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XGIU.DE vs. IS3V.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGIU.DE vs. IS3V.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) and iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE). The values are adjusted to include any dividend payments, if applicable.

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XGIU.DE vs. IS3V.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGIU.DE
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
2.32%-3.84%2.94%1.46%-17.06%11.60%-1.46%
IS3V.DE
iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc
0.96%2.39%-2.15%1.88%-19.26%4.95%4.83%

Returns By Period

In the year-to-date period, XGIU.DE achieves a 2.32% return, which is significantly higher than IS3V.DE's 0.96% return.


XGIU.DE

1D
0.66%
1M
-0.29%
YTD
2.32%
6M
2.31%
1Y
-1.17%
3Y*
-0.17%
5Y*
-1.31%
10Y*
0.96%

IS3V.DE

1D
0.37%
1M
-0.88%
YTD
0.96%
6M
1.21%
1Y
1.92%
3Y*
-0.28%
5Y*
-2.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGIU.DE vs. IS3V.DE - Expense Ratio Comparison

Both XGIU.DE and IS3V.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XGIU.DE vs. IS3V.DE — Risk / Return Rank

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

XGIU.DE
XGIU.DE Risk / Return Rank: 88
Overall Rank
XGIU.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XGIU.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
XGIU.DE Omega Ratio Rank: 77
Omega Ratio Rank
XGIU.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XGIU.DE Martin Ratio Rank: 99
Martin Ratio Rank

IS3V.DE
IS3V.DE Risk / Return Rank: 1717
Overall Rank
IS3V.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IS3V.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
IS3V.DE Omega Ratio Rank: 1717
Omega Ratio Rank
IS3V.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IS3V.DE Martin Ratio Rank: 1616
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.

XGIU.DE vs. IS3V.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) and iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.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.


XGIU.DEIS3V.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.16

0.34

-0.51

Sortino ratio

Return per unit of downside risk

-0.17

0.50

-0.66

Omega ratio

Gain probability vs. loss probability

0.98

1.07

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.11

0.34

-0.45

Martin ratio

Return relative to average drawdown

-0.22

0.95

-1.17

XGIU.DE vs. IS3V.DE - Sharpe Ratio Comparison

The current XGIU.DE Sharpe Ratio is -0.16, which is lower than the IS3V.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of XGIU.DE and IS3V.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGIU.DEIS3V.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.34

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.29

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-0.20

+0.49

Correlation

The correlation between XGIU.DE and IS3V.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XGIU.DE vs. IS3V.DE - Dividend Comparison

Neither XGIU.DE nor IS3V.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGIU.DE vs. IS3V.DE - Drawdown Comparison

The maximum XGIU.DE drawdown since its inception was -22.30%, smaller than the maximum IS3V.DE drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for XGIU.DE and IS3V.DE.


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Drawdown Indicators


XGIU.DEIS3V.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-24.54%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-3.39%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-24.54%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-22.30%

Current Drawdown

Current decline from peak

-17.51%

-18.23%

+0.72%

Average Drawdown

Average peak-to-trough decline

-7.78%

-13.33%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.22%

+1.52%

Volatility

XGIU.DE vs. IS3V.DE - Volatility Comparison

The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) is 1.96%, while iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) has a volatility of 2.23%. This indicates that XGIU.DE experiences smaller price fluctuations and is considered to be less risky than IS3V.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGIU.DEIS3V.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

2.23%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

5.02%

3.59%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

7.22%

5.60%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

7.78%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

7.42%

+0.47%