XZE5.DE vs. IG35.DE
XZE5.DE (Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds - XZE5.DE tracks the Bloomberg Euro Corp TR EUR while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. A 0.76 correlation means they provide meaningful diversification when combined. XZE5.DE charges 0.16%/yr vs 0.12%/yr for IG35.DE.
Performance
XZE5.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZE5.DE achieves a 0.85% return, which is significantly lower than IG35.DE's 1.76% return.
XZE5.DE
- 1D
- 0.00%
- 1M
- 0.38%
- YTD
- 0.85%
- 6M
- 0.88%
- 1Y
- 1.96%
- 3Y*
- 4.07%
- 5Y*
- 1.16%
- 10Y*
- —
IG35.DE
- 1D
- 0.00%
- 1M
- 0.89%
- YTD
- 1.76%
- 6M
- 2.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XZE5.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XZE5.DE Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C | 0.85% | 0.00% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 1.76% | 0.06% |
Correlation
The correlation between XZE5.DE and IG35.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 8, 2025 | 0.76 |
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Return for Risk
XZE5.DE vs. IG35.DE — Risk / Return Rank
XZE5.DE
IG35.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XZE5.DE vs. IG35.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) and iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.
| XZE5.DE | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | — | — |
| Martin ratioReturn relative to average drawdown | 4.23 | — | — |
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Drawdowns
XZE5.DE vs. IG35.DE - Drawdown Comparison
The maximum XZE5.DE drawdown since its inception was -8.73%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for XZE5.DE and IG35.DE.
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Drawdown Indicators
| XZE5.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -4.08% | -4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -1.66% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -1.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -8.73% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.23% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -1.14% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | — | — |
Volatility
XZE5.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| XZE5.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 5.41% | -3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 5.41% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.38% | 5.41% | -3.03% |
XZE5.DE vs. IG35.DE - Expense Ratio Comparison
XZE5.DE has a 0.16% expense ratio, which is higher than IG35.DE's 0.12% 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
XZE5.DE vs. IG35.DE - Dividend Comparison
Neither XZE5.DE nor IG35.DE has paid dividends to shareholders.
Frequently Asked Questions
XZE5.DE and IG35.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IG35.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IG35.DE is cheaper with a 0.12% expense ratio, compared with 0.16% for XZE5.DE.
XZE5.DE tracks Bloomberg Euro Corp TR EUR, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.16% for XZE5.DE and 0.12% for IG35.DE.
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