- ISIN
- LU1399300455
- Issuer
- Xtrackers
- Inception Date
- May 12, 2023
- Category
- Government Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- iBoxx USD Treasuries Index (EUR Hedged)
- Domicile
- Luxembourg
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
XUTE.DE Performance Chart
Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.DE) is down 0.8% since the beginning of the year. XUTE.DE is currently trading at €90 per share. Investors who bought €1,000 worth of XUTE.DE shares 5 years ago would now be looking at an investment worth €882.
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Returns By Period
Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.DE) has returned -0.78% so far this year and 1.15% over the past 12 months.
Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist)
- 1D
- -0.07%
- 1M
- 0.37%
- 6M
- -0.57%
- YTD
- -0.78%
- 1Y
- 1.15%
- 3Y*
- 1.17%
- 5Y*
- -2.48%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.43%
- 1M
- 0.48%
- 6M
- 11.83%
- YTD
- 12.30%
- 1Y
- 22.52%
- 3Y*
- 17.03%
- 5Y*
- 12.27%
- 10Y*
- 13.23%
XUTE.DE Monthly Returns History
Based on dividend-adjusted daily data since Nov 30, 2016, XUTE.DE's average daily return is 0.00%, while the average monthly return is -0.05%.
Historically, 45% of months were positive and 55% were negative. The best month was Mar 2020 with a return of +3.9%, while the worst month was Sep 2022 at -3.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, XUTE.DE closed higher 50% of trading days. The best single day was Dec 14, 2023 with a return of +1.7%, while the worst single day was Mar 12, 2020 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.29% | 1.70% | -1.99% | -0.10% | -0.07% | 0.37% | -0.36% | -0.78% | |||||
| 2025 | 0.62% | 1.73% | 0.22% | 0.31% | -1.23% | 0.94% | -0.32% | 0.55% | 1.05% | 0.16% | 0.59% | -0.49% | 4.18% |
| 2024 | -0.29% | -1.29% | 0.45% | -2.45% | 1.16% | 1.16% | 1.60% | 1.63% | 0.89% | -2.61% | 0.55% | -1.85% | -1.19% |
| 2023 | 2.22% | -2.58% | 2.62% | 0.59% | -1.54% | -0.77% | -0.59% | -0.64% | -2.53% | -1.32% | 3.28% | 3.10% | 1.61% |
| 2022 | -1.87% | -0.83% | -2.95% | -3.47% | -0.19% | -0.96% | 1.67% | -2.72% | -3.62% | -2.22% | 1.80% | -0.21% | -14.67% |
| 2021 | -0.88% | -2.87% | -0.76% | 0.48% | 0.19% | 0.86% | 1.26% | -0.19% | -1.36% | -0.07% | 0.77% | -0.79% | -3.37% |
Benchmark Metrics
Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) has an annualized alpha of 0.03%, beta of -0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 30, 2016.
- This ETF participated in 7.13% of S&P 500 Index downside but only 1.19% of its upside - more exposed to losses than it benefited from rallies.
- Beta of -0.03 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.03%
- Beta
- -0.03
- R²
- 0.01
- Upside Capture
- 1.19%
- Downside Capture
- 7.13%
Expense Ratio
XUTE.DE has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
XUTE.DE ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.DE) and compare them to S&P 500 Index.
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.
| XUTE.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.35 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 3.18 | -2.86 |
| Martin ratioReturn relative to average drawdown | 0.86 | 11.76 | -10.90 |
Dividends
Dividend History
Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) provided a 3.39% dividend yield over the last twelve months, with an annual payout of €3.04 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | €3.04 | €3.09 | €3.25 | €2.18 | €2.07 | €3.81 | €2.31 | €1.51 | €0.97 |
Dividend yield | 3.39% | 3.36% | 3.56% | 2.27% | 2.15% | 3.30% | 1.87% | 1.28% | 0.85% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | €0.00 | €0.79 | €0.00 | €0.00 | €0.81 | €0.00 | €0.00 | €1.60 | |||||
| 2025 | €0.00 | €0.93 | €0.00 | €0.00 | €0.72 | €0.00 | €0.00 | €0.67 | €0.00 | €0.00 | €0.77 | €0.00 | €3.09 |
| 2024 | €0.00 | €1.23 | €0.00 | €0.00 | €0.66 | €0.00 | €0.00 | €0.73 | €0.00 | €0.00 | €0.64 | €0.00 | €3.25 |
| 2023 | €0.00 | €0.36 | €0.00 | €0.00 | €0.55 | €0.00 | €0.00 | €0.59 | €0.00 | €0.00 | €0.68 | €0.00 | €2.18 |
| 2022 | €0.00 | €0.50 | €0.00 | €0.00 | €0.00 | €0.46 | €0.00 | €0.52 | €0.00 | €0.00 | €0.59 | €0.00 | €2.07 |
| 2021 | €0.00 | €0.00 | €0.00 | €2.25 | €0.00 | €0.00 | €0.54 | €0.00 | €0.50 | €0.00 | €0.00 | €0.52 | €3.81 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) was 23.77%, occurring on Oct 18, 2023. The portfolio has not yet recovered.
The current Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) drawdown is 16.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -23.77%Oct 2023 | 3y 2mo | — | 5y 11moAug 2020 - now |
Rate-hike selloffLate 2018 | -6.72%Nov 2018 | 1y 2mo | 8mo 27d | 1y 10moSep 2017 - Aug 2019 |
COVID crash2020 | -4.69%Mar 2020 | 9d | 4mo 13d | 4mo 22dMar 2020 - Jul 2020 |
2019 pullback2019 | -3.38%Nov 2019 | 2mo 8d | 3mo 15d | 5mo 23dSep 2019 - Feb 2020 |
2017 pullback2017 | -1.66%Mar 2017 | 11d | 1mo 2d | 1mo 13dFeb 2017 - Apr 2017 |
Drawdown Indicators
| XUTE.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -51.62% | +27.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -7.57% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -23.99% | +18.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -23.99% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -16.71% | -0.43% | -16.28% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -9.08% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 2.04% | -0.70% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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