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IS3L.DE vs. XT01.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3L.DE vs. XT01.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.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, IS3L.DE achieves a 4.85% return, which is significantly higher than XT01.DE's 4.43% return.


IS3L.DE

1D
0.07%
1M
1.79%
6M
4.65%
YTD
4.85%
1Y
7.12%
3Y*
3.43%
5Y*
4.53%
10Y*
2.44%

XT01.DE

1D
0.00%
1M
1.69%
6M
4.24%
YTD
4.43%
1Y
6.70%
3Y*
2.94%
5Y*
4.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3L.DE vs. XT01.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3L.DE
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.85%-7.06%11.88%1.83%7.62%8.58%-3.69%
XT01.DE
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
4.43%-7.30%11.24%1.44%7.11%8.43%-3.74%

Correlation

The correlation between IS3L.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

0.98

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

0.99

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

0.97

The correlation between IS3L.DE and XT01.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

IS3L.DE vs. XT01.DE — Risk / Return Rank

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

IS3L.DE
IS3L.DE Risk / Return Rank: 4040
Overall Rank
IS3L.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS3L.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
IS3L.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IS3L.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IS3L.DE Martin Ratio Rank: 3838
Martin Ratio Rank

XT01.DE
XT01.DE Risk / Return Rank: 3737
Overall Rank
XT01.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XT01.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XT01.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XT01.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
XT01.DE Martin Ratio Rank: 3636
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.

IS3L.DE vs. XT01.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.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.


IS3L.DEXT01.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

2.14

1.98

+0.16

Martin ratioReturn relative to average drawdown

5.14

4.71

+0.42

IS3L.DE vs. XT01.DE - Sharpe Ratio Comparison

The current IS3L.DE Sharpe Ratio is 1.17, which is comparable to the XT01.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IS3L.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

IS3L.DE vs. XT01.DE - Drawdown Comparison

The maximum IS3L.DE drawdown since its inception was -28.17%, 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 IS3L.DE and XT01.DE.


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Drawdown Indicators


IS3L.DEXT01.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.17%

-11.68%

-16.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.40%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-11.38%

-11.68%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.38%

-11.68%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

Current Drawdown

Current decline from peak

-4.88%

-5.54%

+0.66%

Average Drawdown

Average peak-to-trough decline

-9.19%

-4.91%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.42%

-0.04%

Volatility

IS3L.DE vs. XT01.DE - Volatility Comparison

The current volatility for iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.DE) is 1.60%, while Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) has a volatility of 1.77%. This indicates that IS3L.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


IS3L.DEXT01.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.77%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

4.22%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

6.04%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.42%

7.44%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.54%

7.29%

+3.25%

IS3L.DE vs. XT01.DE - Expense Ratio Comparison

IS3L.DE has a 0.09% 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

IS3L.DE vs. XT01.DE - Dividend Comparison

IS3L.DE's dividend yield for the trailing twelve months is around 4.25%, while XT01.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3L.DE
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.25%4.74%5.44%5.05%1.59%0.47%1.64%2.71%2.19%1.45%0.97%0.72%
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


With a correlation of 0.98, IS3L.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.

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 0.09% for IS3L.DE.

IS3L.DE is categorized as Ultrashort Bond, while XT01.DE is Government Bonds. IS3L.DE tracks iBoxx USD Liquid Investment Grade Ultrashort Index, while XT01.DE tracks FTSE US Treasury Short Duration Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.09% for IS3L.DE and 0.06% for XT01.DE.

Portfolio Optimizer

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