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XXSC.L vs. DBZB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XXSC.L vs. DBZB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XXSC.L is traded in GBp, while DBZB.DE is traded in EUR. To make them comparable, the DBZB.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XXSC.L achieves a 5.26% return, which is significantly higher than DBZB.DE's -1.54% return. Over the past 10 years, XXSC.L has outperformed DBZB.DE with an annualized return of 8.53%, while DBZB.DE has yielded a comparatively lower -0.03% annualized return.


XXSC.L

1D
-0.30%
1M
0.21%
YTD
5.26%
6M
8.24%
1Y
13.79%
3Y*
11.49%
5Y*
3.91%
10Y*
8.53%

DBZB.DE

1D
0.23%
1M
-0.13%
YTD
-1.54%
6M
-1.54%
1Y
2.79%
3Y*
0.89%
5Y*
-2.41%
10Y*
-0.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXSC.L vs. DBZB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C
5.26%22.28%0.76%10.44%-17.50%15.39%10.55%24.37%-14.57%23.35%
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
-1.54%6.55%-4.75%1.49%-10.46%-10.02%10.04%-0.89%1.05%4.15%

Correlation

The correlation between XXSC.L and DBZB.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.25

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

0.15

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

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2009

0.13

Over the past year, XXSC.L and DBZB.DE have become more correlated (0.34) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

XXSC.L vs. DBZB.DE — Risk / Return Rank

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

XXSC.L
XXSC.L Risk / Return Rank: 3232
Overall Rank
XXSC.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XXSC.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XXSC.L Omega Ratio Rank: 3434
Omega Ratio Rank
XXSC.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
XXSC.L Martin Ratio Rank: 3333
Martin Ratio Rank

DBZB.DE
DBZB.DE Risk / Return Rank: 99
Overall Rank
DBZB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DBZB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DBZB.DE Omega Ratio Rank: 88
Omega Ratio Rank
DBZB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DBZB.DE Martin Ratio Rank: 99
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.

XXSC.L vs. DBZB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.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.


XXSC.LDBZB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.20

1.09

+0.12

Calmar ratioReturn relative to maximum drawdown

1.27

0.56

+0.72

Martin ratioReturn relative to average drawdown

4.55

1.32

+3.23

XXSC.L vs. DBZB.DE - Sharpe Ratio Comparison

The current XXSC.L Sharpe Ratio is 1.10, which is higher than the DBZB.DE Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of XXSC.L and DBZB.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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Sharpe Ratios by Period


XXSC.LDBZB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.47

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.33

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

-0.00

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.10

+0.01

Drawdowns

XXSC.L vs. DBZB.DE - Drawdown Comparison

The maximum XXSC.L drawdown since its inception was -74.17%, which is greater than DBZB.DE's maximum drawdown of -25.37%. Use the drawdown chart below to compare losses from any high point for XXSC.L and DBZB.DE.


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Drawdown Indicators


XXSC.LDBZB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.17%

-25.37%

-48.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-4.67%

-6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.10%

-5.93%

-13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-18.83%

-11.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.75%

-25.37%

-10.38%

Current Drawdown

Current decline from peak

-2.53%

-20.43%

+17.90%

Average Drawdown

Average peak-to-trough decline

-20.68%

-9.72%

-10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.97%

+1.05%

Volatility

XXSC.L vs. DBZB.DE - Volatility Comparison

Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) has a higher volatility of 3.51% compared to Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) at 1.66%. This indicates that XXSC.L's price experiences larger fluctuations and is considered to be riskier than DBZB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XXSC.LDBZB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

1.66%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

3.84%

+6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

5.48%

+7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.52%

7.21%

+13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

8.54%

+9.79%

XXSC.L vs. DBZB.DE - Expense Ratio Comparison

XXSC.L has a 0.30% expense ratio, which is higher than DBZB.DE's 0.25% expense ratio.


Dividends

XXSC.L vs. DBZB.DE - Dividend Comparison

Neither XXSC.L nor DBZB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XXSC.L and DBZB.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DBZB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for XXSC.L.

XXSC.L is categorized as Europe Equities, while DBZB.DE is Global Bonds. XXSC.L tracks MSCI Europe Small Cap NR EUR, while DBZB.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged). They also come from different issuers: DWS and Xtrackers. Their fees differ too: 0.30% for XXSC.L and 0.25% for DBZB.DE.

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