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XQUE.DE vs. GASF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQUE.DE vs. GASF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) and Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.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, XQUE.DE achieves a -0.71% return, which is significantly lower than GASF.DE's 7.80% return.


XQUE.DE

1D
0.12%
1M
-0.95%
6M
-0.36%
YTD
-0.71%
1Y
3.96%
3Y*
2.34%
5Y*
-2.72%
10Y*

GASF.DE

1D
0.00%
1M
1.11%
6M
5.78%
YTD
7.80%
1Y
8.64%
3Y*
5.05%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XQUE.DE vs. GASF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
-0.71%8.45%-2.21%4.90%-19.86%-2.86%5.15%1.84%
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
7.80%-6.82%10.85%-2.28%0.91%16.54%-0.76%-8.22%

Correlation

The correlation between XQUE.DE and GASF.DE is -0.22, 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

-0.22

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

-0.26

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

-0.23

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

-0.20

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Return for Risk

XQUE.DE vs. GASF.DE — Risk / Return Rank

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

XQUE.DE
XQUE.DE Risk / Return Rank: 2626
Overall Rank
XQUE.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XQUE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XQUE.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XQUE.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XQUE.DE Martin Ratio Rank: 2727
Martin Ratio Rank

GASF.DE
GASF.DE Risk / Return Rank: 6666
Overall Rank
GASF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GASF.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
GASF.DE Omega Ratio Rank: 6868
Omega Ratio Rank
GASF.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
GASF.DE Martin Ratio Rank: 5959
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.

XQUE.DE vs. GASF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) and Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.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.


XQUE.DEGASF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratioReturn relative to maximum drawdown

0.96

2.53

-1.58

Martin ratioReturn relative to average drawdown

2.74

7.67

-4.93

XQUE.DE vs. GASF.DE - Sharpe Ratio Comparison

The current XQUE.DE Sharpe Ratio is 0.75, which is lower than the GASF.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of XQUE.DE and GASF.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

XQUE.DE vs. GASF.DE - Drawdown Comparison

The maximum XQUE.DE drawdown since its inception was -28.45%, which is greater than GASF.DE's maximum drawdown of -13.75%. Use the drawdown chart below to compare losses from any high point for XQUE.DE and GASF.DE.


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Drawdown Indicators


XQUE.DEGASF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.45%

-13.75%

-14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-3.40%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-8.80%

-11.00%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

-13.75%

-14.31%

Current Drawdown

Current decline from peak

-14.01%

-1.66%

-12.35%

Average Drawdown

Average peak-to-trough decline

-10.73%

-6.05%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.12%

+0.32%

Volatility

XQUE.DE vs. GASF.DE - Volatility Comparison

Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) has a higher volatility of 1.45% compared to Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) at 1.25%. This indicates that XQUE.DE's price experiences larger fluctuations and is considered to be riskier than GASF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XQUE.DEGASF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.25%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

3.44%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

5.31%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

6.68%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.93%

7.71%

+1.22%

XQUE.DE vs. GASF.DE - Expense Ratio Comparison

XQUE.DE has a 0.50% expense ratio, which is higher than GASF.DE's 0.24% expense ratio.


Dividends

XQUE.DE vs. GASF.DE - Dividend Comparison

XQUE.DE's dividend yield for the trailing twelve months is around 4.48%, more than GASF.DE's 1.99% yield.


PositionTTM20252024202320222021202020192018
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
1.99%2.36%2.35%2.63%2.73%2.40%1.99%0.00%0.00%
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
4.48%4.55%4.62%4.12%7.39%3.89%10.60%4.37%1.26%

Frequently Asked Questions


XQUE.DE and GASF.DE have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GASF.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GASF.DE is cheaper with a 0.24% expense ratio, compared with 0.50% for XQUE.DE.

XQUE.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted (EUR Hedged), while GASF.DE tracks FTSE Goldman Sachs China Government Bond Index. They also come from different issuers: Xtrackers and Goldman Sachs. Their fees differ too: 0.50% for XQUE.DE and 0.24% for GASF.DE.

Portfolio Optimizer

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