IndexDepth 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.DE | DJAD.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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