XY4P.DE vs. JE13.DE
XY4P.DE (Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF) and JE13.DE (JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)) are both European Government Bonds funds - XY4P.DE tracks the iBoxx® EUR Sovereigns Eurozone Yield Plus while JE13.DE tracks the JP Morgan EMU Government Bond 1-3. Both are passively managed. Over the past 5 years, XY4P.DE returned -1.34%/yr vs 0.62%/yr for JE13.DE. Their correlation of 0.80 suggests significant overlap in exposure. XY4P.DE charges 0.15%/yr vs 0.10%/yr for JE13.DE.
Performance
XY4P.DE vs. JE13.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XY4P.DE achieves a -0.03% return, which is significantly lower than JE13.DE's 0.06% 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%
JE13.DE
- 1D
- 0.05%
- 1M
- 0.04%
- YTD
- 0.06%
- 6M
- 0.18%
- 1Y
- 0.97%
- 3Y*
- 2.63%
- 5Y*
- 0.62%
- 10Y*
- —
XY4P.DE vs. JE13.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -0.62% |
JE13.DE JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) | 0.06% | 2.30% | 2.97% | 3.44% | -4.96% | -0.81% | -0.05% | 0.23% | -0.07% |
Correlation
The correlation between XY4P.DE and JE13.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.80 |
The correlation between XY4P.DE and JE13.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XY4P.DE vs. JE13.DE — Risk / Return Rank
XY4P.DE
JE13.DE
XY4P.DE vs. JE13.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 JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.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.DE | JE13.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.12 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.62 | -0.56 |
| Martin ratioReturn relative to average drawdown | 0.19 | 2.01 | -1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XY4P.DE | JE13.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.61 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.36 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.23 | +0.17 |
Drawdowns
XY4P.DE vs. JE13.DE - Drawdown Comparison
The maximum XY4P.DE drawdown since its inception was -20.52%, which is greater than JE13.DE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and JE13.DE.
Loading charts...
Drawdown Indicators
| XY4P.DE | JE13.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -6.90% | -13.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -1.28% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -4.07% | -1.28% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -6.01% | -14.10% |
Max Drawdown (10Y)Largest decline over 10 years | -20.52% | — | — |
Current DrawdownCurrent decline from peak | -9.19% | -0.54% | -8.65% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -1.76% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.40% | +1.03% |
Volatility
XY4P.DE vs. JE13.DE - Volatility Comparison
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) has a higher volatility of 1.77% compared to JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) at 0.46%. This indicates that XY4P.DE's price experiences larger fluctuations and is considered to be riskier than JE13.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XY4P.DE | JE13.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 0.46% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.88% | 1.21% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 1.32% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 1.71% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 1.52% | +4.97% |
XY4P.DE vs. JE13.DE - Expense Ratio Comparison
XY4P.DE has a 0.15% expense ratio, which is higher than JE13.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%.
Dividends
XY4P.DE vs. JE13.DE - Dividend Comparison
Neither XY4P.DE nor JE13.DE has paid dividends to shareholders.
Frequently Asked Questions
XY4P.DE and JE13.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JE13.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JE13.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for XY4P.DE.
XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while JE13.DE tracks JP Morgan EMU Government Bond 1-3. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.15% for XY4P.DE and 0.10% for JE13.DE.
Find the right allocation for XY4P.DE and JE13.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer