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XG7S.DE vs. XBAE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XG7S.DE vs. XBAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.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, XG7S.DE achieves a 0.23% return, which is significantly higher than XBAE.DE's -0.55% return. Over the past 10 years, XG7S.DE has underperformed XBAE.DE with an annualized return of -0.93%, while XBAE.DE has yielded a comparatively higher -0.46% annualized return.


XG7S.DE

1D
0.13%
1M
0.28%
YTD
0.23%
6M
-0.30%
1Y
-0.99%
3Y*
-0.74%
5Y*
-2.42%
10Y*
-0.93%

XBAE.DE

1D
0.05%
1M
-0.24%
YTD
-0.55%
6M
-0.54%
1Y
1.07%
3Y*
1.72%
5Y*
-1.74%
10Y*
-0.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XG7S.DE vs. XBAE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XG7S.DE
Xtrackers Global Government Bond UCITS ETF 5C
0.23%-4.70%2.17%1.03%-13.47%0.52%0.56%7.95%3.41%-5.58%
XBAE.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged
-0.55%2.65%0.52%4.36%-14.60%-2.16%3.70%5.33%-1.57%0.56%

Correlation

The correlation between XG7S.DE and XBAE.DE is 0.53, 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

0.53

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

0.64

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

0.63

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

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2014

0.50

The correlation between XG7S.DE and XBAE.DE shifts across timeframes, from 0.50 (all time) to 0.64 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XG7S.DE vs. XBAE.DE — Risk / Return Rank

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

XG7S.DE
XG7S.DE Risk / Return Rank: 55
Overall Rank
XG7S.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XG7S.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XG7S.DE Omega Ratio Rank: 55
Omega Ratio Rank
XG7S.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
XG7S.DE Martin Ratio Rank: 55
Martin Ratio Rank

XBAE.DE
XBAE.DE Risk / Return Rank: 1212
Overall Rank
XBAE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XBAE.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XBAE.DE Omega Ratio Rank: 1212
Omega Ratio Rank
XBAE.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
XBAE.DE Martin Ratio Rank: 1313
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.

XG7S.DE vs. XBAE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.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.


XG7S.DEXBAE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

0.95

1.05

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.47

0.30

-0.76

Martin ratioReturn relative to average drawdown

-0.91

0.83

-1.74

XG7S.DE vs. XBAE.DE - Sharpe Ratio Comparison

The current XG7S.DE Sharpe Ratio is -0.33, which is lower than the XBAE.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of XG7S.DE and XBAE.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


XG7S.DEXBAE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

0.27

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.35

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

-0.10

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.08

+0.08

Drawdowns

XG7S.DE vs. XBAE.DE - Drawdown Comparison

The maximum XG7S.DE drawdown since its inception was -21.08%, which is greater than XBAE.DE's maximum drawdown of -19.04%. Use the drawdown chart below to compare losses from any high point for XG7S.DE and XBAE.DE.


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Drawdown Indicators


XG7S.DEXBAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-19.04%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-3.11%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-4.58%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

-18.29%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

-19.04%

-2.04%

Current Drawdown

Current decline from peak

-19.11%

-10.88%

-8.23%

Average Drawdown

Average peak-to-trough decline

-8.76%

-5.91%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.11%

+0.34%

Volatility

XG7S.DE vs. XBAE.DE - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) is 1.23%, while Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) has a volatility of 1.32%. This indicates that XG7S.DE experiences smaller price fluctuations and is considered to be less risky than XBAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XG7S.DEXBAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.32%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.86%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

3.46%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

5.00%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

4.63%

+1.22%

XG7S.DE vs. XBAE.DE - Expense Ratio Comparison

XG7S.DE has a 0.20% expense ratio, which is higher than XBAE.DE's 0.10% 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

XG7S.DE vs. XBAE.DE - Dividend Comparison

Neither XG7S.DE nor XBAE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XG7S.DE and XBAE.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBAE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBAE.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for XG7S.DE.

XG7S.DE tracks Bloomberg Global Aggregate TR USD, while XBAE.DE tracks Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged). Their fees differ too: 0.20% for XG7S.DE and 0.10% for XBAE.DE.

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