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XT01.DE vs. CBU0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XT01.DE vs. CBU0.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 iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE). The values are adjusted to include any dividend payments, if applicable.

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XT01.DE vs. CBU0.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XT01.DE
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
2.20%-7.30%11.24%1.00%
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
-1.75%4.58%-0.25%5.06%

Returns By Period

In the year-to-date period, XT01.DE achieves a 2.20% return, which is significantly higher than CBU0.DE's -1.75% return.


XT01.DE

1D
-0.66%
1M
0.96%
YTD
2.20%
6M
2.94%
1Y
-3.14%
3Y*
2.46%
5Y*
3.53%
10Y*

CBU0.DE

1D
0.75%
1M
-2.29%
YTD
-1.75%
6M
0.20%
1Y
2.87%
3Y*
2.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XT01.DE vs. CBU0.DE - Expense Ratio Comparison

XT01.DE has a 0.07% expense ratio, which is lower than CBU0.DE's 0.25% 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%.


Return for Risk

XT01.DE vs. CBU0.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: 55
Overall Rank
XT01.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
XT01.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
XT01.DE Omega Ratio Rank: 44
Omega Ratio Rank
XT01.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XT01.DE Martin Ratio Rank: 77
Martin Ratio Rank

CBU0.DE
CBU0.DE Risk / Return Rank: 2727
Overall Rank
CBU0.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 2525
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
CBU0.DE Martin Ratio Rank: 3030
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. CBU0.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 iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.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.DECBU0.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.44

0.53

-0.97

Sortino ratio

Return per unit of downside risk

-0.55

0.74

-1.28

Omega ratio

Gain probability vs. loss probability

0.93

1.11

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.40

0.70

-1.10

Martin ratio

Return relative to average drawdown

-0.62

2.77

-3.39

XT01.DE vs. CBU0.DE - Sharpe Ratio Comparison

The current XT01.DE Sharpe Ratio is -0.44, which is lower than the CBU0.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of XT01.DE and CBU0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XT01.DECBU0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

0.53

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

+0.01

Correlation

The correlation between XT01.DE and CBU0.DE is -0.22. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XT01.DE vs. CBU0.DE - Dividend Comparison

Neither XT01.DE nor CBU0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XT01.DE vs. CBU0.DE - Drawdown Comparison

The maximum XT01.DE drawdown since its inception was -11.68%, which is greater than CBU0.DE's maximum drawdown of -6.02%. Use the drawdown chart below to compare losses from any high point for XT01.DE and CBU0.DE.


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Drawdown Indicators


XT01.DECBU0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.68%

-6.02%

-5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-4.20%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

Current Drawdown

Current decline from peak

-7.56%

-2.88%

-4.68%

Average Drawdown

Average peak-to-trough decline

-4.80%

-1.59%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

1.06%

+3.22%

Volatility

XT01.DE vs. CBU0.DE - Volatility Comparison

The current volatility for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) is 1.94%, while iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a volatility of 2.75%. This indicates that XT01.DE experiences smaller price fluctuations and is considered to be less risky than CBU0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XT01.DECBU0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

2.75%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

3.53%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

5.38%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

5.71%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

5.71%

+1.61%