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

Performance

XGIU.DE vs. XGII.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 Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.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, XGIU.DE achieves a 3.08% return, which is significantly higher than XGII.DE's 1.07% return. Over the past 10 years, XGIU.DE has outperformed XGII.DE with an annualized return of 0.92%, while XGII.DE has yielded a comparatively lower 0.11% annualized return.


XGIU.DE

1D
0.60%
1M
1.34%
YTD
3.08%
6M
1.96%
1Y
2.86%
3Y*
0.86%
5Y*
-1.23%
10Y*
0.92%

XGII.DE

1D
0.04%
1M
0.14%
YTD
1.07%
6M
0.77%
1Y
2.52%
3Y*
1.03%
5Y*
-2.63%
10Y*
0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XGIU.DE
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
3.08%-3.84%2.94%1.46%-17.06%11.60%2.48%9.91%0.64%-4.41%
XGII.DE
Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged
1.07%2.36%-2.05%1.74%-19.09%4.43%8.19%4.79%-2.39%1.11%

Correlation

The correlation between XGIU.DE and XGII.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2013

0.64

The correlation between XGIU.DE and XGII.DE shifts across timeframes, from 0.47 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGIU.DE vs. XGII.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: 1717
Overall Rank
XGIU.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XGIU.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XGIU.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XGIU.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XGIU.DE Martin Ratio Rank: 1919
Martin Ratio Rank

XGII.DE
XGII.DE Risk / Return Rank: 1919
Overall Rank
XGII.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XGII.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XGII.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XGII.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
XGII.DE Martin Ratio Rank: 2020
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. XGII.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 Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.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.DEXGII.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.07

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.95

0.90

+0.05

Martin ratioReturn relative to average drawdown

2.10

2.25

-0.14

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

The current XGIU.DE Sharpe Ratio is 0.40, which is lower than the XGII.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XGIU.DE and XGII.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


XGIU.DEXGII.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.58

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.34

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.02

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.13

+0.17

Drawdowns

XGIU.DE vs. XGII.DE - Drawdown Comparison

The maximum XGIU.DE drawdown since its inception was -22.30%, smaller than the maximum XGII.DE drawdown of -24.58%. Use the drawdown chart below to compare losses from any high point for XGIU.DE and XGII.DE.


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Drawdown Indicators


XGIU.DEXGII.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-24.58%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.62%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

-5.83%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-24.58%

+2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-22.30%

-24.58%

+2.28%

Current Drawdown

Current decline from peak

-16.89%

-18.13%

+1.24%

Average Drawdown

Average peak-to-trough decline

-7.91%

-7.88%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.05%

+0.18%

Volatility

XGIU.DE vs. XGII.DE - Volatility Comparison

Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) has a higher volatility of 2.31% compared to Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.DE) at 1.21%. This indicates that XGIU.DE's price experiences larger fluctuations and is considered to be riskier than XGII.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.DEXGII.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

1.21%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.29%

2.77%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.42%

4.05%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

7.64%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.91%

7.12%

+0.79%

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

Both XGIU.DE and XGII.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%.


Dividends

XGIU.DE vs. XGII.DE - Dividend Comparison

XGIU.DE has not paid dividends to shareholders, while XGII.DE's dividend yield for the trailing twelve months is around 1.00%.


PositionTTM20252024202320222021202020192018201720162015
XGII.DE
Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged
1.00%0.94%1.02%0.68%0.97%0.45%1.44%0.91%0.63%0.00%3.87%0.86%
XGIU.DE
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGIU.DE and XGII.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGIU.DE and XGII.DE have the same expense ratio: 0.20% per year.

XGIU.DE tracks Bloomberg Gbl Infl Linked TR USD, while XGII.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged).

Portfolio Optimizer

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