XGEZ.DE vs. XSX6.DE
XGEZ.DE (Xtrackers II Eurozone Government Green Bond UCITS ETF) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XGEZ.DE is a European Government Bonds fund tracking the iBoxx® EUR Eurozone Sovereigns Green Bonds Capped, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, XGEZ.DE returned 1.19%/yr vs 13.95%/yr for XSX6.DE. At a 0.20 correlation, their price movements are largely independent. XGEZ.DE charges 0.18%/yr vs 0.20%/yr for XSX6.DE.
Performance
XGEZ.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGEZ.DE achieves a 0.02% return, which is significantly lower than XSX6.DE's 7.40% return.
XGEZ.DE
- 1D
- 0.09%
- 1M
- -0.02%
- YTD
- 0.02%
- 6M
- -0.16%
- 1Y
- -1.07%
- 3Y*
- 1.19%
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XGEZ.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XGEZ.DE Xtrackers II Eurozone Government Green Bond UCITS ETF | 0.02% | -2.16% | -0.51% | 8.88% | 0.10% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | 7.68% |
Correlation
The correlation between XGEZ.DE and XSX6.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2022 | 0.20 |
Over the past year, XGEZ.DE and XSX6.DE have become more correlated (0.45) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
XGEZ.DE vs. XSX6.DE — Risk / Return Rank
XGEZ.DE
XSX6.DE
XGEZ.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.24 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.73 | -2.06 |
| Martin ratioReturn relative to average drawdown | -0.72 | 6.55 | -7.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XGEZ.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 1.26 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.43 |
Drawdowns
XGEZ.DE vs. XSX6.DE - Drawdown Comparison
The maximum XGEZ.DE drawdown since its inception was -13.63%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XGEZ.DE and XSX6.DE.
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Drawdown Indicators
| XGEZ.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.63% | -36.05% | +22.42% |
Max Drawdown (1Y)Largest decline over 1 year | -4.70% | -9.46% | +4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -7.89% | -16.37% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -5.48% | -1.56% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -5.27% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.50% | -0.30% |
Volatility
XGEZ.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) is 2.47%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XGEZ.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 4.26% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 5.12% | 10.73% | -5.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.41% | 12.95% | -6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.92% | 14.44% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.92% | 15.61% | -5.69% |
XGEZ.DE vs. XSX6.DE - Expense Ratio Comparison
XGEZ.DE has a 0.18% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, 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. XSX6.DE - Dividend Comparison
XGEZ.DE's dividend yield for the trailing twelve months is around 2.10%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XGEZ.DE Xtrackers II Eurozone Government Green Bond UCITS ETF | 2.10% | 1.99% | 2.07% | 1.27% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XGEZ.DE and XSX6.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XGEZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGEZ.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for XSX6.DE.
XGEZ.DE is categorized as European Government Bonds, while XSX6.DE is Europe Equities. XGEZ.DE tracks iBoxx® EUR Eurozone Sovereigns Green Bonds Capped, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.18% for XGEZ.DE and 0.20% for XSX6.DE.
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