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XGBE.DE vs. IS0Y.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGBE.DE vs. IS0Y.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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, XGBE.DE achieves a 1.11% return, which is significantly lower than IS0Y.DE's 1.38% return.


XGBE.DE

1D
-0.04%
1M
0.68%
6M
1.41%
YTD
1.11%
1Y
1.81%
3Y*
4.36%
5Y*
-0.79%
10Y*

IS0Y.DE

1D
-0.08%
1M
0.27%
6M
1.51%
YTD
1.38%
1Y
3.06%
3Y*
5.28%
5Y*
2.72%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGBE.DE vs. IS0Y.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
1.11%2.73%3.40%7.52%-16.38%-0.21%
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.38%4.15%6.61%5.08%-2.70%-0.58%

Correlation

The correlation between XGBE.DE and IS0Y.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.17

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.19

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Return for Risk

XGBE.DE vs. IS0Y.DE — Risk / Return Rank

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

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

IS0Y.DE
IS0Y.DE Risk / Return Rank: 5858
Overall Rank
IS0Y.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IS0Y.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IS0Y.DE Omega Ratio Rank: 4747
Omega Ratio Rank
IS0Y.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IS0Y.DE Martin Ratio Rank: 7575
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.

XGBE.DE vs. IS0Y.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.


XGBE.DEIS0Y.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.10

1.25

-0.15

Calmar ratioReturn relative to maximum drawdown

0.69

3.00

-2.31

Martin ratioReturn relative to average drawdown

2.16

11.41

-9.25

XGBE.DE vs. IS0Y.DE - Sharpe Ratio Comparison

The current XGBE.DE Sharpe Ratio is 0.56, which is lower than the IS0Y.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of XGBE.DE and IS0Y.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

XGBE.DE vs. IS0Y.DE - Drawdown Comparison

The maximum XGBE.DE drawdown since its inception was -20.20%, which is greater than IS0Y.DE's maximum drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for XGBE.DE and IS0Y.DE.


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Drawdown Indicators


XGBE.DEIS0Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.20%

-13.95%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-1.02%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-2.62%

-2.07%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-7.09%

-13.11%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

Current Drawdown

Current decline from peak

-5.48%

-0.08%

-5.40%

Average Drawdown

Average peak-to-trough decline

-10.31%

-1.32%

-8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.27%

+0.57%

Volatility

XGBE.DE vs. IS0Y.DE - Volatility Comparison

Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) has a higher volatility of 0.62% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) at 0.59%. This indicates that XGBE.DE's price experiences larger fluctuations and is considered to be riskier than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGBE.DEIS0Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.59%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.75%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

2.19%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

2.85%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

3.69%

+1.34%

XGBE.DE vs. IS0Y.DE - Expense Ratio Comparison

Both XGBE.DE and IS0Y.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XGBE.DE vs. IS0Y.DE - Dividend Comparison

XGBE.DE has not paid dividends to shareholders, while IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGBE.DE and IS0Y.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGBE.DE and IS0Y.DE have the same expense ratio: 0.25% per year.

XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index, while IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XGBE.DE and IS0Y.DE

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