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XGLE.L vs. CE71.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLE.L vs. CE71.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (CE71.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGLE.L is traded in EUR, while CE71.L is traded in GBp. To make them comparable, the CE71.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

Over the past 10 years, XGLE.L has underperformed CE71.L with an annualized return of -0.38%, while CE71.L has yielded a comparatively higher 0.05% annualized return.


XGLE.L

1D
-0.44%
1M
0.30%
YTD
-0.00%
6M
-0.24%
1Y
-0.20%
3Y*
2.18%
5Y*
-2.30%
10Y*
-0.38%

CE71.L

1D
-0.32%
1M
0.28%
YTD
-0.35%
6M
-0.38%
1Y
0.14%
3Y*
2.66%
5Y*
-0.71%
10Y*
0.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.L vs. CE71.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.00%0.57%1.68%6.80%-18.23%-3.63%4.76%6.62%0.78%-0.04%
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
-0.35%2.17%2.20%6.11%-11.99%-1.73%1.30%3.74%-0.44%0.54%

Correlation

The correlation between XGLE.L and CE71.L is 0.68, 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

0.68

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

0.73

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

0.73

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2014

0.49

The correlation between XGLE.L and CE71.L shifts across timeframes, from 0.49 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGLE.L vs. CE71.L — Risk / Return Rank

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

XGLE.L
XGLE.L Risk / Return Rank: 88
Overall Rank
XGLE.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 77
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 77
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 88
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 88
Martin Ratio Rank

CE71.L
CE71.L Risk / Return Rank: 1717
Overall Rank
CE71.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CE71.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
CE71.L Omega Ratio Rank: 1717
Omega Ratio Rank
CE71.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
CE71.L Martin Ratio Rank: 1717
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.L vs. CE71.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (CE71.L). 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.LCE71.LDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.00

1.01

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.06

0.05

-0.10

Martin ratioReturn relative to average drawdown

-0.15

0.13

-0.28

XGLE.L vs. CE71.L - Sharpe Ratio Comparison

The current XGLE.L Sharpe Ratio is -0.05, which is lower than the CE71.L Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of XGLE.L and CE71.L, 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.LCE71.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.04

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.14

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.01

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.21

+0.20

Drawdowns

XGLE.L vs. CE71.L - Drawdown Comparison

The maximum XGLE.L drawdown since its inception was -22.56%, which is greater than CE71.L's maximum drawdown of -15.09%. Use the drawdown chart below to compare losses from any high point for XGLE.L and CE71.L.


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Drawdown Indicators


XGLE.LCE71.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-15.09%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.08%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-3.08%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-14.53%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

-15.09%

-7.47%

Current Drawdown

Current decline from peak

-14.25%

-5.12%

-9.13%

Average Drawdown

Average peak-to-trough decline

-6.51%

-5.72%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.09%

+0.28%

Volatility

XGLE.L vs. CE71.L - Volatility Comparison

Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) has a higher volatility of 1.72% compared to iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (CE71.L) at 1.38%. This indicates that XGLE.L's price experiences larger fluctuations and is considered to be riskier than CE71.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLE.LCE71.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.38%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

3.04%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

3.65%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

5.38%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

5.61%

-0.27%

XGLE.L vs. CE71.L - Expense Ratio Comparison

Both XGLE.L and CE71.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XGLE.L vs. CE71.L - Dividend Comparison

Neither XGLE.L nor CE71.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGLE.L and CE71.L have a correlation of 0.68, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGLE.L and CE71.L have the same expense ratio: 0.15% per year.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: DWS and iShares.

Portfolio Optimizer

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