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

Performance

XBO2.DE vs. UEEG.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 $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.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 UEEG.DE's -0.84% 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%

UEEG.DE

1D
0.00%
1M
0.00%
6M
-0.63%
YTD
-0.84%
1Y
1.29%
3Y*
2.07%
5Y*
-0.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%-0.19%
UEEG.DE
iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc)
-0.84%4.64%0.67%2.27%-9.47%-2.61%-0.20%

Correlation

The correlation between XBO2.DE and UEEG.DE is 0.04, 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

0.04

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

0.16

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

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2020

0.19

The correlation between XBO2.DE and UEEG.DE shifts across timeframes, from 0.04 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XBO2.DE vs. UEEG.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

UEEG.DE
UEEG.DE Risk / Return Rank: 1717
Overall Rank
UEEG.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UEEG.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
UEEG.DE Omega Ratio Rank: 1515
Omega Ratio Rank
UEEG.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
UEEG.DE Martin Ratio Rank: 1818
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. UEEG.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 $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.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.DEUEEG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.19

1.07

+0.12

Calmar ratioReturn relative to maximum drawdown

1.54

0.56

+0.98

Martin ratioReturn relative to average drawdown

4.21

1.28

+2.93

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

The current XBO2.DE Sharpe Ratio is 0.52, which is higher than the UEEG.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of XBO2.DE and UEEG.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. UEEG.DE - Drawdown Comparison

The maximum XBO2.DE drawdown since its inception was -3.92%, smaller than the maximum UEEG.DE drawdown of -13.77%. Use the drawdown chart below to compare losses from any high point for XBO2.DE and UEEG.DE.


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Drawdown Indicators


XBO2.DEUEEG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-13.77%

+9.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-2.30%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.12%

-3.22%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-1.31%

-12.90%

+11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-3.77%

Current Drawdown

Current decline from peak

-0.58%

-6.19%

+5.61%

Average Drawdown

Average peak-to-trough decline

-0.71%

-7.23%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.01%

-0.60%

Volatility

XBO2.DE vs. UEEG.DE - Volatility Comparison

Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) has a higher volatility of 1.48% compared to iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.DE) at 1.00%. This indicates that XBO2.DE's price experiences larger fluctuations and is considered to be riskier than UEEG.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.DEUEEG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.00%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

2.78%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

3.62%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

4.30%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.64%

4.03%

-2.39%

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

XBO2.DE has a 0.15% expense ratio, which is lower than UEEG.DE's 0.18% expense ratio. Despite the difference, 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. UEEG.DE - Dividend Comparison

Neither XBO2.DE nor UEEG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XBO2.DE and UEEG.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBO2.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBO2.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for UEEG.DE.

XBO2.DE tracks FTSE Eurozone BOT Index, while UEEG.DE tracks FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XBO2.DE and 0.18% for UEEG.DE.

Portfolio Optimizer

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