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XJSE.DE vs. UEFI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XJSE.DE vs. UEFI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) and UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.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, XJSE.DE achieves a -5.80% return, which is significantly lower than UEFI.DE's 3.01% return. Over the past 10 years, XJSE.DE has underperformed UEFI.DE with an annualized return of -7.08%, while UEFI.DE has yielded a comparatively higher 0.13% annualized return.


XJSE.DE

1D
0.00%
1M
-0.85%
6M
-4.72%
YTD
-5.80%
1Y
-13.84%
3Y*
-11.74%
5Y*
-11.57%
10Y*
-7.08%

UEFI.DE

1D
0.18%
1M
1.38%
6M
1.78%
YTD
3.01%
1Y
4.54%
3Y*
1.91%
5Y*
-0.84%
10Y*
0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJSE.DE vs. UEFI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XJSE.DE
Xtrackers II Japan Government Bond UCITS ETF (Acc)
-5.80%-17.53%-8.95%-9.72%-14.55%-3.16%-4.65%5.55%7.74%-8.68%
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
3.01%-4.76%5.09%-0.05%-9.74%5.04%0.06%11.40%5.58%-10.24%

Correlation

The correlation between XJSE.DE and UEFI.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.40

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

0.51

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

0.48

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2013

0.51

Over the past year, the correlation between XJSE.DE and UEFI.DE has dropped to 0.09 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

XJSE.DE vs. UEFI.DE — Risk / Return Rank

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

XJSE.DE
XJSE.DE Risk / Return Rank: 11
Overall Rank
XJSE.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
XJSE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
XJSE.DE Omega Ratio Rank: 11
Omega Ratio Rank
XJSE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
XJSE.DE Martin Ratio Rank: 22
Martin Ratio Rank

UEFI.DE
UEFI.DE Risk / Return Rank: 3030
Overall Rank
UEFI.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UEFI.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
UEFI.DE Omega Ratio Rank: 2828
Omega Ratio Rank
UEFI.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
UEFI.DE Martin Ratio Rank: 2929
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.

XJSE.DE vs. UEFI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) and UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.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.


XJSE.DEUEFI.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-3.32

Omega ratioGain probability vs. loss probability

0.76

1.16

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.86

1.16

-2.01

Martin ratioReturn relative to average drawdown

-1.35

3.03

-4.38

XJSE.DE vs. UEFI.DE - Sharpe Ratio Comparison

The current XJSE.DE Sharpe Ratio is -1.48, which is lower than the UEFI.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XJSE.DE and UEFI.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

XJSE.DE vs. UEFI.DE - Drawdown Comparison

The maximum XJSE.DE drawdown since its inception was -55.37%, which is greater than UEFI.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XJSE.DE and UEFI.DE.


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Drawdown Indicators


XJSE.DEUEFI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-33.55%

-21.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-3.91%

-12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-32.71%

-10.74%

-21.97%

Max Drawdown (5Y)

Largest decline over 5 years

-47.64%

-15.68%

-31.96%

Max Drawdown (10Y)

Largest decline over 10 years

-54.16%

-22.74%

-31.42%

Current Drawdown

Current decline from peak

-54.83%

-15.35%

-39.48%

Average Drawdown

Average peak-to-trough decline

-20.34%

-14.52%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

1.49%

+8.76%

Volatility

XJSE.DE vs. UEFI.DE - Volatility Comparison

Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) has a higher volatility of 2.80% compared to UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) at 1.10%. This indicates that XJSE.DE's price experiences larger fluctuations and is considered to be riskier than UEFI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XJSE.DEUEFI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.10%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

3.67%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

9.30%

5.25%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.15%

8.87%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.88%

15.11%

-5.23%

XJSE.DE vs. UEFI.DE - Expense Ratio Comparison

XJSE.DE has a 0.15% expense ratio, which is higher than UEFI.DE's 0.05% 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

XJSE.DE vs. UEFI.DE - Dividend Comparison

XJSE.DE has not paid dividends to shareholders, while UEFI.DE's dividend yield for the trailing twelve months is around 3.03%.


PositionTTM20252024202320222021202020192018201720162015
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
3.03%2.22%2.44%2.79%1.42%0.98%2.00%2.11%2.73%1.95%0.85%0.88%
XJSE.DE
Xtrackers II Japan Government Bond UCITS ETF (Acc)
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


XJSE.DE and UEFI.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEFI.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFI.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for XJSE.DE.

XJSE.DE tracks FTSE Japanese Government Bond Index, while UEFI.DE tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.15% for XJSE.DE and 0.05% for UEFI.DE.

Portfolio Optimizer

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