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XCS2.DE vs. DBXG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS2.DE vs. DBXG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) and Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.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, XCS2.DE achieves a 8.53% return, which is significantly higher than DBXG.DE's -1.04% return. Over the past 10 years, XCS2.DE has outperformed DBXG.DE with an annualized return of -0.24%, while DBXG.DE has yielded a comparatively lower -3.98% annualized return.


XCS2.DE

1D
-0.03%
1M
-0.78%
6M
6.96%
YTD
8.53%
1Y
9.41%
3Y*
2.56%
5Y*
-1.97%
10Y*
-0.24%

DBXG.DE

1D
0.38%
1M
-3.32%
6M
-2.41%
YTD
-1.04%
1Y
-2.98%
3Y*
-3.12%
5Y*
-11.38%
10Y*
-3.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS2.DE vs. DBXG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCS2.DE
Xtrackers II Australia Government Bond UCITS ETF (Acc)
8.53%-2.17%-1.70%0.78%-13.88%-0.26%4.13%9.65%-0.82%-2.48%
DBXG.DE
Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc)
-1.04%-9.41%-3.96%9.47%-40.42%-9.69%16.29%21.12%4.90%-2.36%

Correlation

The correlation between XCS2.DE and DBXG.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.51

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

0.49

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

0.36

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.28

Over the past year, XCS2.DE and DBXG.DE have become more correlated (0.49) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

XCS2.DE vs. DBXG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XCS2.DE
XCS2.DE Risk / Return Rank: 4444
Overall Rank
XCS2.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XCS2.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XCS2.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XCS2.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XCS2.DE Martin Ratio Rank: 5353
Martin Ratio Rank

DBXG.DE
DBXG.DE Risk / Return Rank: 77
Overall Rank
DBXG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBXG.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DBXG.DE Omega Ratio Rank: 77
Omega Ratio Rank
DBXG.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DBXG.DE Martin Ratio Rank: 66
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.

XCS2.DE vs. DBXG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) and Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.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.


XCS2.DEDBXG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.19

0.97

+0.22

Calmar ratioReturn relative to maximum drawdown

2.05

-0.44

+2.49

Martin ratioReturn relative to average drawdown

6.71

-0.83

+7.54

XCS2.DE vs. DBXG.DE - Sharpe Ratio Comparison

The current XCS2.DE Sharpe Ratio is 1.05, which is higher than the DBXG.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of XCS2.DE and DBXG.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

XCS2.DE vs. DBXG.DE - Drawdown Comparison

The maximum XCS2.DE drawdown since its inception was -41.58%, smaller than the maximum DBXG.DE drawdown of -53.51%. Use the drawdown chart below to compare losses from any high point for XCS2.DE and DBXG.DE.


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Drawdown Indicators


XCS2.DEDBXG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-53.51%

+11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-6.77%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-12.00%

-17.62%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-51.05%

+28.69%

Max Drawdown (10Y)

Largest decline over 10 years

-41.58%

-53.51%

+11.93%

Current Drawdown

Current decline from peak

-32.91%

-49.94%

+17.03%

Average Drawdown

Average peak-to-trough decline

-25.77%

-16.12%

-9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

3.57%

-2.17%

Volatility

XCS2.DE vs. DBXG.DE - Volatility Comparison

The current volatility for Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) is 2.72%, while Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.DE) has a volatility of 2.97%. This indicates that XCS2.DE experiences smaller price fluctuations and is considered to be less risky than DBXG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCS2.DEDBXG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

2.97%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

8.37%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

11.10%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.16%

17.72%

-7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

15.16%

+5.86%

XCS2.DE vs. DBXG.DE - Expense Ratio Comparison

XCS2.DE has a 0.25% expense ratio, which is higher than DBXG.DE's 0.15% 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

XCS2.DE vs. DBXG.DE - Dividend Comparison

Neither XCS2.DE nor DBXG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCS2.DE and DBXG.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DBXG.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XCS2.DE.

XCS2.DE tracks FTSE Australian Government Bond Index, while DBXG.DE tracks iBoxx EUR Eurozone 25+ Index. Their fees differ too: 0.25% for XCS2.DE and 0.15% for DBXG.DE.

Portfolio Optimizer

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