XZBU.DE vs. XSX6.DE
XZBU.DE (Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XZBU.DE is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, XZBU.DE returned 0.68%/yr vs 9.70%/yr for XSX6.DE. At a 0.04 correlation, their price movements are largely independent. XZBU.DE charges 0.16%/yr vs 0.20%/yr for XSX6.DE.
Performance
XZBU.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZBU.DE achieves a 1.33% return, which is significantly lower than XSX6.DE's 7.40% return.
XZBU.DE
- 1D
- 0.15%
- 1M
- 1.09%
- YTD
- 1.33%
- 6M
- 0.54%
- 1Y
- 3.92%
- 3Y*
- 2.09%
- 5Y*
- 0.68%
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XZBU.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XZBU.DE Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C | 1.33% | -3.98% | 6.63% | 5.34% | -13.42% | 6.21% | -1.19% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | 9.15% |
Correlation
The correlation between XZBU.DE and XSX6.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.04 |
The correlation between XZBU.DE and XSX6.DE shifts across timeframes, from 0.04 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XZBU.DE vs. XSX6.DE — Risk / Return Rank
XZBU.DE
XSX6.DE
XZBU.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| XZBU.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.24 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.73 | -0.82 |
| Martin ratioReturn relative to average drawdown | 2.28 | 6.55 | -4.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZBU.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.26 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.66 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.59 | -0.61 |
Drawdowns
XZBU.DE vs. XSX6.DE - Drawdown Comparison
The maximum XZBU.DE drawdown since its inception was -17.79%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XZBU.DE and XSX6.DE.
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Drawdown Indicators
| XZBU.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -36.05% | +18.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.73% | -9.46% | +5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -12.28% | -16.37% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.79% | -20.84% | +3.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -6.99% | -1.56% | -5.43% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -5.27% | -2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.50% | -1.02% |
Volatility
XZBU.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) is 1.25%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XZBU.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZBU.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 4.26% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.28% | 10.73% | -6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.18% | 12.95% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.15% | 14.44% | -5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.95% | 15.61% | -6.66% |
XZBU.DE vs. XSX6.DE - Expense Ratio Comparison
XZBU.DE has a 0.16% expense ratio, which is lower than XSX6.DE's 0.20% 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
XZBU.DE vs. XSX6.DE - Dividend Comparison
Neither XZBU.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XZBU.DE and XSX6.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZBU.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZBU.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for XSX6.DE.
XZBU.DE is categorized as Corporate Bonds, while XSX6.DE is Europe Equities. XZBU.DE tracks Bloomberg US Corp Bond TR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.16% for XZBU.DE and 0.20% for XSX6.DE.
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