XT01.DE vs. DJAD.DE
XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both Government Bonds funds - XT01.DE tracks the FTSE US Treasury Short Duration Index while DJAD.DE tracks the Bloomberg US Long Treasury Index. Both are passively managed. Over the past 5 years, XT01.DE returned 4.46%/yr vs -4.26%/yr for DJAD.DE. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.06% expense ratio.
Performance
XT01.DE vs. DJAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XT01.DE achieves a 5.30% return, which is significantly higher than DJAD.DE's 4.92% return.
XT01.DE
- 1D
- 0.00%
- 1M
- 2.67%
- YTD
- 5.30%
- 6M
- 5.48%
- 1Y
- 6.39%
- 3Y*
- 3.31%
- 5Y*
- 4.46%
- 10Y*
- —
DJAD.DE
- 1D
- -0.14%
- 1M
- 5.08%
- YTD
- 4.92%
- 6M
- 5.35%
- 1Y
- 7.45%
- 3Y*
- -1.76%
- 5Y*
- -4.26%
- 10Y*
- -3.11%
XT01.DE vs. DJAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 5.30% | -7.30% | 11.24% | 1.44% | 7.11% | 8.43% | -3.74% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 4.92% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | -7.36% |
Correlation
The correlation between XT01.DE and DJAD.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.27 |
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Return for Risk
XT01.DE vs. DJAD.DE — Risk / Return Rank
XT01.DE
DJAD.DE
XT01.DE vs. DJAD.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 Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.
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.
| XT01.DE | DJAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.16 | +0.73 |
| Martin ratioReturn relative to average drawdown | 4.50 | 2.51 | +1.99 |
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Drawdowns
XT01.DE vs. DJAD.DE - Drawdown Comparison
The maximum XT01.DE drawdown since its inception was -11.68%, smaller than the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for XT01.DE and DJAD.DE.
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Drawdown Indicators
| XT01.DE | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.68% | -44.43% | +32.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.40% | -6.38% | +2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -16.68% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -11.68% | -36.54% | +24.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.43% | — |
Current DrawdownCurrent decline from peak | -4.76% | -38.25% | +33.49% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -17.81% | +12.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 2.96% | -1.52% |
Volatility
XT01.DE vs. DJAD.DE - Volatility Comparison
The current volatility for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) is 1.59%, while Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a volatility of 2.37%. This indicates that XT01.DE experiences smaller price fluctuations and is considered to be less risky than DJAD.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.DE | DJAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 2.37% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 6.05% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 8.94% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.44% | 14.22% | -6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.30% | 14.02% | -6.72% |
XT01.DE vs. DJAD.DE - Expense Ratio Comparison
Both XT01.DE and DJAD.DE have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XT01.DE vs. DJAD.DE - Dividend Comparison
XT01.DE has not paid dividends to shareholders, while DJAD.DE's dividend yield for the trailing twelve months is around 3.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.33% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XT01.DE and DJAD.DE have a correlation of 0.29, 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 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XT01.DE and DJAD.DE have the same expense ratio: 0.06% per year.
XT01.DE tracks FTSE US Treasury Short Duration Index, while DJAD.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: Xtrackers and Amundi.
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