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XYLD.DE vs. UEF7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD.DE vs. UEF7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) and UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XYLD.DE having a 1.60% return and UEF7.DE slightly higher at 1.61%.


XYLD.DE

1D
-0.01%
1M
0.83%
YTD
1.60%
6M
1.03%
1Y
1.74%
3Y*
1.98%
5Y*
2.51%
10Y*

UEF7.DE

1D
0.00%
1M
0.83%
YTD
1.61%
6M
1.06%
1Y
2.50%
3Y*
2.52%
5Y*
3.04%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLD.DE vs. UEF7.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
1.60%-5.84%10.46%1.93%-3.25%8.11%0.18%19.31%6.34%
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
1.61%-4.75%10.53%2.47%-0.50%7.33%-4.28%10.28%9.73%

Correlation

The correlation between XYLD.DE and UEF7.DE is 0.96 - 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

0.96

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2018

0.90

The correlation between XYLD.DE and UEF7.DE has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

XYLD.DE vs. UEF7.DE — Risk / Return Rank

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

XYLD.DE
XYLD.DE Risk / Return Rank: 1414
Overall Rank
XYLD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

UEF7.DE
UEF7.DE Risk / Return Rank: 1717
Overall Rank
UEF7.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UEF7.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
UEF7.DE Omega Ratio Rank: 1515
Omega Ratio Rank
UEF7.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
UEF7.DE Martin Ratio Rank: 1818
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.

XYLD.DE vs. UEF7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) and UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.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.


XYLD.DEUEF7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.06

1.08

-0.03

Calmar ratioReturn relative to maximum drawdown

0.52

0.75

-0.23

Martin ratioReturn relative to average drawdown

1.24

1.88

-0.64

XYLD.DE vs. UEF7.DE - Sharpe Ratio Comparison

The current XYLD.DE Sharpe Ratio is 0.32, which is lower than the UEF7.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of XYLD.DE and UEF7.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


XYLD.DEUEF7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.46

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.43

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.42

+0.16

Drawdowns

XYLD.DE vs. UEF7.DE - Drawdown Comparison

The maximum XYLD.DE drawdown since its inception was -16.92%, which is greater than UEF7.DE's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for XYLD.DE and UEF7.DE.


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Drawdown Indicators


XYLD.DEUEF7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.92%

-15.39%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-3.32%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-10.33%

-9.67%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-11.09%

-10.70%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-6.41%

-5.28%

-1.13%

Average Drawdown

Average peak-to-trough decline

-4.13%

-4.76%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.33%

+0.07%

Volatility

XYLD.DE vs. UEF7.DE - Volatility Comparison

Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) has a higher volatility of 0.83% compared to UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) at 0.79%. This indicates that XYLD.DE's price experiences larger fluctuations and is considered to be riskier than UEF7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLD.DEUEF7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.79%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

3.60%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

5.41%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

6.97%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

6.97%

+0.69%

XYLD.DE vs. UEF7.DE - Expense Ratio Comparison

Both XYLD.DE and UEF7.DE have an expense ratio of 0.16%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XYLD.DE vs. UEF7.DE - Dividend Comparison

XYLD.DE's dividend yield for the trailing twelve months is around 3.18%, less than UEF7.DE's 4.65% yield.


PositionTTM20252024202320222021202020192018201720162015
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.65%5.78%4.66%3.27%1.45%1.52%2.84%2.76%2.24%2.19%1.99%0.87%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.18%3.52%2.90%2.74%5.87%3.00%3.60%2.59%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, XYLD.DE and UEF7.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 0.16% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XYLD.DE and UEF7.DE have the same expense ratio: 0.16% per year.

XYLD.DE tracks Bloomberg US Corp Bond TR USD, while UEF7.DE tracks Bloomberg US Liquid Corporates 1-5. They also come from different issuers: Xtrackers and UBS.

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