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

Performance

XT01.DE vs. VUDY.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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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 2.61% return, which is significantly higher than VUDY.DE's 1.50% 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*

VUDY.DE

1D
-0.04%
1M
0.77%
YTD
1.50%
6M
0.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between XT01.DE and VUDY.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 7, 2025

0.96

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Return for Risk

XT01.DE vs. VUDY.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: 1515
Overall Rank
XT01.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XT01.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XT01.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XT01.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XT01.DE Martin Ratio Rank: 1515
Martin Ratio Rank

VUDY.DE
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. VUDY.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 U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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.DEVUDY.DEDifference
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

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


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Sharpe Ratios by Period


XT01.DEVUDY.DEDifference

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

0.07

+0.37

Drawdowns

XT01.DE vs. VUDY.DE - Drawdown Comparison

The maximum XT01.DE drawdown since its inception was -11.68%, which is greater than VUDY.DE's maximum drawdown of -3.65%. Use the drawdown chart below to compare losses from any high point for XT01.DE and VUDY.DE.


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Drawdown Indicators


XT01.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.68%

-3.65%

-8.03%

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 Drawdown

Current decline from peak

-7.19%

-1.43%

-5.76%

Average Drawdown

Average peak-to-trough decline

-4.90%

-1.51%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

XT01.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


XT01.DEVUDY.DEDifference

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%

5.20%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

5.20%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

5.20%

+2.06%

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

XT01.DE has a 0.06% expense ratio, which is higher than VUDY.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. VUDY.DE - Dividend Comparison

XT01.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 1.63%.


Frequently Asked Questions


With a correlation of 0.96, XT01.DE and VUDY.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUDY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDY.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 VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.06% for XT01.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

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

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