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

Performance

SMBS.L vs. XUT3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Mortgage Backed Securities UCITS ETF (SMBS.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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Different Trading Currencies

SMBS.L is traded in GBp, while XUT3.L is traded in USD. To make them comparable, the XUT3.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMBS.L achieves a 0.37% return, which is significantly lower than XUT3.L's 0.95% return. Over the past 10 years, SMBS.L has underperformed XUT3.L with an annualized return of 1.85%, while XUT3.L has yielded a comparatively higher 2.49% annualized return.


SMBS.L

1D
0.17%
1M
1.23%
YTD
0.37%
6M
0.34%
1Y
7.14%
3Y*
1.47%
5Y*
1.21%
10Y*
1.85%

XUT3.L

1D
0.10%
1M
1.04%
YTD
0.95%
6M
0.23%
1Y
4.46%
3Y*
1.56%
5Y*
2.96%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SMBS.L
iShares US Mortgage Backed Securities UCITS ETF
0.37%1.02%3.07%-1.87%-0.85%-0.38%0.15%3.04%6.19%-6.73%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
0.95%-2.42%5.95%-1.10%7.87%0.32%-0.08%-0.38%7.45%-8.40%

Correlation

The correlation between SMBS.L and XUT3.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.61

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

0.64

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

0.73

Correlation (All Time)
Calculated using the full available price history since May 26, 2016

0.73

The correlation between SMBS.L and XUT3.L shifts across timeframes, from 0.61 (3 years) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SMBS.L
SMBS.L Risk / Return Rank: 3232
Overall Rank
SMBS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SMBS.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SMBS.L Omega Ratio Rank: 3131
Omega Ratio Rank
SMBS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SMBS.L Martin Ratio Rank: 3030
Martin Ratio Rank

XUT3.L
XUT3.L Risk / Return Rank: 9191
Overall Rank
XUT3.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9494
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares US Mortgage Backed Securities UCITS ETF (SMBS.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.


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

+0.48

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratioReturn relative to maximum drawdown

1.66

0.85

+0.80

Martin ratioReturn relative to average drawdown

4.26

2.31

+1.94

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

The current SMBS.L Sharpe Ratio is 1.17, which is higher than the XUT3.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SMBS.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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Sharpe Ratios by Period


SMBS.LXUT3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.69

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.36

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.27

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.33

-0.13

Drawdowns

SMBS.L vs. XUT3.L - Drawdown Comparison

The maximum SMBS.L drawdown since its inception was -20.65%, which is greater than XUT3.L's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SMBS.L and XUT3.L.


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Drawdown Indicators


SMBS.LXUT3.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.65%

-18.58%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.30%

-5.21%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-8.46%

-9.27%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.38%

-16.72%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-20.65%

-18.58%

-2.07%

Current Drawdown

Current decline from peak

-12.50%

-8.02%

-4.48%

Average Drawdown

Average peak-to-trough decline

-11.05%

-8.22%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.92%

-0.25%

Volatility

SMBS.L vs. XUT3.L - Volatility Comparison

iShares US Mortgage Backed Securities UCITS ETF (SMBS.L) and Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) have volatilities of 1.65% and 1.65%, 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


SMBS.LXUT3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.65%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.48%

4.93%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

6.41%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

8.22%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.03%

9.43%

+0.60%

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

SMBS.L has a 0.28% expense ratio, which is higher than XUT3.L's 0.06% expense ratio.


Dividends

SMBS.L vs. XUT3.L - Dividend Comparison

SMBS.L's dividend yield for the trailing twelve months is around 3.56%, more than XUT3.L's 2.84% yield.


PositionTTM2025202420232022202120202019201820172016
SMBS.L
iShares US Mortgage Backed Securities UCITS ETF
3.56%3.57%3.50%3.23%2.39%2.22%2.71%3.06%2.99%3.00%1.51%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.84%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%0.00%

Frequently Asked Questions


SMBS.L and XUT3.L have a correlation of 0.65, 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 0.28% for SMBS.L.

SMBS.L is categorized as Mortgage Backed Securities, while XUT3.L is Government Bonds. SMBS.L tracks Bloomberg US Mortgage Backed Securities Index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.28% for SMBS.L and 0.06% for XUT3.L.

Portfolio Optimizer

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