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XY4P.DE vs. D5BB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XY4P.DE vs. D5BB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) and Xtrackers II Germany Government Bond UCITS ETF (D5BB.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, XY4P.DE achieves a -0.03% return, which is significantly higher than D5BB.DE's -0.06% return. Over the past 10 years, XY4P.DE has outperformed D5BB.DE with an annualized return of 0.56%, while D5BB.DE has yielded a comparatively lower -1.28% annualized return.


XY4P.DE

1D
0.06%
1M
-0.03%
YTD
-0.03%
6M
0.03%
1Y
0.60%
3Y*
3.35%
5Y*
-1.34%
10Y*
0.56%

D5BB.DE

1D
0.09%
1M
-0.02%
YTD
-0.06%
6M
-0.23%
1Y
-0.99%
3Y*
0.85%
5Y*
-3.03%
10Y*
-1.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XY4P.DE vs. D5BB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
-0.03%1.69%3.52%8.01%-17.35%-2.95%5.93%9.55%-0.61%0.53%
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
-0.06%-1.48%0.17%5.19%-17.79%-2.56%2.70%2.83%2.38%-1.64%

Correlation

The correlation between XY4P.DE and D5BB.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.92

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

0.91

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

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2010

0.48

Over the past year, XY4P.DE and D5BB.DE have become more correlated (0.94) than their long-term average of 0.48, meaning their price movements have been converging.

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Return for Risk

XY4P.DE vs. D5BB.DE — Risk / Return Rank

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

XY4P.DE
XY4P.DE Risk / Return Rank: 1010
Overall Rank
XY4P.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XY4P.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XY4P.DE Omega Ratio Rank: 99
Omega Ratio Rank
XY4P.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XY4P.DE Martin Ratio Rank: 1010
Martin Ratio Rank

D5BB.DE
D5BB.DE Risk / Return Rank: 55
Overall Rank
D5BB.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
D5BB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
D5BB.DE Omega Ratio Rank: 55
Omega Ratio Rank
D5BB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
D5BB.DE Martin Ratio Rank: 44
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.

XY4P.DE vs. D5BB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) and Xtrackers II Germany Government Bond UCITS ETF (D5BB.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.


XY4P.DED5BB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.01

0.94

+0.07

Calmar ratioReturn relative to maximum drawdown

0.07

-0.48

+0.55

Martin ratioReturn relative to average drawdown

0.19

-1.00

+1.19

XY4P.DE vs. D5BB.DE - Sharpe Ratio Comparison

The current XY4P.DE Sharpe Ratio is 0.06, which is higher than the D5BB.DE Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of XY4P.DE and D5BB.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


XY4P.DED5BB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

-0.37

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.49

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

-0.24

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.17

+0.22

Drawdowns

XY4P.DE vs. D5BB.DE - Drawdown Comparison

The maximum XY4P.DE drawdown since its inception was -20.52%, smaller than the maximum D5BB.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and D5BB.DE.


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Drawdown Indicators


XY4P.DED5BB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.52%

-23.86%

+3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-2.88%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-4.96%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-21.18%

+1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-20.52%

-23.86%

+3.34%

Current Drawdown

Current decline from peak

-9.19%

-19.30%

+10.11%

Average Drawdown

Average peak-to-trough decline

-5.49%

-6.98%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.39%

+0.04%

Volatility

XY4P.DE vs. D5BB.DE - Volatility Comparison

Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) has a higher volatility of 1.77% compared to Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) at 1.45%. This indicates that XY4P.DE's price experiences larger fluctuations and is considered to be riskier than D5BB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XY4P.DED5BB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.45%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

2.97%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

3.70%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

6.10%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

5.26%

+1.23%

XY4P.DE vs. D5BB.DE - Expense Ratio Comparison

Both XY4P.DE and D5BB.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XY4P.DE vs. D5BB.DE - Dividend Comparison

XY4P.DE has not paid dividends to shareholders, while D5BB.DE's dividend yield for the trailing twelve months is around 1.70%.


PositionTTM20252024202320222021202020192018201720162015
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
1.70%1.58%1.36%1.13%1.79%1.15%0.00%0.00%0.00%0.56%0.00%0.77%
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
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


With a correlation of 0.94, XY4P.DE and D5BB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XY4P.DE and D5BB.DE have the same expense ratio: 0.15% per year.

XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while D5BB.DE tracks iBoxx® EUR Germany.

Portfolio Optimizer

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