XGBE.DE vs. SXRR.DE
XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) and SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) are both Corporate Bonds funds - XGBE.DE tracks the Bloomberg MSCI EUR Corporate and Agency Green Bond Index while SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). Both are passively managed. Over the past 5 years, XGBE.DE returned -0.79%/yr vs 2.44%/yr for SXRR.DE. At a correlation of -0.02, they often move in opposite directions. XGBE.DE charges 0.25%/yr vs 0.12%/yr for SXRR.DE.
Performance
XGBE.DE vs. SXRR.DE - Performance Comparison
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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 SXRR.DE's 1.42% 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*
- —
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.84%
- 3Y*
- 3.76%
- 5Y*
- 2.44%
- 10Y*
- —
XGBE.DE vs. SXRR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 1.11% | 2.73% | 3.40% | 7.52% | -16.38% | -0.21% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.40% |
Correlation
The correlation between XGBE.DE and SXRR.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021 | -0.02 |
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Return for Risk
XGBE.DE vs. SXRR.DE — Risk / Return Rank
XGBE.DE
SXRR.DE
XGBE.DE vs. SXRR.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 $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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 | SXRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.93 | -0.83 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 12.00 | -11.32 |
| Martin ratioReturn relative to average drawdown | 2.16 | 38.03 | -35.87 |
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Drawdowns
XGBE.DE vs. SXRR.DE - Drawdown Comparison
The maximum XGBE.DE drawdown since its inception was -20.20%, which is greater than SXRR.DE's maximum drawdown of -14.20%. Use the drawdown chart below to compare losses from any high point for XGBE.DE and SXRR.DE.
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Drawdown Indicators
| XGBE.DE | SXRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -14.20% | -6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -0.24% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -2.62% | -1.36% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -2.72% | -17.48% |
Current DrawdownCurrent decline from peak | -5.48% | 0.00% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -1.22% | -9.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.07% | +0.77% |
Volatility
XGBE.DE vs. SXRR.DE - Volatility Comparison
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) has a higher volatility of 0.62% compared to iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) at 0.24%. This indicates that XGBE.DE's price experiences larger fluctuations and is considered to be riskier than SXRR.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 | SXRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 0.24% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 1.10% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.22% | 1.42% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.04% | 1.94% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 3.81% | +1.22% |
XGBE.DE vs. SXRR.DE - Expense Ratio Comparison
XGBE.DE has a 0.25% expense ratio, which is higher than SXRR.DE's 0.12% 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. SXRR.DE - Dividend Comparison
XGBE.DE has not paid dividends to shareholders, while SXRR.DE's dividend yield for the trailing twelve months is around 4.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
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 SXRR.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRR.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XGBE.DE.
XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index, while SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XGBE.DE and 0.12% for SXRR.DE.
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