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XGSI.L vs. XBCU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGSI.L vs. XBCU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XGSI.L achieves a -0.36% return, which is significantly lower than XBCU.L's 23.15% return.


XGSI.L

1D
0.08%
1M
0.28%
YTD
-0.36%
6M
-0.28%
1Y
2.05%
3Y*
2.69%
5Y*
-0.67%
10Y*

XBCU.L

1D
-0.49%
1M
0.54%
YTD
23.15%
6M
26.23%
1Y
45.54%
3Y*
19.51%
5Y*
15.55%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSI.L vs. XBCU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
-0.36%3.99%1.24%5.84%-13.31%-2.49%5.86%7.44%2.26%0.95%
XBCU.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
23.15%26.09%8.64%-9.97%20.96%39.63%-1.34%7.54%-11.30%8.57%

Correlation

The correlation between XGSI.L and XBCU.L is -0.17, 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

-0.17

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

-0.05

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2017

-0.07

The correlation between XGSI.L and XBCU.L shifts across timeframes, from -0.17 (1 year) to -0.04 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGSI.L vs. XBCU.L — Risk / Return Rank

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

XGSI.L
XGSI.L Risk / Return Rank: 1717
Overall Rank
XGSI.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 1616
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 1818
Martin Ratio Rank

XBCU.L
XBCU.L Risk / Return Rank: 7777
Overall Rank
XBCU.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XBCU.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
XBCU.L Omega Ratio Rank: 7878
Omega Ratio Rank
XBCU.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XBCU.L Martin Ratio Rank: 7373
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.

XGSI.L vs. XBCU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.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.


XGSI.LXBCU.LDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.09

1.45

-0.36

Calmar ratioReturn relative to maximum drawdown

0.65

4.85

-4.21

Martin ratioReturn relative to average drawdown

1.81

13.65

-11.84

XGSI.L vs. XBCU.L - Sharpe Ratio Comparison

The current XGSI.L Sharpe Ratio is 0.46, which is lower than the XBCU.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of XGSI.L and XBCU.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


XGSI.LXBCU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

2.54

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.83

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.27

-0.04

Drawdowns

XGSI.L vs. XBCU.L - Drawdown Comparison

The maximum XGSI.L drawdown since its inception was -17.29%, smaller than the maximum XBCU.L drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for XGSI.L and XBCU.L.


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Drawdown Indicators


XGSI.LXBCU.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-62.92%

+45.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-9.34%

+6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.29%

-12.95%

+8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-27.83%

+11.44%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-6.48%

-2.70%

-3.78%

Average Drawdown

Average peak-to-trough decline

-5.68%

-29.73%

+24.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

3.33%

-2.20%

Volatility

XGSI.L vs. XBCU.L - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) is 1.47%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) has a volatility of 4.24%. This indicates that XGSI.L experiences smaller price fluctuations and is considered to be less risky than XBCU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSI.LXBCU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

4.24%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

15.16%

-12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

17.83%

-13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

18.65%

-13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

16.52%

-11.75%

XGSI.L vs. XBCU.L - Expense Ratio Comparison

XGSI.L has a 0.25% expense ratio, which is lower than XBCU.L's 0.29% expense ratio.


Dividends

XGSI.L vs. XBCU.L - Dividend Comparison

Neither XGSI.L nor XBCU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGSI.L and XBCU.L have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGSI.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGSI.L is cheaper with a 0.25% expense ratio, compared with 0.29% for XBCU.L.

XGSI.L is categorized as Global Bonds, while XBCU.L is Commodities. XGSI.L tracks Bloomberg Global Aggregate TR Hdg USD, while XBCU.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Their fees differ too: 0.25% for XGSI.L and 0.29% for XBCU.L.

Portfolio Optimizer

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