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XSX7.DE vs. IBTU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSX7.DE vs. IBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSX7.DE is traded in EUR, while IBTU.L is traded in USD. To make them comparable, the IBTU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSX7.DE achieves a 7.42% return, which is significantly higher than IBTU.L's 2.91% return.


XSX7.DE

1D
0.51%
1M
2.53%
YTD
7.42%
6M
10.07%
1Y
16.78%
3Y*
14.05%
5Y*
10Y*

IBTU.L

1D
0.08%
1M
1.47%
YTD
2.91%
6M
3.27%
1Y
4.11%
3Y*
2.29%
5Y*
4.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSX7.DE vs. IBTU.L - Yearly Performance Comparison


2026 (YTD)202520242023
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
7.42%21.04%8.43%10.34%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
2.91%-8.05%12.26%0.10%

Correlation

The correlation between XSX7.DE and IBTU.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2023

-0.10

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Return for Risk

XSX7.DE vs. IBTU.L — Risk / Return Rank

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

XSX7.DE
XSX7.DE Risk / Return Rank: 3838
Overall Rank
XSX7.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XSX7.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX7.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XSX7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX7.DE Martin Ratio Rank: 4242
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L Martin Ratio Rank: 9999
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.

XSX7.DE vs. IBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XSX7.DEIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.24

1.12

+0.13

Calmar ratioReturn relative to maximum drawdown

1.74

1.11

+0.63

Martin ratioReturn relative to average drawdown

6.53

2.58

+3.95

XSX7.DE vs. IBTU.L - Sharpe Ratio Comparison

The current XSX7.DE Sharpe Ratio is 1.28, which is higher than the IBTU.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XSX7.DE and IBTU.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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Drawdowns

XSX7.DE vs. IBTU.L - Drawdown Comparison

The maximum XSX7.DE drawdown since its inception was -16.32%, which is greater than IBTU.L's maximum drawdown of -13.35%. Use the drawdown chart below to compare losses from any high point for XSX7.DE and IBTU.L.


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Drawdown Indicators


XSX7.DEIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-13.35%

-2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-3.69%

-5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-11.54%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-11.84%

Current Drawdown

Current decline from peak

-1.65%

-6.38%

+4.73%

Average Drawdown

Average peak-to-trough decline

-1.96%

-5.82%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.59%

+0.90%

Volatility

XSX7.DE vs. IBTU.L - Volatility Comparison

Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) has a higher volatility of 4.24% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 1.27%. This indicates that XSX7.DE's price experiences larger fluctuations and is considered to be riskier than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSX7.DEIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

1.27%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

4.35%

+6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

6.35%

+6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.84%

7.58%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

7.31%

+5.53%

XSX7.DE vs. IBTU.L - Expense Ratio Comparison

Both XSX7.DE and IBTU.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XSX7.DE vs. IBTU.L - Dividend Comparison

XSX7.DE's dividend yield for the trailing twelve months is around 2.59%, less than IBTU.L's 4.07% yield.


PositionTTM2025202420232022202120202019
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.07%4.43%6.82%3.99%0.44%0.10%1.28%1.21%
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
2.59%2.67%3.32%2.25%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XSX7.DE and IBTU.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XSX7.DE and IBTU.L have the same expense ratio: 0.07% per year.

XSX7.DE is categorized as Europe Equities, while IBTU.L is Government Bonds. XSX7.DE tracks STOXX® Europe 600, while IBTU.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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