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CBE3.L vs. XUT3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBE3.L vs. XUT3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) and Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBE3.L is traded in EUR, while XUT3.L is traded in USD. To make them comparable, the XUT3.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBE3.L achieves a 0.13% return, which is significantly lower than XUT3.L's 1.69% return. Over the past 10 years, CBE3.L has underperformed XUT3.L with an annualized return of 0.36%, while XUT3.L has yielded a comparatively higher 1.51% annualized return.


CBE3.L

1D
0.04%
1M
0.24%
YTD
0.13%
6M
0.25%
1Y
0.94%
3Y*
2.70%
5Y*
0.81%
10Y*
0.36%

XUT3.L

1D
-0.04%
1M
0.79%
YTD
1.69%
6M
1.20%
1Y
1.72%
3Y*
1.40%
5Y*
2.81%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBE3.L vs. XUT3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBE3.L
iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc)
0.13%2.27%3.11%3.46%-4.26%-0.83%-0.15%0.18%-0.33%0.06%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
1.69%-7.40%11.01%0.98%2.38%6.82%-5.54%5.90%6.20%-12.05%

Correlation

The correlation between CBE3.L and XUT3.L is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.10

The correlation between CBE3.L and XUT3.L shifts across timeframes, from -0.18 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CBE3.L vs. XUT3.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBE3.L
CBE3.L Risk / Return Rank: 2323
Overall Rank
CBE3.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CBE3.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
CBE3.L Omega Ratio Rank: 2424
Omega Ratio Rank
CBE3.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
CBE3.L Martin Ratio Rank: 2323
Martin Ratio Rank

XUT3.L
XUT3.L Risk / Return Rank: 9191
Overall Rank
XUT3.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9494
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBE3.L vs. XUT3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) and Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L). 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.


CBE3.LXUT3.LDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.16

1.05

+0.11

Calmar ratioReturn relative to maximum drawdown

0.85

0.44

+0.42

Martin ratioReturn relative to average drawdown

2.81

1.07

+1.74

CBE3.L vs. XUT3.L - Sharpe Ratio Comparison

The current CBE3.L Sharpe Ratio is 0.79, which is higher than the XUT3.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of CBE3.L and XUT3.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CBE3.LXUT3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.29

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.38

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.21

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.38

+0.05

Drawdowns

CBE3.L vs. XUT3.L - Drawdown Comparison

The maximum CBE3.L drawdown since its inception was -6.12%, smaller than the maximum XUT3.L drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for CBE3.L and XUT3.L.


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Drawdown Indicators


CBE3.LXUT3.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.12%

-16.94%

+10.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.10%

-3.91%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-1.10%

-10.83%

+9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-5.19%

-12.63%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-6.12%

-16.94%

+10.82%

Current Drawdown

Current decline from peak

-0.42%

-6.73%

+6.31%

Average Drawdown

Average peak-to-trough decline

-1.06%

-6.71%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

1.60%

-1.26%

Volatility

CBE3.L vs. XUT3.L - Volatility Comparison

The current volatility for iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) is 0.41%, while Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) has a volatility of 1.07%. This indicates that CBE3.L experiences smaller price fluctuations and is considered to be less risky than XUT3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBE3.LXUT3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

1.07%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.08%

4.15%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.19%

5.91%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

7.40%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

7.28%

-6.00%

CBE3.L vs. XUT3.L - Expense Ratio Comparison

CBE3.L has a 0.20% expense ratio, which is higher than XUT3.L's 0.06% 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

CBE3.L vs. XUT3.L - Dividend Comparison

CBE3.L has not paid dividends to shareholders, while XUT3.L's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM202520242023202220212020201920182017
CBE3.L
iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.84%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%

Frequently Asked Questions


CBE3.L and XUT3.L have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUT3.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUT3.L is cheaper with a 0.06% expense ratio, compared with 0.20% for CBE3.L.

CBE3.L is categorized as Short-Term Bond, while XUT3.L is Government Bonds. CBE3.L tracks Bloomberg Euro Government Bond 1-3 Year Index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for CBE3.L and 0.06% for XUT3.L.

Portfolio Optimizer

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