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

Performance

XY4P.DE vs. EUNA.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 iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
-0.67%1.69%3.52%8.01%-17.35%-2.95%5.93%9.55%-0.61%-1.11%
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.71%2.79%1.60%4.36%-13.52%-2.37%3.70%5.06%-1.17%-0.54%

Returns By Period

In the year-to-date period, XY4P.DE achieves a -0.67% return, which is significantly higher than EUNA.DE's -0.71% return.


XY4P.DE

1D
-0.01%
1M
-1.63%
YTD
-0.67%
6M
-0.27%
1Y
1.57%
3Y*
3.10%
5Y*
-1.70%
10Y*
0.46%

EUNA.DE

1D
-0.22%
1M
-1.18%
YTD
-0.71%
6M
-0.27%
1Y
1.10%
3Y*
1.86%
5Y*
-1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XY4P.DE has a 0.15% expense ratio, which is higher than EUNA.DE's 0.10% 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%.


Return for Risk

XY4P.DE vs. EUNA.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: 1919
Overall Rank
XY4P.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XY4P.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XY4P.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XY4P.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XY4P.DE Martin Ratio Rank: 1818
Martin Ratio Rank

EUNA.DE
EUNA.DE Risk / Return Rank: 1616
Overall Rank
EUNA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1616
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1414
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. EUNA.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 iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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.DEEUNA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.30

+0.09

Sortino ratio

Return per unit of downside risk

0.56

0.44

+0.11

Omega ratio

Gain probability vs. loss probability

1.07

1.05

+0.02

Calmar ratio

Return relative to maximum drawdown

0.33

0.19

+0.14

Martin ratio

Return relative to average drawdown

1.29

0.49

+0.80

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

The current XY4P.DE Sharpe Ratio is 0.39, which is comparable to the EUNA.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of XY4P.DE and EUNA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XY4P.DEEUNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.30

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.28

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.06

+0.45

Correlation

The correlation between XY4P.DE and EUNA.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XY4P.DE vs. EUNA.DE - Dividend Comparison

Neither XY4P.DE nor EUNA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XY4P.DE vs. EUNA.DE - Drawdown Comparison

The maximum XY4P.DE drawdown since its inception was -20.52%, which is greater than EUNA.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and EUNA.DE.


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Drawdown Indicators


XY4P.DEEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.52%

-17.79%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-2.57%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-17.03%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-20.52%

Current Drawdown

Current decline from peak

-9.77%

-8.89%

-0.88%

Average Drawdown

Average peak-to-trough decline

-5.45%

-6.72%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.97%

+0.03%

Volatility

XY4P.DE vs. EUNA.DE - Volatility Comparison

Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) has a higher volatility of 2.10% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.69%. This indicates that XY4P.DE's price experiences larger fluctuations and is considered to be riskier than EUNA.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.DEEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

1.69%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

2.39%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

3.60%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

4.58%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

4.27%

+2.17%