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XDCC.DE vs. UEF7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDCC.DE vs. UEF7.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE). The values are adjusted to include any dividend payments, if applicable.

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XDCC.DE vs. UEF7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
-0.32%8.20%1.13%9.22%-17.61%20.86%-1.01%
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
0.19%7.53%4.21%5.71%-5.98%-1.14%1.41%
Different Trading Currencies

XDCC.DE is traded in USD, while UEF7.DE is traded in EUR. To make them comparable, the UEF7.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 -0.32% return, which is significantly lower than UEF7.DE's 0.19% return.


XDCC.DE

1D
-0.02%
1M
-1.12%
YTD
-0.32%
6M
-0.02%
1Y
5.07%
3Y*
4.37%
5Y*
0.29%
10Y*

UEF7.DE

1D
0.17%
1M
-0.74%
YTD
0.19%
6M
0.94%
1Y
5.03%
3Y*
5.17%
5Y*
2.15%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDCC.DE vs. UEF7.DE - Expense Ratio Comparison

XDCC.DE has a 0.12% expense ratio, which is lower than UEF7.DE's 0.16% 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%.


Return for Risk

XDCC.DE vs. UEF7.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: 3333
Overall Rank
XDCC.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3232
Martin Ratio Rank

UEF7.DE
UEF7.DE Risk / Return Rank: 99
Overall Rank
UEF7.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UEF7.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UEF7.DE Omega Ratio Rank: 77
Omega Ratio Rank
UEF7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
UEF7.DE Martin Ratio Rank: 1010
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. UEF7.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.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.DEUEF7.DEDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.91

-0.17

Sortino ratio

Return per unit of downside risk

1.03

1.29

-0.26

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.00

1.84

-0.84

Martin ratio

Return relative to average drawdown

3.74

9.47

-5.73

XDCC.DE vs. UEF7.DE - Sharpe Ratio Comparison

The current XDCC.DE Sharpe Ratio is 0.74, which is comparable to the UEF7.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of XDCC.DE and UEF7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDCC.DEUEF7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.91

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.43

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.47

-0.24

Correlation

The correlation between XDCC.DE and UEF7.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XDCC.DE vs. UEF7.DE - Dividend Comparison

XDCC.DE has not paid dividends to shareholders, while UEF7.DE's dividend yield for the trailing twelve months is around 4.63%.


TTM20252024202320222021202020192018201720162015
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.63%5.78%4.66%3.27%1.45%1.52%2.84%2.76%2.24%2.19%1.99%0.87%

Drawdowns

XDCC.DE vs. UEF7.DE - Drawdown Comparison

The maximum XDCC.DE drawdown since its inception was -25.01%, which is greater than UEF7.DE's maximum drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for XDCC.DE and UEF7.DE.


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Drawdown Indicators


XDCC.DEUEF7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-15.39%

-9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.74%

-5.49%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-10.70%

-14.31%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-3.65%

-4.92%

+1.27%

Average Drawdown

Average peak-to-trough decline

-9.56%

-4.75%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

3.02%

-1.75%

Volatility

XDCC.DE vs. UEF7.DE - Volatility Comparison

Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a higher volatility of 2.28% compared to UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) at 1.68%. This indicates that XDCC.DE's price experiences larger fluctuations and is considered to be riskier than UEF7.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.DEUEF7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

1.68%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

2.55%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.82%

5.49%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

4.98%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.33%

5.24%

+7.09%