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XYP1.DE vs. D5BC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYP1.DE vs. D5BC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) and Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.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, XYP1.DE achieves a 0.03% return, which is significantly higher than D5BC.DE's 0.01% return. Over the past 10 years, XYP1.DE has outperformed D5BC.DE with an annualized return of 0.56%, while D5BC.DE has yielded a comparatively lower -0.22% annualized return.


XYP1.DE

1D
0.05%
1M
0.28%
YTD
0.03%
6M
0.09%
1Y
0.77%
3Y*
2.85%
5Y*
0.86%
10Y*
0.56%

D5BC.DE

1D
0.03%
1M
0.22%
YTD
0.01%
6M
0.06%
1Y
0.50%
3Y*
2.03%
5Y*
0.22%
10Y*
-0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYP1.DE vs. D5BC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
0.03%2.37%3.44%3.75%-4.62%-0.71%0.54%1.24%-0.04%-0.30%
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
0.01%1.69%2.24%2.60%-4.78%-0.95%-0.76%-0.89%-0.01%-1.07%

Correlation

The correlation between XYP1.DE and D5BC.DE is 0.86, 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

0.86

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

0.88

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

0.87

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

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2013

0.53

Over the past year, XYP1.DE and D5BC.DE have become more correlated (0.86) than their long-term average of 0.53, meaning their price movements have been converging.

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Return for Risk

XYP1.DE vs. D5BC.DE — Risk / Return Rank

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

XYP1.DE
XYP1.DE Risk / Return Rank: 1818
Overall Rank
XYP1.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 1818
Martin Ratio Rank

D5BC.DE
D5BC.DE Risk / Return Rank: 1616
Overall Rank
D5BC.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
D5BC.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
D5BC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
D5BC.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
D5BC.DE Martin Ratio Rank: 1616
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.

XYP1.DE vs. D5BC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) and Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.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.


XYP1.DED5BC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.11

1.09

+0.02

Calmar ratioReturn relative to maximum drawdown

0.55

0.46

+0.09

Martin ratioReturn relative to average drawdown

1.75

1.39

+0.36

XYP1.DE vs. D5BC.DE - Sharpe Ratio Comparison

The current XYP1.DE Sharpe Ratio is 0.56, which is comparable to the D5BC.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of XYP1.DE and D5BC.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


XYP1.DED5BC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.45

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.14

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

-0.18

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.14

+0.33

Drawdowns

XYP1.DE vs. D5BC.DE - Drawdown Comparison

The maximum XYP1.DE drawdown since its inception was -5.77%, smaller than the maximum D5BC.DE drawdown of -9.22%. Use the drawdown chart below to compare losses from any high point for XYP1.DE and D5BC.DE.


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Drawdown Indicators


XYP1.DED5BC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-9.22%

+3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-1.08%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-1.39%

-1.08%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-5.53%

-6.12%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

-9.22%

+3.45%

Current Drawdown

Current decline from peak

-0.61%

-2.33%

+1.72%

Average Drawdown

Average peak-to-trough decline

-0.93%

-2.32%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.36%

+0.08%

Volatility

XYP1.DE vs. D5BC.DE - Volatility Comparison

Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) has a higher volatility of 0.49% compared to Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) at 0.42%. This indicates that XYP1.DE's price experiences larger fluctuations and is considered to be riskier than D5BC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYP1.DED5BC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.42%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

1.01%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

1.38%

1.11%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.75%

1.57%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

1.21%

+0.80%

XYP1.DE vs. D5BC.DE - Expense Ratio Comparison

Both XYP1.DE and D5BC.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XYP1.DE vs. D5BC.DE - Dividend Comparison

XYP1.DE has not paid dividends to shareholders, while D5BC.DE's dividend yield for the trailing twelve months is around 1.26%.


PositionTTM20252024202320222021202020192018201720162015
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
1.26%1.05%0.35%0.62%1.27%0.76%0.00%0.00%0.47%0.00%0.46%0.54%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 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


XYP1.DE and D5BC.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XYP1.DE and D5BC.DE have the same expense ratio: 0.15% per year.

XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3, while D5BC.DE tracks iBoxx® EUR Germany 1-3.

Portfolio Optimizer

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