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Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D (XUT3.L) Sharpe Ratio: 3.00

XUT3.L's Sharpe Ratio of 3.00 indicates that for each unit of volatility, it generates 3.00 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 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.

XUT3.L Sharpe Ratio Rank

XUT3.L Sharpe Ratio Rank: 97.497
Exceptional

XUT3.L ranks above 97.4% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

XUT3.L Sharpe Ratio Market Positioning

The chart shows XUT3.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%): 0.47 or lower
  • Yellow zone (middle 50%): 0.47 to 1.38
  • Green zone (top 25%): 1.38 or higher
  • Top 1%: 5.68+
  • Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D's Sharpe Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how XUT3.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 Apr 1, 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)12.57
IB01.LiShares USD Treasury Bond 0-1yr UCITS ETF (Acc)11.39
VDST.LVanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating8.36
IBTU.LiShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)6.90
XUT3.LXtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D3.00
IBTA.LiShares USD Treasury Bond 1-3yr UCITS ETF (Acc)2.65
USFR.LWisdomTree USD Floating Rate Treasury Bond UCITS ETF USD2.36
MUNI.LInvesco US Municipal Bond UCITS ETF Dist1.53
TRS5.LSPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF1.27
TRSX.LSPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF1.26

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XUT3.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 XUT3.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore XUT3.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

XUT3.L Sortino Ratio