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XT01.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XT01.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XT01.DE having a 2.61% return and BBLL.DE slightly higher at 2.66%.


XT01.DE

1D
-0.08%
1M
0.98%
YTD
2.61%
6M
2.04%
1Y
2.13%
3Y*
1.88%
5Y*
4.31%
10Y*

BBLL.DE

1D
-0.11%
1M
1.01%
YTD
2.66%
6M
2.06%
1Y
2.10%
3Y*
1.85%
5Y*
4.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XT01.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XT01.DE
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
2.61%-7.30%11.24%1.44%7.11%8.43%-3.76%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
2.66%-7.37%11.29%1.32%7.29%8.35%-3.79%

Correlation

The correlation between XT01.DE and BBLL.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

1.00

The correlation between XT01.DE and BBLL.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

XT01.DE vs. BBLL.DE — Risk / Return Rank

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

XT01.DE
XT01.DE Risk / Return Rank: 1515
Overall Rank
XT01.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XT01.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XT01.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XT01.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XT01.DE Martin Ratio Rank: 1515
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 1515
Overall Rank
BBLL.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 1313
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 1515
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.

XT01.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). 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.


XT01.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.63

0.62

+0.01

Martin ratioReturn relative to average drawdown

1.33

1.30

+0.03

XT01.DE vs. BBLL.DE - Sharpe Ratio Comparison

The current XT01.DE Sharpe Ratio is 0.35, which is comparable to the BBLL.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of XT01.DE and BBLL.DE, 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


XT01.DEBBLL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.34

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.57

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.29

+0.15

Drawdowns

XT01.DE vs. BBLL.DE - Drawdown Comparison

The maximum XT01.DE drawdown since its inception was -11.68%, smaller than the maximum BBLL.DE drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for XT01.DE and BBLL.DE.


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Drawdown Indicators


XT01.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.68%

-13.03%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-3.38%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-11.68%

-11.65%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

-11.65%

-0.03%

Current Drawdown

Current decline from peak

-7.19%

-7.22%

+0.03%

Average Drawdown

Average peak-to-trough decline

-4.90%

-6.14%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.61%

-0.01%

Volatility

XT01.DE vs. BBLL.DE - Volatility Comparison

Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) have volatilities of 1.25% and 1.28%, 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


XT01.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.28%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

4.12%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

6.07%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

7.46%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

7.22%

+0.04%

XT01.DE vs. BBLL.DE - Expense Ratio Comparison

XT01.DE has a 0.06% expense ratio, which is lower than BBLL.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XT01.DE vs. BBLL.DE - Dividend Comparison

Neither XT01.DE nor BBLL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, XT01.DE and BBLL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XT01.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XT01.DE is cheaper with a 0.06% expense ratio, compared with 0.07% for BBLL.DE.

XT01.DE tracks FTSE US Treasury Short Duration Index, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.06% for XT01.DE and 0.07% for BBLL.DE.

Portfolio Optimizer

Find the right allocation for XT01.DE and BBLL.DE

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