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

Performance

XY4P.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 lower than XESC.DE's 7.20% return. Over the past 10 years, XY4P.DE has underperformed XESC.DE with an annualized return of 0.56%, while XESC.DE has yielded a comparatively higher 10.49% annualized 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%

XESC.DE

1D
0.76%
1M
1.88%
YTD
7.20%
6M
8.62%
1Y
15.73%
3Y*
15.59%
5Y*
11.50%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XY4P.DE vs. XESC.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%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
7.20%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%10.25%

Correlation

The correlation between XY4P.DE and XESC.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.24

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

0.17

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

0.15

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

0.22

Over the past year, XY4P.DE and XESC.DE have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

XY4P.DE vs. XESC.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

XESC.DE
XESC.DE Risk / Return Rank: 3030
Overall Rank
XESC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 3333
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. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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.DEXESC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.01

1.18

-0.17

Calmar ratioReturn relative to maximum drawdown

0.07

1.45

-1.38

Martin ratioReturn relative to average drawdown

0.19

4.94

-4.74

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

The current XY4P.DE Sharpe Ratio is 0.06, which is lower than the XESC.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of XY4P.DE and XESC.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.DEXESC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.98

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.65

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.57

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.32

+0.07

Drawdowns

XY4P.DE vs. XESC.DE - Drawdown Comparison

The maximum XY4P.DE drawdown since its inception was -20.52%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and XESC.DE.


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Drawdown Indicators


XY4P.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.52%

-45.38%

+24.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-10.88%

+6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-16.53%

+12.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-23.33%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-20.52%

-38.51%

+17.99%

Current Drawdown

Current decline from peak

-9.19%

-0.53%

-8.66%

Average Drawdown

Average peak-to-trough decline

-5.49%

-8.39%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

3.19%

-1.76%

Volatility

XY4P.DE vs. XESC.DE - Volatility Comparison

The current volatility for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) is 1.77%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 4.90%. This indicates that XY4P.DE experiences smaller price fluctuations and is considered to be less risky than XESC.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.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

4.90%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

13.02%

-9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

16.01%

-11.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

17.54%

-11.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

18.27%

-11.78%

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

XY4P.DE has a 0.15% expense ratio, which is higher than XESC.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. XESC.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.19%
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


XY4P.DE and XESC.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XY4P.DE is categorized as European Government Bonds, while XESC.DE is Europe Equities. XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.15% for XY4P.DE and 0.09% for XESC.DE.

Portfolio Optimizer

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