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

Performance

XT01.DE vs. EXHC.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 eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XT01.DE achieves a 4.64% return, which is significantly higher than EXHC.DE's -0.23% return.


XT01.DE

1D
0.00%
1M
1.69%
6M
3.59%
YTD
4.64%
1Y
5.32%
3Y*
4.02%
5Y*
4.09%
10Y*

EXHC.DE

1D
0.03%
1M
-0.36%
6M
-0.63%
YTD
-0.23%
1Y
-0.10%
3Y*
2.10%
5Y*
-1.02%
10Y*
-0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XT01.DE
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
4.64%-7.30%11.24%1.44%7.11%8.43%-3.74%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
-0.23%1.16%1.57%4.17%-10.23%-1.37%-0.19%

Correlation

The correlation between XT01.DE and EXHC.DE is -0.30, 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

-0.30

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

-0.10

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

-0.05

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

-0.04

Over the past year, the inverse relationship between XT01.DE and EXHC.DE has strengthened: their correlation has moved from -0.04 to -0.30, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

XT01.DE vs. EXHC.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: 3030
Overall Rank
XT01.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XT01.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XT01.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XT01.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XT01.DE Martin Ratio Rank: 3131
Martin Ratio Rank

EXHC.DE
EXHC.DE Risk / Return Rank: 88
Overall Rank
EXHC.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EXHC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EXHC.DE Omega Ratio Rank: 88
Omega Ratio Rank
EXHC.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EXHC.DE Martin Ratio Rank: 99
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. EXHC.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 eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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.DEEXHC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.16

1.00

+0.16

Calmar ratioReturn relative to maximum drawdown

1.57

-0.05

+1.62

Martin ratioReturn relative to average drawdown

3.74

-0.11

+3.85

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

The current XT01.DE Sharpe Ratio is 0.89, which is higher than the EXHC.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of XT01.DE and EXHC.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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Drawdowns

XT01.DE vs. EXHC.DE - Drawdown Comparison

The maximum XT01.DE drawdown since its inception was -11.68%, smaller than the maximum EXHC.DE drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for XT01.DE and EXHC.DE.


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Drawdown Indicators


XT01.DEEXHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.68%

-14.39%

+2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-2.06%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.68%

-2.33%

-9.35%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

-12.55%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-14.39%

Current Drawdown

Current decline from peak

-5.35%

-7.34%

+1.99%

Average Drawdown

Average peak-to-trough decline

-4.91%

-2.91%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

0.89%

+0.54%

Volatility

XT01.DE vs. EXHC.DE - Volatility Comparison

Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) has a higher volatility of 1.58% compared to iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) at 0.66%. This indicates that XT01.DE's price experiences larger fluctuations and is considered to be riskier than EXHC.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.DEEXHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

0.66%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

2.11%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

2.44%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

3.59%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.28%

2.77%

+4.51%

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

XT01.DE has a 0.06% expense ratio, which is lower than EXHC.DE's 0.16% 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. EXHC.DE - Dividend Comparison

XT01.DE has not paid dividends to shareholders, while EXHC.DE's dividend yield for the trailing twelve months is around 1.41%.


PositionTTM20252024202320222021202020192018201720162015
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
1.41%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%
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%0.00%0.00%

Frequently Asked Questions


XT01.DE and EXHC.DE have a correlation of -0.30, 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 0.16% for EXHC.DE.

XT01.DE tracks FTSE US Treasury Short Duration Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for XT01.DE and 0.16% for EXHC.DE.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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