PortfoliosLab logoPortfoliosLab logo
D5BE.DE vs. 18M1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BE.DE vs. 18M1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) (18M1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, D5BE.DE achieves a 3.59% return, which is significantly higher than 18M1.DE's 1.00% return. Over the past 10 years, D5BE.DE has outperformed 18M1.DE with an annualized return of 1.45%, while 18M1.DE has yielded a comparatively lower 0.52% annualized return.


D5BE.DE

1D
0.08%
1M
1.73%
6M
3.42%
YTD
3.59%
1Y
6.13%
3Y*
2.70%
5Y*
2.64%
10Y*
1.45%

18M1.DE

1D
0.01%
1M
0.21%
6M
0.92%
YTD
1.00%
1Y
1.87%
3Y*
2.79%
5Y*
1.72%
10Y*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BE.DE vs. 18M1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
3.59%-6.60%10.00%0.62%2.33%7.69%-6.19%6.04%6.14%-11.86%
18M1.DE
Amundi Euro Government Bond 0-6 M UCITS ETF (Acc)
1.00%2.05%3.53%2.89%-0.42%-0.78%-0.60%-0.61%-0.68%-0.77%

Correlation

The correlation between D5BE.DE and 18M1.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

-0.02

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

0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2010

0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

D5BE.DE vs. 18M1.DE — Risk / Return Rank

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

D5BE.DE
D5BE.DE Risk / Return Rank: 3636
Overall Rank
D5BE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
D5BE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
D5BE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
D5BE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
D5BE.DE Martin Ratio Rank: 3434
Martin Ratio Rank

18M1.DE
18M1.DE Risk / Return Rank: 9999
Overall Rank
18M1.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
18M1.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
18M1.DE Omega Ratio Rank: 9898
Omega Ratio Rank
18M1.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
18M1.DE Martin Ratio Rank: 9999
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.

D5BE.DE vs. 18M1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) (18M1.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.


D5BE.DE18M1.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.89

Sortino ratioReturn per unit of downside risk

-7.18

Omega ratioGain probability vs. loss probability

1.19

2.28

-1.08

Calmar ratioReturn relative to maximum drawdown

1.74

28.91

-27.17

Martin ratioReturn relative to average drawdown

4.31

103.56

-99.25

D5BE.DE vs. 18M1.DE - Sharpe Ratio Comparison

The current D5BE.DE Sharpe Ratio is 1.11, which is lower than the 18M1.DE Sharpe Ratio of 5.00. The chart below compares the historical Sharpe Ratios of D5BE.DE and 18M1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

D5BE.DE vs. 18M1.DE - Drawdown Comparison

The maximum D5BE.DE drawdown since its inception was -20.28%, which is greater than 18M1.DE's maximum drawdown of -4.83%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and 18M1.DE.


Loading charts...

Drawdown Indicators


D5BE.DE18M1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-4.83%

-15.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-0.06%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-0.13%

-10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-12.50%

-1.02%

-11.48%

Max Drawdown (10Y)

Largest decline over 10 years

-20.28%

-4.31%

-15.97%

Current Drawdown

Current decline from peak

-5.38%

0.00%

-5.38%

Average Drawdown

Average peak-to-trough decline

-5.10%

-1.38%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

0.02%

+1.40%

Volatility

D5BE.DE vs. 18M1.DE - Volatility Comparison

Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) has a higher volatility of 1.45% compared to Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) (18M1.DE) at 0.06%. This indicates that D5BE.DE's price experiences larger fluctuations and is considered to be riskier than 18M1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


D5BE.DE18M1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.06%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

0.28%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

0.37%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

0.39%

+6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.96%

0.48%

+8.48%

D5BE.DE vs. 18M1.DE - Expense Ratio Comparison

D5BE.DE has a 0.06% expense ratio, which is lower than 18M1.DE's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

D5BE.DE vs. 18M1.DE - Dividend Comparison

D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, while 18M1.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
18M1.DE
Amundi Euro Government Bond 0-6 M UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
2.76%2.89%2.24%1.84%1.00%2.74%2.66%1.16%0.93%0.78%

Frequently Asked Questions


D5BE.DE and 18M1.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BE.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BE.DE is cheaper with a 0.06% expense ratio, compared with 0.14% for 18M1.DE.

D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while 18M1.DE tracks FTSE Eurozone Government Bill 0-6 Month Capped Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.06% for D5BE.DE and 0.14% for 18M1.DE.

Portfolio Optimizer

Find the right allocation for D5BE.DE and 18M1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer