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XGVD.DE vs. XBAG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGVD.DE vs. XBAG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) and Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.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, XGVD.DE achieves a -1.14% return, which is significantly lower than XBAG.DE's 1.20% return. Over the past 10 years, XGVD.DE has underperformed XBAG.DE with an annualized return of -1.18%, while XBAG.DE has yielded a comparatively higher -0.37% annualized return.


XGVD.DE

1D
0.12%
1M
-0.76%
6M
-1.06%
YTD
-1.14%
1Y
0.01%
3Y*
0.64%
5Y*
-2.82%
10Y*
-1.18%

XBAG.DE

1D
-0.09%
1M
0.06%
6M
0.26%
YTD
1.20%
1Y
2.04%
3Y*
1.36%
5Y*
-1.66%
10Y*
-0.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGVD.DE vs. XBAG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
-1.14%1.49%-0.44%3.58%-15.11%-3.15%4.33%4.52%-0.57%-0.09%
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
1.20%-3.91%3.40%1.86%-11.54%2.90%-0.49%9.26%3.05%-6.07%

Correlation

The correlation between XGVD.DE and XBAG.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.56

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

0.60

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

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2014

0.50

The correlation between XGVD.DE and XBAG.DE shifts across timeframes, from 0.42 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGVD.DE vs. XBAG.DE — Risk / Return Rank

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

XGVD.DE
XGVD.DE Risk / Return Rank: 1010
Overall Rank
XGVD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XGVD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XGVD.DE Omega Ratio Rank: 99
Omega Ratio Rank
XGVD.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XGVD.DE Martin Ratio Rank: 1010
Martin Ratio Rank

XBAG.DE
XBAG.DE Risk / Return Rank: 2020
Overall Rank
XBAG.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XBAG.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XBAG.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XBAG.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
XBAG.DE Martin Ratio Rank: 2020
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.

XGVD.DE vs. XBAG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) and Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XGVD.DEXBAG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.00

1.10

-0.09

Calmar ratioReturn relative to maximum drawdown

0.00

0.84

-0.84

Martin ratioReturn relative to average drawdown

0.00

1.73

-1.72

XGVD.DE vs. XBAG.DE - Sharpe Ratio Comparison

The current XGVD.DE Sharpe Ratio is 0.00, which is lower than the XBAG.DE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of XGVD.DE and XBAG.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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Drawdowns

XGVD.DE vs. XBAG.DE - Drawdown Comparison

The maximum XGVD.DE drawdown since its inception was -21.37%, smaller than the maximum XBAG.DE drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for XGVD.DE and XBAG.DE.


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Drawdown Indicators


XGVD.DEXBAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-27.90%

+6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-2.42%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-4.33%

-7.50%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-15.82%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-16.65%

-4.72%

Current Drawdown

Current decline from peak

-16.13%

-11.61%

-4.52%

Average Drawdown

Average peak-to-trough decline

-6.53%

-10.63%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

1.18%

+0.32%

Volatility

XGVD.DE vs. XBAG.DE - Volatility Comparison

Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) has a higher volatility of 1.05% compared to Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) at 0.96%. This indicates that XGVD.DE's price experiences larger fluctuations and is considered to be riskier than XBAG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGVD.DEXBAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.96%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.67%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

3.82%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.99%

6.07%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.30%

5.82%

-1.52%

XGVD.DE vs. XBAG.DE - Expense Ratio Comparison

XGVD.DE has a 0.25% expense ratio, which is higher than XBAG.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XGVD.DE vs. XBAG.DE - Dividend Comparison

XGVD.DE's dividend yield for the trailing twelve months is around 2.74%, less than XBAG.DE's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
2.98%2.94%3.16%2.22%2.78%0.82%1.47%1.76%1.36%1.11%2.04%0.00%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
2.74%2.55%2.71%1.79%2.86%1.60%1.01%0.89%0.65%0.00%0.93%0.70%

Frequently Asked Questions


XGVD.DE and XBAG.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBAG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBAG.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XGVD.DE.

XGVD.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged), while XBAG.DE tracks Bloomberg Global Aggregate TR USD. Their fees differ too: 0.25% for XGVD.DE and 0.10% for XBAG.DE.

Portfolio Optimizer

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