XDGU.L vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Bitcoin (BTC-USD).

XDGU.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Sep 30, 2015.

Performance

XDGU.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

XDGU.L vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D	-0.61%	7.97%	1.52%	9.07%	-17.66%	-1.76%	10.73%	18.12%	-3.94%	7.08%
BTC-USD Bitcoin	-21.63%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, XDGU.L achieves a -0.61% return, which is significantly higher than BTC-USD's -21.63% return. Over the past 10 years, XDGU.L has underperformed BTC-USD with an annualized return of 2.71%, while BTC-USD has yielded a comparatively higher 66.45% annualized return.

XDGU.L

• 1D: 0.59%
• 1M: -1.27%
• YTD: -0.61%
• 6M: 0.03%
• 1Y: 4.84%
• 3Y*: 4.64%
• 5Y*: 0.25%
• 10Y*: 2.71%

BTC-USD

• 1D: 0.51%
• 1M: -0.38%
• YTD: -21.63%
• 6M: -42.21%
• 1Y: -19.49%
• 3Y*: 34.49%
• 5Y*: 3.06%
• 10Y*: 66.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XDGU.L vs. BTC-USD — Risk / Return Rank

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

XDGU.L

XDGU.L Risk / Return Rank: 32
XDGU.L Sharpe Ratio Rank: 34
XDGU.L Sortino Ratio Rank: 30
XDGU.L Omega Ratio Rank: 31
XDGU.L Calmar Ratio Rank: 32
XDGU.L Martin Ratio Rank: 35

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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.

XDGU.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Bitcoin (BTC-USD). 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.

	XDGU.L	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.68	-0.44	+1.13
Sortino ratio Return per unit of downside risk	0.96	-0.38	+1.34
Omega ratio Gain probability vs. loss probability	1.14	0.96	+0.18
Calmar ratio Return relative to maximum drawdown	0.94	-1.11	+2.05
Martin ratio Return relative to average drawdown	3.64	-1.99	+5.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDGU.L vs. BTC-USD - Sharpe Ratio Comparison

The current XDGU.L Sharpe Ratio is 0.68, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of XDGU.L and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XDGU.L	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	-0.44	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.05	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.97	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.19	-0.82

Correlation

The correlation between XDGU.L and BTC-USD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

XDGU.L vs. BTC-USD - Drawdown Comparison

The maximum XDGU.L drawdown since its inception was -25.18%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XDGU.L and BTC-USD.

Drawdown Indicators

	XDGU.L	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-25.18%	-85.30%	+60.12%
Max Drawdown (1Y) Largest decline over 1 year	-5.11%	-49.65%	+44.54%
Max Drawdown (5Y) Largest decline over 5 years	-25.12%	-76.67%	+51.55%
Max Drawdown (10Y) Largest decline over 10 years	-25.18%	-83.80%	+58.62%
Current Drawdown Current decline from peak	-3.89%	-45.02%	+41.13%
Average Drawdown Average peak-to-trough decline	-6.11%	-41.99%	+35.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	27.60%	-26.27%

Volatility

XDGU.L vs. BTC-USD - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) is 2.21%, while Bitcoin (BTC-USD) has a volatility of 13.58%. This indicates that XDGU.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDGU.L	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	13.58%	-11.37%
Volatility (6M) Calculated over the trailing 6-month period	3.67%	35.98%	-32.31%
Volatility (1Y) Calculated over the trailing 1-year period	7.05%	36.76%	-29.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.32%	46.90%	-38.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.04%	56.70%	-48.66%