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XGLE.DE vs. DBXP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLE.DE vs. DBXP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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, XGLE.DE achieves a 0.07% return, which is significantly higher than DBXP.DE's 0.04% return. Over the past 10 years, XGLE.DE has underperformed DBXP.DE with an annualized return of -0.35%, while DBXP.DE has yielded a comparatively higher 0.22% annualized return.


XGLE.DE

1D
0.04%
1M
0.56%
YTD
0.07%
6M
0.02%
1Y
-0.07%
3Y*
2.36%
5Y*
-2.30%
10Y*
-0.35%

DBXP.DE

1D
0.04%
1M
0.20%
YTD
0.04%
6M
0.12%
1Y
0.80%
3Y*
2.61%
5Y*
0.67%
10Y*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.DE vs. DBXP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLE.DE
Xtrackers II Eurozone Government Bond UCITS ETF
0.07%0.67%1.55%6.76%-18.18%-3.62%4.64%6.63%0.92%-0.10%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.04%2.21%2.99%3.41%-4.59%-0.85%-0.18%0.17%-0.37%-0.45%

Correlation

The correlation between XGLE.DE and DBXP.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.77

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

0.81

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

0.68

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2007

0.63

The correlation between XGLE.DE and DBXP.DE shifts across timeframes, from 0.63 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGLE.DE vs. DBXP.DE — Risk / Return Rank

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

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

DBXP.DE
DBXP.DE Risk / Return Rank: 1919
Overall Rank
DBXP.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 2121
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 1919
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.

XGLE.DE vs. DBXP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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.


XGLE.DEDBXP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.00

1.13

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.02

0.64

-0.66

Martin ratioReturn relative to average drawdown

-0.05

2.08

-2.12

XGLE.DE vs. DBXP.DE - Sharpe Ratio Comparison

The current XGLE.DE Sharpe Ratio is -0.02, which is lower than the DBXP.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XGLE.DE and DBXP.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


XGLE.DEDBXP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.65

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.40

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.12

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.56

-0.09

Drawdowns

XGLE.DE vs. DBXP.DE - Drawdown Comparison

The maximum XGLE.DE drawdown since its inception was -22.59%, which is greater than DBXP.DE's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for XGLE.DE and DBXP.DE.


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Drawdown Indicators


XGLE.DEDBXP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-6.77%

-15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-1.24%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-1.24%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

-5.67%

-16.04%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-6.77%

-15.82%

Current Drawdown

Current decline from peak

-14.18%

-0.55%

-13.63%

Average Drawdown

Average peak-to-trough decline

-5.22%

-1.00%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.39%

+0.99%

Volatility

XGLE.DE vs. DBXP.DE - Volatility Comparison

Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) has a higher volatility of 1.78% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) at 0.46%. This indicates that XGLE.DE's price experiences larger fluctuations and is considered to be riskier than DBXP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLE.DEDBXP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

0.46%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

1.11%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

1.22%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

1.65%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

1.80%

+3.81%

XGLE.DE vs. DBXP.DE - Expense Ratio Comparison

XGLE.DE has a 0.09% expense ratio, which is lower than DBXP.DE's 0.15% 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

XGLE.DE vs. DBXP.DE - Dividend Comparison

Neither XGLE.DE nor DBXP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGLE.DE and DBXP.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGLE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLE.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for DBXP.DE.

XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone, while DBXP.DE tracks iBoxx® EUR Eurozone 1-3. Their fees differ too: 0.09% for XGLE.DE and 0.15% for DBXP.DE.

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