PortfoliosLab logoPortfoliosLab logo
XY4P.DE vs. SECD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XY4P.DE vs. SECD.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 Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XY4P.DE achieves a -0.03% return, which is significantly lower than SECD.DE's 0.13% return.


XY4P.DE

1D
0.06%
1M
0.56%
YTD
-0.03%
6M
-0.02%
1Y
0.27%
3Y*
3.35%
5Y*
-1.34%
10Y*
0.56%

SECD.DE

1D
0.11%
1M
0.64%
YTD
0.13%
6M
0.10%
1Y
-0.03%
3Y*
2.34%
5Y*
-2.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
-0.03%1.69%3.52%8.01%-17.35%-2.95%1.80%
SECD.DE
iShares Euro Government Bond Climate UCITS ETF EUR Dist
0.13%0.63%1.57%6.94%-18.16%-3.30%1.19%

Correlation

The correlation between XY4P.DE and SECD.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2020

0.97

The correlation between XY4P.DE and SECD.DE has been stable across timeframes, ranging from 0.97 to 0.97 - 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. SECD.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

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

XY4P.DE vs. SECD.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 Euro Government Bond Climate UCITS ETF EUR Dist (SECD.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.DESECD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.01

1.00

+0.01

Calmar ratioReturn relative to maximum drawdown

0.07

-0.01

+0.08

Martin ratioReturn relative to average drawdown

0.19

-0.02

+0.21

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

The current XY4P.DE Sharpe Ratio is 0.06, which is higher than the SECD.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of XY4P.DE and SECD.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.


Loading charts...

Sharpe Ratios by Period


XY4P.DESECD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

-0.01

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.34

+0.14

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

-0.38

+0.77

Drawdowns

XY4P.DE vs. SECD.DE - Drawdown Comparison

The maximum XY4P.DE drawdown since its inception was -20.52%, smaller than the maximum SECD.DE drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and SECD.DE.


Loading charts...

Drawdown Indicators


XY4P.DESECD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.52%

-22.04%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-3.41%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-3.96%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-21.21%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-20.52%

Current Drawdown

Current decline from peak

-9.19%

-13.67%

+4.48%

Average Drawdown

Average peak-to-trough decline

-5.49%

-12.64%

+7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.33%

+0.10%

Volatility

XY4P.DE vs. SECD.DE - Volatility Comparison

Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) and iShares Euro Government Bond Climate UCITS ETF EUR Dist (SECD.DE) have volatilities of 1.77% and 1.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XY4P.DESECD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.78%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

3.63%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

4.34%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

6.28%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

6.02%

+0.47%

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

XY4P.DE has a 0.15% expense ratio, which is higher than SECD.DE's 0.09% 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. SECD.DE - Dividend Comparison

XY4P.DE has not paid dividends to shareholders, while SECD.DE's dividend yield for the trailing twelve months is around 2.71%.


PositionTTM202520242023
SECD.DE
iShares Euro Government Bond Climate UCITS ETF EUR Dist
2.71%2.59%2.30%1.17%
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, XY4P.DE and SECD.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.

On fees, SECD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SECD.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for XY4P.DE.

XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while SECD.DE tracks FTSE Advanced Climate Risk-Adjusted European Monetary Union Government Bond. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XY4P.DE and 0.09% for SECD.DE.

Portfolio Optimizer

Find the right allocation for XY4P.DE and SECD.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