XT01.DE vs. VAGT.DE
XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) and VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - XT01.DE tracks the FTSE US Treasury Short Duration Index while VAGT.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 3 years, XT01.DE returned 1.88%/yr vs 0.08%/yr for VAGT.DE. A 0.70 correlation means they provide meaningful diversification when combined. XT01.DE charges 0.06%/yr vs 0.05%/yr for VAGT.DE.
Performance
XT01.DE vs. VAGT.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 VAGT.DE's 1.07% 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*
- —
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.83%
- YTD
- 1.07%
- 6M
- 0.30%
- 1Y
- 1.62%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
XT01.DE vs. VAGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 2.61% | -7.30% | 11.24% | -0.14% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 1.07% | -5.48% | 6.40% | -0.45% |
Correlation
The correlation between XT01.DE and VAGT.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.70 |
The correlation between XT01.DE and VAGT.DE shifts across timeframes, from 0.70 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XT01.DE vs. VAGT.DE — Risk / Return Rank
XT01.DE
VAGT.DE
XT01.DE vs. VAGT.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 Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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 | VAGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.05 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.40 | +0.22 |
| Martin ratioReturn relative to average drawdown | 1.33 | 1.00 | +0.33 |
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 | VAGT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.29 | +0.06 |
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 | 0.05 | +0.39 |
Drawdowns
XT01.DE vs. VAGT.DE - Drawdown Comparison
The maximum XT01.DE drawdown since its inception was -11.68%, which is greater than VAGT.DE's maximum drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for XT01.DE and VAGT.DE.
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Drawdown Indicators
| XT01.DE | VAGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.68% | -11.03% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -3.40% | -4.00% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -11.03% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -11.68% | — | — |
Current DrawdownCurrent decline from peak | -7.19% | -7.21% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.04% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.61% | -0.01% |
Volatility
XT01.DE vs. VAGT.DE - Volatility Comparison
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) has a higher volatility of 1.25% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) at 0.86%. This indicates that XT01.DE's price experiences larger fluctuations and is considered to be riskier than VAGT.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 | VAGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 0.86% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 3.76% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 5.49% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.44% | 7.33% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.26% | 7.33% | -0.07% |
XT01.DE vs. VAGT.DE - Expense Ratio Comparison
XT01.DE has a 0.06% expense ratio, which is higher than VAGT.DE's 0.05% expense ratio. However, 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. VAGT.DE - Dividend Comparison
Neither XT01.DE nor VAGT.DE has paid dividends to shareholders.
Frequently Asked Questions
XT01.DE and VAGT.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.06% for XT01.DE.
XT01.DE tracks FTSE US Treasury Short Duration Index, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.06% for XT01.DE and 0.05% for VAGT.DE.
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