XBO2.DE vs. XSX6.DE
XBO2.DE (Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XBO2.DE is a Government Bonds fund tracking the FTSE Eurozone BOT Index, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XBO2.DE returned 0.70%/yr vs 10.16%/yr for XSX6.DE. At a 0.08 correlation, their price movements are largely independent. XBO2.DE charges 0.15%/yr vs 0.20%/yr for XSX6.DE.
Performance
XBO2.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XBO2.DE achieves a 0.62% return, which is significantly lower than XSX6.DE's 11.63% return. Over the past 10 years, XBO2.DE has underperformed XSX6.DE with an annualized return of 0.70%, while XSX6.DE has yielded a comparatively higher 10.16% annualized return.
XBO2.DE
- 1D
- 0.03%
- 1M
- 0.21%
- 6M
- 0.62%
- YTD
- 0.62%
- 1Y
- 1.79%
- 3Y*
- 2.85%
- 5Y*
- 1.71%
- 10Y*
- 0.70%
XSX6.DE
- 1D
- 0.00%
- 1M
- 4.56%
- 6M
- 10.88%
- YTD
- 11.63%
- 1Y
- 22.49%
- 3Y*
- 15.24%
- 5Y*
- 10.32%
- 10Y*
- 10.16%
XBO2.DE vs. XSX6.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) | 0.62% | 2.42% | 3.53% | 3.03% | -0.64% | -0.60% | -0.22% | 0.03% | -0.47% | -0.44% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 11.63% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XBO2.DE and XSX6.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2012 | 0.08 |
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Return for Risk
XBO2.DE vs. XSX6.DE — Risk / Return Rank
XBO2.DE
XSX6.DE
XBO2.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.37 | -0.77 |
| Martin ratioReturn relative to average drawdown | 4.48 | 9.17 | -4.70 |
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Drawdowns
XBO2.DE vs. XSX6.DE - Drawdown Comparison
The maximum XBO2.DE drawdown since its inception was -3.92%, smaller than the maximum XSX6.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XBO2.DE and XSX6.DE.
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Drawdown Indicators
| XBO2.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.92% | -36.06% | +32.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.12% | -9.46% | +8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.12% | -16.37% | +15.25% |
Max Drawdown (5Y)Largest decline over 5 years | -1.34% | -20.84% | +19.50% |
Max Drawdown (10Y)Largest decline over 10 years | -3.77% | -36.06% | +32.29% |
Current DrawdownCurrent decline from peak | -0.52% | 0.00% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -5.24% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 2.44% | -2.04% |
Volatility
XBO2.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) is 1.10%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 3.11%. This indicates that XBO2.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 3.11% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 10.96% | -8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 13.02% | -9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.44% | 14.46% | -13.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.60% | 15.23% | -13.63% |
XBO2.DE vs. XSX6.DE - Expense Ratio Comparison
XBO2.DE has a 0.15% expense ratio, which is lower than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
Neither XBO2.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XBO2.DE and XSX6.DE have a correlation of 0.12, 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 0.20% for XSX6.DE.
XBO2.DE is categorized as Government Bonds, while XSX6.DE is Europe Equities. XBO2.DE tracks FTSE Eurozone BOT Index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for XBO2.DE and 0.20% for XSX6.DE.
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