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

Performance

XBO2.DE vs. IBCL.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 iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.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 higher than IBCL.DE's -1.15% return. Over the past 10 years, XBO2.DE has outperformed IBCL.DE with an annualized return of 0.71%, while IBCL.DE has yielded a comparatively lower -2.67% 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%

IBCL.DE

1D
0.25%
1M
-2.80%
6M
-2.31%
YTD
-1.15%
1Y
-2.15%
3Y*
-0.84%
5Y*
-8.15%
10Y*
-2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBO2.DE vs. IBCL.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%
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
-1.15%-5.38%-0.90%9.73%-34.35%-6.57%11.60%15.55%3.25%-1.49%

Correlation

The correlation between XBO2.DE and IBCL.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.14

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

0.24

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

0.19

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

0.16

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Return for Risk

XBO2.DE vs. IBCL.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

IBCL.DE
IBCL.DE Risk / Return Rank: 77
Overall Rank
IBCL.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBCL.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
IBCL.DE Omega Ratio Rank: 77
Omega Ratio Rank
IBCL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
IBCL.DE Martin Ratio Rank: 77
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. IBCL.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 iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.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.DEIBCL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.19

0.97

+0.22

Calmar ratioReturn relative to maximum drawdown

1.54

-0.35

+1.89

Martin ratioReturn relative to average drawdown

4.21

-0.70

+4.92

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

The current XBO2.DE Sharpe Ratio is 0.52, which is higher than the IBCL.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of XBO2.DE and IBCL.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. IBCL.DE - Drawdown Comparison

The maximum XBO2.DE drawdown since its inception was -3.92%, smaller than the maximum IBCL.DE drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for XBO2.DE and IBCL.DE.


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Drawdown Indicators


XBO2.DEIBCL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-43.80%

+39.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-6.13%

+5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-1.12%

-11.97%

+10.85%

Max Drawdown (5Y)

Largest decline over 5 years

-1.31%

-42.19%

+40.88%

Max Drawdown (10Y)

Largest decline over 10 years

-3.77%

-43.80%

+40.03%

Current Drawdown

Current decline from peak

-0.58%

-38.14%

+37.56%

Average Drawdown

Average peak-to-trough decline

-0.71%

-12.56%

+11.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

3.06%

-2.65%

Volatility

XBO2.DE vs. IBCL.DE - Volatility Comparison

The current volatility for Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) is 1.48%, while iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) has a volatility of 2.55%. This indicates that XBO2.DE experiences smaller price fluctuations and is considered to be less risky than IBCL.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.DEIBCL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

2.55%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

7.30%

-4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

9.24%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

13.68%

-12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.64%

11.50%

-9.86%

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

Both XBO2.DE and IBCL.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

XBO2.DE vs. IBCL.DE - Dividend Comparison

XBO2.DE has not paid dividends to shareholders, while IBCL.DE's dividend yield for the trailing twelve months is around 3.71%.


PositionTTM20252024202320222021202020192018201720162015
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.71%3.53%3.19%2.64%1.31%0.53%0.74%1.26%1.50%1.35%1.47%1.83%
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%0.00%0.00%

Frequently Asked Questions


XBO2.DE and IBCL.DE have a correlation of 0.20, 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.

XBO2.DE and IBCL.DE have the same expense ratio: 0.15% per year.

XBO2.DE tracks FTSE Eurozone BOT Index, while IBCL.DE tracks Bloomberg Euro Government Bond 15-30 Year Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XBO2.DE and IBCL.DE

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