DJAD.DE vs. XT01.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while XT01.DE tracks the FTSE US Treasury Short Duration Index. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.32%/yr vs 4.31%/yr for XT01.DE. At a 0.29 correlation, their price movements are largely independent. Both charge a 0.06% expense ratio.
Performance
DJAD.DE vs. XT01.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 0.70% return, which is significantly lower than XT01.DE's 2.61% return.
DJAD.DE
- 1D
- 0.26%
- 1M
- 1.26%
- YTD
- 0.70%
- 6M
- -0.72%
- 1Y
- 2.28%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
XT01.DE
- 1D
- -0.08%
- 1M
- 0.98%
- YTD
- 2.61%
- 6M
- 2.04%
- 1Y
- 2.13%
- 3Y*
- 1.88%
- 5Y*
- 4.31%
- 10Y*
- —
DJAD.DE vs. XT01.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | -7.37% |
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 2.61% | -7.30% | 11.24% | 1.44% | 7.11% | 8.43% | -3.76% |
Correlation
The correlation between DJAD.DE and XT01.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.29 |
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Return for Risk
DJAD.DE vs. XT01.DE — Risk / Return Rank
DJAD.DE
XT01.DE
DJAD.DE vs. XT01.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.
| DJAD.DE | XT01.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.06 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.63 | -0.27 |
| Martin ratioReturn relative to average drawdown | 0.78 | 1.33 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJAD.DE | XT01.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.35 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.57 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.44 | -0.50 |
Drawdowns
DJAD.DE vs. XT01.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, 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 DJAD.DE and XT01.DE.
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Drawdown Indicators
| DJAD.DE | XT01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -11.68% | -32.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -3.40% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -11.68% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -11.68% | -24.86% |
Current DrawdownCurrent decline from peak | -40.73% | -7.19% | -33.54% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -4.90% | -20.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.60% | +1.33% |
Volatility
DJAD.DE vs. XT01.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.36% compared to Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) at 1.25%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier 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
| DJAD.DE | XT01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 1.25% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 4.02% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 6.04% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 7.44% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 7.26% | +7.31% |
DJAD.DE vs. XT01.DE - Expense Ratio Comparison
Both DJAD.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
DJAD.DE vs. XT01.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, while XT01.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% |
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% |
Frequently Asked Questions
DJAD.DE and XT01.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE and XT01.DE have the same expense ratio: 0.06% per year.
DJAD.DE tracks Bloomberg US Long Treasury Index, while XT01.DE tracks FTSE US Treasury Short Duration Index. They also come from different issuers: Amundi and Xtrackers.
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