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Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) Sharpe Ratio: 0.77

ETF · Currency in GBP · Last updated Jun 5, 2026

XT01.L is a passive ETF by Xtrackers tracking the investment results of the FTSE US Treasury Short Duration Index. XT01.L launched on Sep 3, 2020 and has a 0.06% expense ratio.

XT01.L's Sharpe Ratio of 0.77 indicates that for each unit of volatility, it generates 0.77 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XT01.L Sharpe Ratio Rank

XT01.L Sharpe Ratio Rank: 23.023
Below Average

XT01.L ranks above 23.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

XT01.L Sharpe Ratio Market Positioning

The chart shows XT01.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.67+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C's Sharpe Ratio with other ETFs in the Government Bonds, Ultrashort Bond category across multiple time periods, showing how XT01.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PR1T.LAmundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)12.95
IB01.LiShares USD Treasury Bond 0-1yr UCITS ETF (Acc)11.94
VDST.LVanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating9.31
U03A.LiShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc)8.85
IBTU.LiShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)8.12
JGSA.LJPM GBP Ultra-Short Income Active ETF GBP Acc7.14
JGST.LJPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)6.55
JPSA.LJPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc6.47
ERNS.LiShares £ Ultrashort Bond UCITS ETF GBP (Dist)5.30
BB3M.LJPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD4.80
XT01.LXtrackers US Treasuries Ultrashort Bond UCITS ETF 1C0.77

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XT01.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XT01.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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