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MDBU.L vs. XT01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDBU.L vs. XT01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) and Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MDBU.L is traded in GBp, while XT01.L is traded in GBP. To make them comparable, the XT01.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MDBU.L achieves a -0.04% return, which is significantly lower than XT01.L's 1.50% return.


MDBU.L

1D
0.24%
1M
1.09%
YTD
-0.04%
6M
-0.60%
1Y
4.14%
3Y*
1.28%
5Y*
1.99%
10Y*

XT01.L

1D
0.25%
1M
1.63%
YTD
1.50%
6M
1.00%
1Y
4.55%
3Y*
2.12%
5Y*
4.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDBU.L vs. XT01.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MDBU.L
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
-0.04%-0.80%4.66%-1.28%3.51%-0.35%-5.78%
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
1.50%-2.80%6.91%-0.75%12.89%1.36%-5.72%

Correlation

The correlation between MDBU.L and XT01.L is 0.91, 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

0.91

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.88

The correlation between MDBU.L and XT01.L has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

MDBU.L vs. XT01.L — Risk / Return Rank

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

MDBU.L
MDBU.L Risk / Return Rank: 2020
Overall Rank
MDBU.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MDBU.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
MDBU.L Omega Ratio Rank: 1919
Omega Ratio Rank
MDBU.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
MDBU.L Martin Ratio Rank: 2020
Martin Ratio Rank

XT01.L
XT01.L Risk / Return Rank: 2121
Overall Rank
XT01.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XT01.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XT01.L Omega Ratio Rank: 1919
Omega Ratio Rank
XT01.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
XT01.L Martin Ratio Rank: 2121
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.

MDBU.L vs. XT01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) and Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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.


MDBU.LXT01.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.12

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

0.87

1.01

-0.14

Martin ratioReturn relative to average drawdown

2.15

2.53

-0.38

MDBU.L vs. XT01.L - Sharpe Ratio Comparison

The current MDBU.L Sharpe Ratio is 0.68, which is comparable to the XT01.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MDBU.L and XT01.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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Sharpe Ratios by Period


MDBU.LXT01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.70

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.53

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.26

-0.13

Drawdowns

MDBU.L vs. XT01.L - Drawdown Comparison

The maximum MDBU.L drawdown since its inception was -18.04%, which is greater than XT01.L's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for MDBU.L and XT01.L.


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Drawdown Indicators


MDBU.LXT01.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-15.31%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-4.48%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-7.99%

-9.75%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-15.31%

-0.84%

Current Drawdown

Current decline from peak

-9.20%

-5.71%

-3.49%

Average Drawdown

Average peak-to-trough decline

-10.90%

-7.30%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.79%

+0.14%

Volatility

MDBU.L vs. XT01.L - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) is 1.67%, while Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) has a volatility of 1.94%. This indicates that MDBU.L experiences smaller price fluctuations and is considered to be less risky than XT01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDBU.LXT01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.94%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

4.68%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

6.45%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.41%

8.37%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.23%

8.34%

+0.89%

MDBU.L vs. XT01.L - Expense Ratio Comparison

MDBU.L has a 0.18% expense ratio, which is higher than XT01.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

MDBU.L vs. XT01.L - Dividend Comparison

MDBU.L's dividend yield for the trailing twelve months is around 3.14%, while XT01.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
MDBU.L
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
3.14%3.96%2.14%1.92%0.75%0.74%1.73%1.66%
XT01.L
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


With a correlation of 0.91, MDBU.L and XT01.L 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.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XT01.L is cheaper with a 0.06% expense ratio, compared with 0.18% for MDBU.L.

MDBU.L tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while XT01.L tracks FTSE US Treasury Short Duration Index. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.18% for MDBU.L and 0.06% for XT01.L.

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