XT01.DE vs. CEMF.DE
XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) and CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) are both Government Bonds funds - XT01.DE tracks the FTSE US Treasury Short Duration Index while CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index. Both are passively managed. At a correlation of -0.42, they often move in opposite directions. XT01.DE charges 0.06%/yr vs 0.10%/yr for CEMF.DE.
Performance
XT01.DE vs. CEMF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XT01.DE achieves a 2.61% return, which is significantly higher than CEMF.DE's -1.42% return.
XT01.DE
- 1D
- -0.08%
- 1M
- 0.98%
- YTD
- 2.61%
- 6M
- 2.04%
- 1Y
- 2.13%
- 3Y*
- 1.88%
- 5Y*
- 4.31%
- 10Y*
- —
CEMF.DE
- 1D
- 0.28%
- 1M
- -0.19%
- YTD
- -1.42%
- 6M
- -1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XT01.DE vs. CEMF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 2.61% | -0.10% |
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.42% | 2.59% |
Correlation
The correlation between XT01.DE and CEMF.DE is -0.42, 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 (All Time) Calculated using the full available price history since Jul 30, 2025 | -0.42 |
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Return for Risk
XT01.DE vs. CEMF.DE — Risk / Return Rank
XT01.DE
CEMF.DE
XT01.DE vs. CEMF.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 $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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.DE | CEMF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | — | — |
| Martin ratioReturn relative to average drawdown | 1.33 | — | — |
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
| XT01.DE | CEMF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.29 | +0.15 |
Drawdowns
XT01.DE vs. CEMF.DE - Drawdown Comparison
The maximum XT01.DE drawdown since its inception was -11.68%, which is greater than CEMF.DE's maximum drawdown of -4.45%. Use the drawdown chart below to compare losses from any high point for XT01.DE and CEMF.DE.
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Drawdown Indicators
| XT01.DE | CEMF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.68% | -4.45% | -7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.68% | — | — |
Current DrawdownCurrent decline from peak | -7.19% | -2.97% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -1.20% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | — | — |
Volatility
XT01.DE vs. CEMF.DE - Volatility Comparison
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Volatility by Period
| XT01.DE | CEMF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 4.62% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.44% | 4.62% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.26% | 4.62% | +2.64% |
XT01.DE vs. CEMF.DE - Expense Ratio Comparison
XT01.DE has a 0.06% expense ratio, which is lower than CEMF.DE's 0.10% 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. CEMF.DE - Dividend Comparison
Neither XT01.DE nor CEMF.DE has paid dividends to shareholders.
Frequently Asked Questions
XT01.DE and CEMF.DE have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.10% for CEMF.DE.
XT01.DE tracks FTSE US Treasury Short Duration Index, while CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for XT01.DE and 0.10% for CEMF.DE.
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