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XGLE.L vs. UC15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLE.L vs. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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 UC15.L is traded in GBp. To make them comparable, the UC15.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 UC15.L with an annualized return of -0.38%, while UC15.L has yielded a comparatively higher 8.90% 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%

UC15.L

1D
0.04%
1M
2.46%
YTD
24.04%
6M
24.24%
1Y
29.91%
3Y*
10.99%
5Y*
12.89%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.L vs. UC15.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%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
24.04%-2.78%11.57%-4.53%23.27%44.96%-7.78%12.01%-6.42%-6.63%

Correlation

The correlation between XGLE.L and UC15.L is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.38

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

-0.23

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

-0.18

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2013

-0.12

Over the past year, the inverse relationship between XGLE.L and UC15.L has strengthened: their correlation has moved from -0.12 to -0.38, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

XGLE.L vs. UC15.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

UC15.L
UC15.L Risk / Return Rank: 7272
Overall Rank
UC15.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 6666
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 7676
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. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.LUC15.LDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.00

1.35

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.06

4.41

-4.46

Martin ratioReturn relative to average drawdown

-0.15

10.27

-10.42

XGLE.L vs. UC15.L - Sharpe Ratio Comparison

The current XGLE.L Sharpe Ratio is -0.05, which is lower than the UC15.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of XGLE.L and UC15.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.LUC15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

1.94

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.85

-1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.60

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.32

+0.09

Drawdowns

XGLE.L vs. UC15.L - Drawdown Comparison

The maximum XGLE.L drawdown since its inception was -22.56%, smaller than the maximum UC15.L drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for XGLE.L and UC15.L.


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Drawdown Indicators


XGLE.LUC15.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-39.67%

+17.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-6.76%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-14.73%

+10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-17.58%

-4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

-30.61%

+8.05%

Current Drawdown

Current decline from peak

-14.25%

-1.99%

-12.26%

Average Drawdown

Average peak-to-trough decline

-6.51%

-14.35%

+7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.90%

-1.53%

Volatility

XGLE.L vs. UC15.L - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) is 1.72%, while UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a volatility of 5.39%. This indicates that XGLE.L experiences smaller price fluctuations and is considered to be less risky than UC15.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.LUC15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

5.39%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

12.43%

-8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

15.38%

-11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

15.18%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

14.81%

-9.47%

XGLE.L vs. UC15.L - Expense Ratio Comparison

XGLE.L has a 0.15% expense ratio, which is lower than UC15.L's 0.34% expense ratio.


Dividends

XGLE.L vs. UC15.L - Dividend Comparison

Neither XGLE.L nor UC15.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGLE.L and UC15.L have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGLE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLE.L is cheaper with a 0.15% expense ratio, compared with 0.34% for UC15.L.

XGLE.L is categorized as European Government Bonds, while UC15.L is Commodities. XGLE.L tracks Bloomberg Euro Agg Govt TR EUR, while UC15.L tracks UBS CMCI. They also come from different issuers: DWS and UBS. Their fees differ too: 0.15% for XGLE.L and 0.34% for UC15.L.

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