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XGEZ.DE vs. EL4M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGEZ.DE vs. EL4M.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) and Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.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, XGEZ.DE achieves a 0.02% return, which is significantly higher than EL4M.DE's -0.10% return.


XGEZ.DE

1D
0.09%
1M
-0.02%
YTD
0.02%
6M
-0.16%
1Y
-1.07%
3Y*
1.19%
5Y*
10Y*

EL4M.DE

1D
0.08%
1M
0.06%
YTD
-0.10%
6M
-0.01%
1Y
0.69%
3Y*
2.75%
5Y*
-0.53%
10Y*
-0.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGEZ.DE vs. EL4M.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
0.02%-2.16%-0.51%8.88%0.10%
EL4M.DE
Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF
-0.10%2.42%2.21%5.36%-0.54%

Correlation

The correlation between XGEZ.DE and EL4M.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2022

0.87

The correlation between XGEZ.DE and EL4M.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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Return for Risk

XGEZ.DE vs. EL4M.DE — Risk / Return Rank

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

XGEZ.DE
XGEZ.DE Risk / Return Rank: 66
Overall Rank
XGEZ.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XGEZ.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
XGEZ.DE Omega Ratio Rank: 66
Omega Ratio Rank
XGEZ.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XGEZ.DE Martin Ratio Rank: 66
Martin Ratio Rank

EL4M.DE
EL4M.DE Risk / Return Rank: 1010
Overall Rank
EL4M.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EL4M.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EL4M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EL4M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EL4M.DE Martin Ratio Rank: 1111
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.

XGEZ.DE vs. EL4M.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) and Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.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.


XGEZ.DEEL4M.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

0.96

1.02

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.34

0.14

-0.48

Martin ratioReturn relative to average drawdown

-0.72

0.39

-1.11

XGEZ.DE vs. EL4M.DE - Sharpe Ratio Comparison

The current XGEZ.DE Sharpe Ratio is -0.25, which is lower than the EL4M.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of XGEZ.DE and EL4M.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


XGEZ.DEEL4M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.13

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.47

-0.31

Drawdowns

XGEZ.DE vs. EL4M.DE - Drawdown Comparison

The maximum XGEZ.DE drawdown since its inception was -13.63%, roughly equal to the maximum EL4M.DE drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for XGEZ.DE and EL4M.DE.


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Drawdown Indicators


XGEZ.DEEL4M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.63%

-13.53%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-2.63%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.89%

-2.63%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-13.53%

Current Drawdown

Current decline from peak

-5.48%

-3.72%

-1.76%

Average Drawdown

Average peak-to-trough decline

-5.39%

-2.58%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

0.95%

+1.25%

Volatility

XGEZ.DE vs. EL4M.DE - Volatility Comparison

Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) has a higher volatility of 2.47% compared to Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.DE) at 1.19%. This indicates that XGEZ.DE's price experiences larger fluctuations and is considered to be riskier than EL4M.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGEZ.DEEL4M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

1.19%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

5.12%

2.66%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

2.99%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.92%

4.04%

+5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

3.13%

+6.79%

XGEZ.DE vs. EL4M.DE - Expense Ratio Comparison

XGEZ.DE has a 0.18% expense ratio, which is higher than EL4M.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

XGEZ.DE vs. EL4M.DE - Dividend Comparison

XGEZ.DE's dividend yield for the trailing twelve months is around 2.10%, less than EL4M.DE's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4M.DE
Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF
2.17%2.76%1.93%1.89%0.55%0.79%1.06%1.41%1.08%2.12%1.66%1.83%
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
2.10%1.99%2.07%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGEZ.DE and EL4M.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4M.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4M.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for XGEZ.DE.

XGEZ.DE tracks iBoxx® EUR Eurozone Sovereigns Green Bonds Capped, while EL4M.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 3-5. They also come from different issuers: Xtrackers and Deka. Their fees differ too: 0.18% for XGEZ.DE and 0.15% for EL4M.DE.

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