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

Performance

IDBT.L vs. XUT3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IDBT.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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Returns By Period

In the year-to-date period, IDBT.L achieves a 0.80% return, which is significantly higher than XUT3.L's 0.68% return. Both investments have delivered pretty close results over the past 10 years, with IDBT.L having a 1.76% annualized return and XUT3.L not far behind at 1.73%.


IDBT.L

1D
0.02%
1M
0.18%
6M
0.91%
YTD
0.80%
1Y
3.28%
3Y*
4.28%
5Y*
1.93%
10Y*
1.76%

XUT3.L

1D
0.09%
1M
0.02%
6M
0.74%
YTD
0.68%
1Y
3.07%
3Y*
4.20%
5Y*
1.91%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
0.80%5.28%4.03%4.16%-3.71%-0.64%3.13%3.67%1.34%0.33%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
0.68%5.06%4.13%4.10%-3.60%-0.62%2.95%3.56%1.44%0.27%

Correlation

The correlation between IDBT.L and XUT3.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.84

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

0.90

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2009

0.77

The correlation between IDBT.L and XUT3.L shifts across timeframes, from 0.77 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IDBT.L
IDBT.L Risk / Return Rank: 9494
Overall Rank
IDBT.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDBT.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IDBT.L Omega Ratio Rank: 9494
Omega Ratio Rank
IDBT.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
IDBT.L Martin Ratio Rank: 9393
Martin Ratio Rank

XUT3.L
XUT3.L Risk / Return Rank: 9494
Overall Rank
XUT3.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9595
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IDBT.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.

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.


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

-0.03

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.55

1.59

-0.04

Calmar ratioReturn relative to maximum drawdown

4.53

4.65

-0.11

Martin ratioReturn relative to average drawdown

17.53

17.93

-0.40

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

The current IDBT.L Sharpe Ratio is 2.74, which is comparable to the XUT3.L Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of IDBT.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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Drawdowns

IDBT.L vs. XUT3.L - Drawdown Comparison

The maximum IDBT.L drawdown since its inception was -5.66%, roughly equal to the maximum XUT3.L drawdown of -5.45%. Use the drawdown chart below to compare losses from any high point for IDBT.L and XUT3.L.


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Drawdown Indicators


IDBT.LXUT3.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.66%

-5.45%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-0.67%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-0.91%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-5.45%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-5.66%

-5.45%

-0.21%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.56%

-0.55%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.17%

+0.02%

Volatility

IDBT.L vs. XUT3.L - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IDBT.L) and Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) have volatilities of 0.36% and 0.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDBT.LXUT3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

0.36%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

0.86%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.20%

1.13%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

1.89%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

1.49%

+0.28%

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

IDBT.L has a 0.07% 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

IDBT.L vs. XUT3.L - Dividend Comparison

IDBT.L's dividend yield for the trailing twelve months is around 3.99%, more than XUT3.L's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.99%4.15%4.25%2.97%0.74%0.63%1.71%2.31%1.57%0.96%0.74%0.51%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.83%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%0.00%0.00%

Frequently Asked Questions


IDBT.L and XUT3.L have a correlation of 0.86, 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 0.07% for IDBT.L.

IDBT.L is categorized as Short-Term Bond, while XUT3.L is Government Bonds. IDBT.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IDBT.L and 0.06% for XUT3.L.

Portfolio Optimizer

Find the right allocation for IDBT.L and XUT3.L

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