XGBE.DE vs. SXRF.DE
XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) and SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) are both Corporate Bonds funds - XGBE.DE tracks the Bloomberg MSCI EUR Corporate and Agency Green Bond Index while SXRF.DE tracks the Bloomberg US Intermediate Credit Index. Both are passively managed. Over the past 5 years, XGBE.DE returned -1.12%/yr vs 2.29%/yr for SXRF.DE. At a 0.16 correlation, their price movements are largely independent. XGBE.DE charges 0.25%/yr vs 0.15%/yr for SXRF.DE.
Performance
XGBE.DE vs. SXRF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGBE.DE achieves a 0.32% return, which is significantly lower than SXRF.DE's 3.54% return.
XGBE.DE
- 1D
- -0.07%
- 1M
- -0.50%
- 6M
- 0.04%
- YTD
- 0.32%
- 1Y
- 1.16%
- 3Y*
- 3.78%
- 5Y*
- -1.12%
- 10Y*
- —
SXRF.DE
- 1D
- 0.24%
- 1M
- 1.36%
- 6M
- 2.20%
- YTD
- 3.54%
- 1Y
- 5.53%
- 3Y*
- 4.72%
- 5Y*
- 2.29%
- 10Y*
- —
XGBE.DE vs. SXRF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 0.32% | 2.73% | 3.40% | 7.52% | -16.38% | -0.21% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.54% | -4.30% | 10.07% | 2.89% | -3.43% | 4.87% |
Correlation
The correlation between XGBE.DE and SXRF.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021 | 0.16 |
The correlation between XGBE.DE and SXRF.DE shifts across timeframes, from -0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XGBE.DE vs. SXRF.DE — Risk / Return Rank
XGBE.DE
SXRF.DE
XGBE.DE vs. SXRF.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 $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.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.DE | SXRF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.19 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.74 | -1.30 |
| Martin ratioReturn relative to average drawdown | 1.36 | 4.58 | -3.22 |
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Drawdowns
XGBE.DE vs. SXRF.DE - Drawdown Comparison
The maximum XGBE.DE drawdown since its inception was -20.20%, roughly equal to the maximum SXRF.DE drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for XGBE.DE and SXRF.DE.
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Drawdown Indicators
| XGBE.DE | SXRF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -20.60% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -3.17% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -2.62% | -9.48% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -10.49% | -9.71% |
Current DrawdownCurrent decline from peak | -6.22% | -3.05% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -6.46% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 1.20% | -0.35% |
Volatility
XGBE.DE vs. SXRF.DE - Volatility Comparison
The current volatility for Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) is 0.81%, while iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) has a volatility of 1.32%. This indicates that XGBE.DE experiences smaller price fluctuations and is considered to be less risky than SXRF.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.DE | SXRF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 1.32% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 3.64% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 5.48% | -2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.05% | 7.11% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 9.04% | -4.02% |
XGBE.DE vs. SXRF.DE - Expense Ratio Comparison
XGBE.DE has a 0.25% expense ratio, which is higher than SXRF.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
XGBE.DE vs. SXRF.DE - Dividend Comparison
XGBE.DE has not paid dividends to shareholders, while SXRF.DE's dividend yield for the trailing twelve months is around 4.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 4.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% |
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% |
Frequently Asked Questions
XGBE.DE and SXRF.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRF.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XGBE.DE.
XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index, while SXRF.DE tracks Bloomberg US Intermediate Credit Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XGBE.DE and 0.15% for SXRF.DE.
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