XDGU.L vs. BTC-USD
XDGU.L (Xtrackers USD Corporate Bonds UCITS ETF 1D) is Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XDGU.L returned 2.63%/yr vs 59.37%/yr for BTC-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
XDGU.L vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XDGU.L achieves a 0.16% return, which is significantly higher than BTC-USD's -29.97% return. Over the past 10 years, XDGU.L has underperformed BTC-USD with an annualized return of 2.63%, while BTC-USD has yielded a comparatively higher 59.37% annualized return.
XDGU.L
- 1D
- 0.14%
- 1M
- 0.02%
- YTD
- 0.16%
- 6M
- 0.64%
- 1Y
- 5.98%
- 3Y*
- 5.14%
- 5Y*
- 0.11%
- 10Y*
- 2.63%
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
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 | 0.16% | 7.97% | 1.52% | 9.07% | -17.66% | -1.76% | 10.73% | 18.12% | -3.94% | 7.08% |
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between XDGU.L and BTC-USD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2015 | 0.01 |
The correlation between XDGU.L and BTC-USD shifts across timeframes, from 0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDGU.L vs. BTC-USD — Risk / Return Rank
XDGU.L
BTC-USD
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 ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.87 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | -0.78 | +2.53 |
| Martin ratioReturn relative to average drawdown | 4.98 | -1.39 | +6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDGU.L | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | -0.93 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.21 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.87 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.13 | -0.75 |
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.
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Drawdown Indicators
| XDGU.L | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.18% | -85.30% | +60.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -50.87% | +47.61% |
Max Drawdown (3Y)Largest decline over 3 years | -7.70% | -50.87% | +43.17% |
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 DrawdownCurrent decline from peak | -3.14% | -50.87% | +47.73% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -42.29% | +36.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 34.02% | -32.87% |
Volatility
XDGU.L vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) is 1.96%, while Bitcoin (BTC-USD) has a volatility of 10.54%. 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.
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Volatility by Period
| XDGU.L | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 10.54% | -8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 4.06% | 34.26% | -30.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 35.65% | -30.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.36% | 44.98% | -36.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 56.70% | -48.64% |
Frequently Asked Questions
XDGU.L and BTC-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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