PortfoliosLab logoPortfoliosLab logo
XYLD.DE vs. XGBE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD.DE vs. XGBE.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 Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XYLD.DE achieves a 3.79% return, which is significantly higher than XGBE.DE's 0.32% return.


XYLD.DE

1D
0.06%
1M
1.45%
6M
2.37%
YTD
3.79%
1Y
5.19%
3Y*
4.43%
5Y*
2.18%
10Y*

XGBE.DE

1D
-0.07%
1M
-0.50%
6M
0.04%
YTD
0.32%
1Y
1.16%
3Y*
3.78%
5Y*
-1.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.79%-5.52%10.78%2.18%-3.01%5.50%
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
0.32%2.73%3.40%7.52%-16.38%-0.21%

Correlation

The correlation between XYLD.DE and XGBE.DE is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.01

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.06

The correlation between XYLD.DE and XGBE.DE shifts across timeframes, from -0.17 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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

XYLD.DE vs. XGBE.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: 3535
Overall Rank
XYLD.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 3636
Martin Ratio Rank

XGBE.DE
XGBE.DE Risk / Return Rank: 1616
Overall Rank
XGBE.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGBE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XGBE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XGBE.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGBE.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. XGBE.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 Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.63

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.17

1.07

+0.11

Calmar ratioReturn relative to maximum drawdown

1.57

0.44

+1.12

Martin ratioReturn relative to average drawdown

4.23

1.36

+2.88

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

The current XYLD.DE Sharpe Ratio is 0.98, which is higher than the XGBE.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XYLD.DE and XGBE.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...

Drawdowns

XYLD.DE vs. XGBE.DE - Drawdown Comparison

The maximum XYLD.DE drawdown since its inception was -20.02%, roughly equal to the maximum XGBE.DE drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for XYLD.DE and XGBE.DE.


Loading charts...

Drawdown Indicators


XYLD.DEXGBE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-20.20%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-2.62%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-10.26%

-2.62%

-7.64%

Max Drawdown (5Y)

Largest decline over 5 years

-11.03%

-20.20%

+9.17%

Current Drawdown

Current decline from peak

-4.09%

-6.22%

+2.13%

Average Drawdown

Average peak-to-trough decline

-5.77%

-10.28%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

0.85%

+0.37%

Volatility

XYLD.DE vs. XGBE.DE - Volatility Comparison

Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) has a higher volatility of 1.24% compared to Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) at 0.81%. This indicates that XYLD.DE's price experiences larger fluctuations and is considered to be riskier than XGBE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XYLD.DEXGBE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.81%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

2.74%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

3.27%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.97%

5.05%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.07%

5.02%

+5.05%

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

XYLD.DE has a 0.16% expense ratio, which is lower than XGBE.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XYLD.DE vs. XGBE.DE - Dividend Comparison

XYLD.DE's dividend yield for the trailing twelve months is around 3.66%, while XGBE.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.66%3.86%3.19%2.95%6.15%3.64%4.10%

Frequently Asked Questions


XYLD.DE and XGBE.DE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLD.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLD.DE is cheaper with a 0.16% expense ratio, compared with 0.25% for XGBE.DE.

XYLD.DE tracks Bloomberg US Corp Bond TR USD, while XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index. Their fees differ too: 0.16% for XYLD.DE and 0.25% for XGBE.DE.

Portfolio Optimizer

Find the right allocation for XYLD.DE and XGBE.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