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

Performance

XGLE.DE vs. IBCM.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 iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.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 lower than IBCM.DE's 0.27% return. Over the past 10 years, XGLE.DE has underperformed IBCM.DE with an annualized return of -0.35%, while IBCM.DE has yielded a comparatively higher -0.17% 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%

IBCM.DE

1D
0.06%
1M
0.50%
YTD
0.27%
6M
-0.09%
1Y
0.13%
3Y*
2.61%
5Y*
-2.34%
10Y*
-0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.DE vs. IBCM.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%
IBCM.DE
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.27%1.53%0.84%8.74%-19.91%-3.09%4.08%6.64%1.32%0.88%

Correlation

The correlation between XGLE.DE and IBCM.DE is 0.93, 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

0.93

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

0.96

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

0.97

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2007

0.81

The correlation between XGLE.DE and IBCM.DE shifts across timeframes, from 0.81 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGLE.DE vs. IBCM.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

IBCM.DE
IBCM.DE Risk / Return Rank: 99
Overall Rank
IBCM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IBCM.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IBCM.DE Omega Ratio Rank: 99
Omega Ratio Rank
IBCM.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IBCM.DE Martin Ratio Rank: 99
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. IBCM.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 iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.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.DEIBCM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.00

1.01

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.02

0.03

-0.05

Martin ratioReturn relative to average drawdown

-0.05

0.08

-0.13

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

The current XGLE.DE Sharpe Ratio is -0.02, which is lower than the IBCM.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of XGLE.DE and IBCM.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.DEIBCM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.03

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.31

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

-0.03

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.59

-0.12

Drawdowns

XGLE.DE vs. IBCM.DE - Drawdown Comparison

The maximum XGLE.DE drawdown since its inception was -22.59%, roughly equal to the maximum IBCM.DE drawdown of -23.25%. Use the drawdown chart below to compare losses from any high point for XGLE.DE and IBCM.DE.


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Drawdown Indicators


XGLE.DEIBCM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-23.25%

+0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-4.08%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-4.53%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

-22.90%

+1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-23.25%

+0.66%

Current Drawdown

Current decline from peak

-14.18%

-13.71%

-0.47%

Average Drawdown

Average peak-to-trough decline

-5.22%

-5.23%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.53%

-0.15%

Volatility

XGLE.DE vs. IBCM.DE - Volatility Comparison

The current volatility for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) is 1.78%, while iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a volatility of 1.94%. This indicates that XGLE.DE experiences smaller price fluctuations and is considered to be less risky than IBCM.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.DEIBCM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.94%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

4.20%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

5.00%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

7.39%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

6.03%

-0.42%

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

XGLE.DE has a 0.09% expense ratio, which is lower than IBCM.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. IBCM.DE - Dividend Comparison

XGLE.DE has not paid dividends to shareholders, while IBCM.DE's dividend yield for the trailing twelve months is around 2.92%.


PositionTTM20252024202320222021202020192018201720162015
IBCM.DE
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
2.92%2.82%2.73%1.97%0.13%0.00%0.09%0.63%0.75%0.76%0.80%1.09%
XGLE.DE
Xtrackers II Eurozone Government Bond UCITS ETF
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


With a correlation of 0.93, XGLE.DE and IBCM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 IBCM.DE.

XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone, while IBCM.DE tracks Bloomberg Euro Government Bond 10. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XGLE.DE and 0.15% for IBCM.DE.

Portfolio Optimizer

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