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XYPL.DE vs. EFRN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYPL.DE vs. EFRN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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, XYPL.DE achieves a 0.59% return, which is significantly lower than EFRN.DE's 0.87% return.


XYPL.DE

1D
0.11%
1M
0.81%
YTD
0.59%
6M
0.39%
1Y
2.23%
3Y*
5.49%
5Y*
10Y*

EFRN.DE

1D
0.05%
1M
0.18%
YTD
0.87%
6M
1.22%
1Y
2.55%
3Y*
3.61%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYPL.DE vs. EFRN.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XYPL.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
0.59%3.49%5.30%9.38%-0.01%
EFRN.DE
iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)
0.87%2.94%4.31%3.97%0.53%

Correlation

The correlation between XYPL.DE and EFRN.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

0.03

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Return for Risk

XYPL.DE vs. EFRN.DE — Risk / Return Rank

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

XYPL.DE
XYPL.DE Risk / Return Rank: 2020
Overall Rank
XYPL.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XYPL.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
XYPL.DE Omega Ratio Rank: 2020
Omega Ratio Rank
XYPL.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XYPL.DE Martin Ratio Rank: 2121
Martin Ratio Rank

EFRN.DE
EFRN.DE Risk / Return Rank: 9090
Overall Rank
EFRN.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EFRN.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
EFRN.DE Omega Ratio Rank: 8888
Omega Ratio Rank
EFRN.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EFRN.DE Martin Ratio Rank: 9595
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.

XYPL.DE vs. EFRN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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.


XYPL.DEEFRN.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

1.12

1.55

-0.42

Calmar ratioReturn relative to maximum drawdown

0.72

8.25

-7.53

Martin ratioReturn relative to average drawdown

2.50

32.61

-30.12

XYPL.DE vs. EFRN.DE - Sharpe Ratio Comparison

The current XYPL.DE Sharpe Ratio is 0.63, which is lower than the EFRN.DE Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of XYPL.DE and EFRN.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


XYPL.DEEFRN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.58

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

1.12

-0.11

Drawdowns

XYPL.DE vs. EFRN.DE - Drawdown Comparison

The maximum XYPL.DE drawdown since its inception was -9.99%, which is greater than EFRN.DE's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for XYPL.DE and EFRN.DE.


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Drawdown Indicators


XYPL.DEEFRN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.99%

-5.68%

-4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-0.31%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-3.09%

-0.48%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-1.13%

Current Drawdown

Current decline from peak

-0.88%

-0.01%

-0.87%

Average Drawdown

Average peak-to-trough decline

-1.98%

-0.33%

-1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.08%

+0.81%

Volatility

XYPL.DE vs. EFRN.DE - Volatility Comparison

Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) has a higher volatility of 1.39% compared to iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) at 0.34%. This indicates that XYPL.DE's price experiences larger fluctuations and is considered to be riskier than EFRN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYPL.DEEFRN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.34%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

0.80%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

0.98%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

0.99%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

1.35%

+3.28%

XYPL.DE vs. EFRN.DE - Expense Ratio Comparison

XYPL.DE has a 0.25% expense ratio, which is higher than EFRN.DE's 0.10% 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

XYPL.DE vs. EFRN.DE - Dividend Comparison

XYPL.DE has not paid dividends to shareholders, while EFRN.DE's dividend yield for the trailing twelve months is around 2.50%.


PositionTTM202520242023202220212020
EFRN.DE
iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)
2.50%2.88%4.22%2.93%0.00%0.00%0.00%
XYPL.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XYPL.DE and EFRN.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EFRN.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EFRN.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XYPL.DE.

XYPL.DE tracks iBoxx® EUR Corporates Yield Plus, while EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XYPL.DE and 0.10% for EFRN.DE.

Portfolio Optimizer

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