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XDCC.DE vs. 5UOA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDCC.DE vs. 5UOA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) and iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDCC.DE is traded in USD, while 5UOA.DE is traded in EUR. To make them comparable, the 5UOA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDCC.DE achieves a 0.36% return, which is significantly higher than 5UOA.DE's -0.16% return.


XDCC.DE

1D
0.14%
1M
0.05%
YTD
0.36%
6M
0.63%
1Y
5.81%
3Y*
5.17%
5Y*
0.11%
10Y*

5UOA.DE

1D
0.14%
1M
-0.17%
YTD
-0.16%
6M
0.38%
1Y
4.99%
3Y*
4.97%
5Y*
0.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDCC.DE vs. 5UOA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
0.36%8.20%1.13%9.22%-17.61%20.86%-1.01%
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
-0.16%8.37%1.76%7.78%-14.67%-1.95%2.37%

Correlation

The correlation between XDCC.DE and 5UOA.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.79

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

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.78

The correlation between XDCC.DE and 5UOA.DE shifts across timeframes, from 0.68 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDCC.DE vs. 5UOA.DE — Risk / Return Rank

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

XDCC.DE
XDCC.DE Risk / Return Rank: 3030
Overall Rank
XDCC.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3333
Martin Ratio Rank

5UOA.DE
5UOA.DE Risk / Return Rank: 1919
Overall Rank
5UOA.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 2121
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.

XDCC.DE vs. 5UOA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) and iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.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.


XDCC.DE5UOA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratioReturn relative to maximum drawdown

1.68

1.72

-0.04

Martin ratioReturn relative to average drawdown

4.84

5.27

-0.43

XDCC.DE vs. 5UOA.DE - Sharpe Ratio Comparison

The current XDCC.DE Sharpe Ratio is 1.02, which is comparable to the 5UOA.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XDCC.DE and 5UOA.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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Sharpe Ratios by Period


XDCC.DE5UOA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.92

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.06

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.27

-0.03

Drawdowns

XDCC.DE vs. 5UOA.DE - Drawdown Comparison

The maximum XDCC.DE drawdown since its inception was -25.01%, which is greater than 5UOA.DE's maximum drawdown of -21.38%. Use the drawdown chart below to compare losses from any high point for XDCC.DE and 5UOA.DE.


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Drawdown Indicators


XDCC.DE5UOA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-21.38%

-3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-2.86%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-7.83%

-5.93%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-21.26%

-3.75%

Current Drawdown

Current decline from peak

-2.99%

-1.12%

-1.87%

Average Drawdown

Average peak-to-trough decline

-9.38%

-7.29%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.93%

+0.23%

Volatility

XDCC.DE vs. 5UOA.DE - Volatility Comparison

Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a higher volatility of 2.05% compared to iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) at 1.59%. This indicates that XDCC.DE's price experiences larger fluctuations and is considered to be riskier than 5UOA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDCC.DE5UOA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.59%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

3.64%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

5.36%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

7.61%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.21%

7.57%

+4.64%

XDCC.DE vs. 5UOA.DE - Expense Ratio Comparison

XDCC.DE has a 0.12% expense ratio, which is lower than 5UOA.DE's 0.15% 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

XDCC.DE vs. 5UOA.DE - Dividend Comparison

Neither XDCC.DE nor 5UOA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDCC.DE and 5UOA.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDCC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDCC.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for 5UOA.DE.

XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate, while 5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XDCC.DE and 0.15% for 5UOA.DE.

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