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

Performance

XYP1.DE vs. XZEB.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 ESG Eurozone Government Bond UCITS ETF (XZEB.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 lower than XZEB.DE's 0.20% 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%

XZEB.DE

1D
0.07%
1M
0.46%
YTD
0.20%
6M
0.05%
1Y
-0.71%
3Y*
1.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
0.03%2.37%3.44%3.75%-2.51%
XZEB.DE
Xtrackers II ESG Eurozone Government Bond UCITS ETF
0.20%-0.59%0.01%5.77%-7.62%

Correlation

The correlation between XYP1.DE and XZEB.DE is 0.81, 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

0.81

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.83

The correlation between XYP1.DE and XZEB.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

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Return for Risk

XYP1.DE vs. XZEB.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

XZEB.DE
XZEB.DE Risk / Return Rank: 77
Overall Rank
XZEB.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XZEB.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
XZEB.DE Omega Ratio Rank: 66
Omega Ratio Rank
XZEB.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
XZEB.DE Martin Ratio Rank: 77
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. XZEB.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 ESG Eurozone Government Bond UCITS ETF (XZEB.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.DEXZEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.11

0.97

+0.14

Calmar ratioReturn relative to maximum drawdown

0.55

-0.24

+0.79

Martin ratioReturn relative to average drawdown

1.75

-0.53

+2.28

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

The current XYP1.DE Sharpe Ratio is 0.56, which is higher than the XZEB.DE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of XYP1.DE and XZEB.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.DEXZEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

-0.17

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.11

+0.57

Drawdowns

XYP1.DE vs. XZEB.DE - Drawdown Comparison

The maximum XYP1.DE drawdown since its inception was -5.77%, smaller than the maximum XZEB.DE drawdown of -13.98%. Use the drawdown chart below to compare losses from any high point for XYP1.DE and XZEB.DE.


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Drawdown Indicators


XYP1.DEXZEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-13.98%

+8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-2.97%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-1.39%

-4.45%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-5.53%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

Current Drawdown

Current decline from peak

-0.61%

-7.28%

+6.67%

Average Drawdown

Average peak-to-trough decline

-0.93%

-8.40%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.33%

-0.89%

Volatility

XYP1.DE vs. XZEB.DE - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) is 0.49%, while Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.DE) has a volatility of 1.57%. This indicates that XYP1.DE experiences smaller price fluctuations and is considered to be less risky than XZEB.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.DEXZEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

1.57%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

3.45%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.38%

4.14%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.75%

6.32%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

6.32%

-4.31%

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

Both XYP1.DE and XZEB.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. XZEB.DE - Dividend Comparison

Neither XYP1.DE nor XZEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XYP1.DE and XZEB.DE have a correlation of 0.81, 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 XZEB.DE have the same expense ratio: 0.15% per year.

XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3, while XZEB.DE tracks FTSE ESG Select EMU Government Bond.

Portfolio Optimizer

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