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XBO2.DE vs. VX6F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBO2.DE vs. VX6F.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 Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.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 VX6F.DE's 1.47% 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%

VX6F.DE

1D
0.00%
1M
0.80%
6M
0.07%
YTD
1.47%
1Y
4.31%
3Y*
2.69%
5Y*
-2.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBO2.DE vs. VX6F.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%-0.13%
VX6F.DE
Vanguard U.K. Gilt UCITS ETF GBP Accumulation
1.47%0.53%-0.19%18.92%-26.90%-5.30%9.59%5.30%

Correlation

The correlation between XBO2.DE and VX6F.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.15

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

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.18

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Return for Risk

XBO2.DE vs. VX6F.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

VX6F.DE
VX6F.DE Risk / Return Rank: 2121
Overall Rank
VX6F.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VX6F.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
VX6F.DE Omega Ratio Rank: 1919
Omega Ratio Rank
VX6F.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
VX6F.DE Martin Ratio Rank: 2525
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. VX6F.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 Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.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.DEVX6F.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.19

1.10

+0.09

Calmar ratioReturn relative to maximum drawdown

1.54

0.81

+0.73

Martin ratioReturn relative to average drawdown

4.21

2.49

+1.72

XBO2.DE vs. VX6F.DE - Sharpe Ratio Comparison

The current XBO2.DE Sharpe Ratio is 0.52, which is comparable to the VX6F.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of XBO2.DE and VX6F.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. VX6F.DE - Drawdown Comparison

The maximum XBO2.DE drawdown since its inception was -3.92%, smaller than the maximum VX6F.DE drawdown of -38.93%. Use the drawdown chart below to compare losses from any high point for XBO2.DE and VX6F.DE.


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Drawdown Indicators


XBO2.DEVX6F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-38.93%

+35.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-5.35%

+4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-1.12%

-9.02%

+7.90%

Max Drawdown (5Y)

Largest decline over 5 years

-1.31%

-36.83%

+35.52%

Max Drawdown (10Y)

Largest decline over 10 years

-3.77%

Current Drawdown

Current decline from peak

-0.58%

-18.27%

+17.69%

Average Drawdown

Average peak-to-trough decline

-0.71%

-14.85%

+14.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.74%

-1.33%

Volatility

XBO2.DE vs. VX6F.DE - Volatility Comparison

The current volatility for Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) is 1.48%, while Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.DE) has a volatility of 2.26%. This indicates that XBO2.DE experiences smaller price fluctuations and is considered to be less risky than VX6F.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.DEVX6F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

2.26%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

6.34%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

7.89%

-4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

12.95%

-11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.64%

12.04%

-10.40%

XBO2.DE vs. VX6F.DE - Expense Ratio Comparison

XBO2.DE has a 0.15% expense ratio, which is higher than VX6F.DE's 0.05% 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. VX6F.DE - Dividend Comparison

Neither XBO2.DE nor VX6F.DE has paid dividends to shareholders.


Frequently Asked Questions


XBO2.DE and VX6F.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VX6F.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VX6F.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for XBO2.DE.

XBO2.DE tracks FTSE Eurozone BOT Index, while VX6F.DE tracks Bloomberg Sterling Gilt Float Adjusted Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for XBO2.DE and 0.05% for VX6F.DE.

Portfolio Optimizer

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