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XSX6.DE vs. CGB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSX6.DE vs. CGB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.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, XSX6.DE achieves a 10.66% return, which is significantly higher than CGB.DE's 8.27% return. Over the past 10 years, XSX6.DE has outperformed CGB.DE with an annualized return of 9.60%, while CGB.DE has yielded a comparatively lower 2.49% annualized return.


XSX6.DE

1D
0.00%
1M
1.16%
6M
6.68%
YTD
10.66%
1Y
21.96%
3Y*
15.13%
5Y*
10.20%
10Y*
9.60%

CGB.DE

1D
0.10%
1M
1.67%
6M
6.51%
YTD
8.27%
1Y
10.90%
3Y*
4.88%
5Y*
3.11%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSX6.DE vs. CGB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
10.66%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
8.27%-6.58%9.93%-2.82%-0.10%15.85%-0.38%4.86%4.94%-7.90%

Correlation

The correlation between XSX6.DE and CGB.DE is -0.10, 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

-0.10

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

-0.13

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

-0.13

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2015

0.06

The correlation between XSX6.DE and CGB.DE shifts across timeframes, from -0.13 (3 years) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XSX6.DE vs. CGB.DE — Risk / Return Rank

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

XSX6.DE
XSX6.DE Risk / Return Rank: 6363
Overall Rank
XSX6.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6363
Martin Ratio Rank

CGB.DE
CGB.DE Risk / Return Rank: 7777
Overall Rank
CGB.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CGB.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
CGB.DE Omega Ratio Rank: 6969
Omega Ratio Rank
CGB.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
CGB.DE Martin Ratio Rank: 7777
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.

XSX6.DE vs. CGB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.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.


XSX6.DECGB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.32

1.33

-0.01

Calmar ratioReturn relative to maximum drawdown

2.31

3.84

-1.53

Martin ratioReturn relative to average drawdown

8.95

11.37

-2.42

XSX6.DE vs. CGB.DE - Sharpe Ratio Comparison

The current XSX6.DE Sharpe Ratio is 1.67, which is comparable to the CGB.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of XSX6.DE and CGB.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

XSX6.DE vs. CGB.DE - Drawdown Comparison

The maximum XSX6.DE drawdown since its inception was -36.06%, which is greater than CGB.DE's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and CGB.DE.


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Drawdown Indicators


XSX6.DECGB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-20.06%

-16.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-2.83%

-6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-11.08%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-13.94%

-6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-14.64%

-21.42%

Current Drawdown

Current decline from peak

-1.53%

-0.69%

-0.84%

Average Drawdown

Average peak-to-trough decline

-5.23%

-9.25%

+4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

0.95%

+1.50%

Volatility

XSX6.DE vs. CGB.DE - Volatility Comparison

Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a higher volatility of 3.18% compared to Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE) at 1.77%. This indicates that XSX6.DE's price experiences larger fluctuations and is considered to be riskier than CGB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSX6.DECGB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

1.77%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

4.01%

+7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

5.81%

+7.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

6.74%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

11.06%

+4.15%

XSX6.DE vs. CGB.DE - Expense Ratio Comparison

Both XSX6.DE and CGB.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XSX6.DE vs. CGB.DE - Dividend Comparison

XSX6.DE has not paid dividends to shareholders, while CGB.DE's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM2025202420232022202120202019201820172016
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
1.99%2.40%2.37%2.97%4.40%2.17%2.15%2.56%0.72%2.64%0.38%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
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


XSX6.DE and CGB.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XSX6.DE and CGB.DE have the same expense ratio: 0.20% per year.

XSX6.DE is categorized as Europe Equities, while CGB.DE is Emerging Markets Bonds. XSX6.DE tracks STOXX® Europe 600, while CGB.DE tracks FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index.

Portfolio Optimizer

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