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

Performance

MUNI.L vs. XT01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Municipal Bond UCITS ETF Dist (MUNI.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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MUNI.L vs. XT01.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
0.35%7.41%1.23%8.01%-19.08%2.68%
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
0.68%4.54%5.13%4.49%0.82%0.43%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, MUNI.L achieves a 0.35% return, which is significantly lower than XT01.L's 0.68% return.


MUNI.L

1D
0.31%
1M
-2.12%
YTD
0.35%
6M
1.68%
1Y
4.74%
3Y*
4.31%
5Y*
-0.05%
10Y*

XT01.L

1D
-0.19%
1M
-0.11%
YTD
0.68%
6M
1.71%
1Y
3.91%
3Y*
4.80%
5Y*
3.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MUNI.L has a 0.28% expense ratio, which is higher than XT01.L's 0.07% expense ratio.


Return for Risk

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

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

MUNI.L
MUNI.L Risk / Return Rank: 6464
Overall Rank
MUNI.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MUNI.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MUNI.L Omega Ratio Rank: 6767
Omega Ratio Rank
MUNI.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
MUNI.L Martin Ratio Rank: 4444
Martin Ratio Rank

XT01.L
XT01.L Risk / Return Rank: 1414
Overall Rank
XT01.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XT01.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XT01.L Omega Ratio Rank: 1212
Omega Ratio Rank
XT01.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XT01.L Martin Ratio Rank: 1313
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco US Municipal Bond UCITS ETF Dist (MUNI.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.


MUNI.LXT01.LDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.96

+0.42

Sortino ratio

Return per unit of downside risk

2.13

1.45

+0.68

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.73

4.19

-2.46

Martin ratio

Return relative to average drawdown

4.91

12.70

-7.79

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

The current MUNI.L Sharpe Ratio is 1.39, which is higher than the XT01.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of MUNI.L and XT01.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MUNI.LXT01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.96

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.68

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.63

-0.73

Correlation

The correlation between MUNI.L and XT01.L is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MUNI.L vs. XT01.L - Dividend Comparison

MUNI.L's dividend yield for the trailing twelve months is around 4.56%, while XT01.L has not paid dividends to shareholders.


TTM20252024202320222021
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
4.56%4.52%4.60%4.09%3.19%2.01%
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MUNI.L vs. XT01.L - Drawdown Comparison

The maximum MUNI.L drawdown since its inception was -23.73%, which is greater than XT01.L's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for MUNI.L and XT01.L.


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Drawdown Indicators


MUNI.LXT01.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-15.31%

-8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-6.43%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-15.31%

-8.42%

Current Drawdown

Current decline from peak

-5.98%

-5.41%

-0.57%

Average Drawdown

Average peak-to-trough decline

-11.78%

-7.33%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.47%

-0.67%

Volatility

MUNI.L vs. XT01.L - Volatility Comparison

Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) has a higher volatility of 1.81% compared to Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) at 1.67%. This indicates that MUNI.L's price experiences larger fluctuations and is considered to be riskier 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


MUNI.LXT01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.67%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

4.05%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

4.69%

+10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

4.71%

+10.20%