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D5BE.DE vs. XT01.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BE.DE vs. XT01.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 Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, D5BE.DE achieves a 3.73% return, which is significantly lower than XT01.DE's 4.62% return.


D5BE.DE

1D
0.07%
1M
1.53%
6M
2.29%
YTD
3.73%
1Y
4.63%
3Y*
3.59%
5Y*
2.60%
10Y*
1.33%

XT01.DE

1D
0.00%
1M
1.56%
6M
3.04%
YTD
4.62%
1Y
5.20%
3Y*
3.95%
5Y*
4.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BE.DE vs. XT01.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
3.73%-6.60%10.00%0.62%2.33%7.69%-3.74%
XT01.DE
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
4.62%-7.30%11.24%1.44%7.11%8.43%-3.74%

Correlation

The correlation between D5BE.DE and XT01.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.95

The correlation between D5BE.DE and XT01.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

D5BE.DE vs. XT01.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: 3030
Overall Rank
D5BE.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
D5BE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
D5BE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
D5BE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
D5BE.DE Martin Ratio Rank: 3030
Martin Ratio Rank

XT01.DE
XT01.DE Risk / Return Rank: 3232
Overall Rank
XT01.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XT01.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XT01.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XT01.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
XT01.DE Martin Ratio Rank: 3232
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. XT01.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 Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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.DEXT01.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.31

1.54

-0.23

Martin ratioReturn relative to average drawdown

3.26

3.67

-0.41

D5BE.DE vs. XT01.DE - Sharpe Ratio Comparison

The current D5BE.DE Sharpe Ratio is 0.86, which is comparable to the XT01.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of D5BE.DE and XT01.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.


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Drawdowns

D5BE.DE vs. XT01.DE - Drawdown Comparison

The maximum D5BE.DE drawdown since its inception was -20.28%, which is greater than XT01.DE's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and XT01.DE.


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Drawdown Indicators


D5BE.DEXT01.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-11.68%

-8.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-3.40%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-11.68%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-12.50%

-11.68%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-20.28%

Current Drawdown

Current decline from peak

-5.26%

-5.37%

+0.11%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.91%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.43%

-0.02%

Volatility

D5BE.DE vs. XT01.DE - Volatility Comparison

The current volatility for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) is 1.07%, while Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) has a volatility of 1.26%. This indicates that D5BE.DE experiences smaller price fluctuations and is considered to be less risky than XT01.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BE.DEXT01.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.26%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

4.20%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

5.92%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

7.44%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

7.27%

+1.67%

D5BE.DE vs. XT01.DE - Expense Ratio Comparison

Both D5BE.DE and XT01.DE have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

D5BE.DE vs. XT01.DE - Dividend Comparison

D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, while XT01.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
XT01.DE
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, D5BE.DE and XT01.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

D5BE.DE and XT01.DE have the same expense ratio: 0.06% per year.

D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while XT01.DE tracks FTSE US Treasury Short Duration Index.

Portfolio Optimizer

Find the right allocation for D5BE.DE and XT01.DE

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

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