IS05.DE vs. XT01.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) are both Government Bonds funds - IS05.DE tracks the Markit iBoxx EUR Eurozone 20yr Target Duration Index while XT01.DE tracks the FTSE US Treasury Short Duration Index. Both are passively managed. Over the past 5 years, IS05.DE returned -10.86%/yr vs 4.09%/yr for XT01.DE. At a correlation of -0.08, they often move in opposite directions. IS05.DE charges 0.15%/yr vs 0.06%/yr for XT01.DE.
Performance
IS05.DE vs. XT01.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a -1.07% return, which is significantly lower than XT01.DE's 4.62% return.
IS05.DE
- 1D
- 0.32%
- 1M
- -3.19%
- 6M
- -2.29%
- YTD
- -1.07%
- 1Y
- -4.44%
- 3Y*
- -3.91%
- 5Y*
- -10.86%
- 10Y*
- -4.37%
XT01.DE
- 1D
- 0.00%
- 1M
- 1.56%
- 6M
- 3.04%
- YTD
- 4.62%
- 1Y
- 5.20%
- 3Y*
- 3.95%
- 5Y*
- 4.09%
- 10Y*
- —
IS05.DE vs. XT01.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | -1.07% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 3.41% |
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 IS05.DE and XT01.DE is -0.24, 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 | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | -0.08 |
The correlation between IS05.DE and XT01.DE shifts across timeframes, from -0.24 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS05.DE vs. XT01.DE — Risk / Return Rank
IS05.DE
XT01.DE
IS05.DE vs. XT01.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
| IS05.DE | XT01.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.16 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.54 | -2.18 |
| Martin ratioReturn relative to average drawdown | -1.13 | 3.67 | -4.80 |
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Drawdowns
IS05.DE vs. XT01.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, 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 IS05.DE and XT01.DE.
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Drawdown Indicators
| IS05.DE | XT01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -11.68% | -37.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.87% | -3.40% | -3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -11.68% | -7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -11.68% | -34.63% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | — | — |
Current DrawdownCurrent decline from peak | -48.34% | -5.37% | -42.97% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -4.91% | -16.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 1.43% | +2.48% |
Volatility
IS05.DE vs. XT01.DE - Volatility Comparison
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a higher volatility of 3.05% compared to Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) at 1.26%. This indicates that IS05.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
| IS05.DE | XT01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 1.26% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 4.20% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 5.92% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 7.44% | +8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 7.27% | +8.18% |
IS05.DE vs. XT01.DE - Expense Ratio Comparison
IS05.DE has a 0.15% expense ratio, which is higher than XT01.DE'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
IS05.DE vs. XT01.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.63%, while XT01.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.63% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
IS05.DE and XT01.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XT01.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XT01.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for IS05.DE.
IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while XT01.DE tracks FTSE US Treasury Short Duration Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for IS05.DE and 0.06% for XT01.DE.
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