XT01.DE vs. XDWD.DE
XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XT01.DE is a Government Bonds fund tracking the FTSE US Treasury Short Duration Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, XT01.DE returned 4.31%/yr vs 12.89%/yr for XDWD.DE. At a 0.03 correlation, their price movements are largely independent. XT01.DE charges 0.06%/yr vs 0.19%/yr for XDWD.DE.
Performance
XT01.DE vs. XDWD.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 lower than XDWD.DE's 10.91% 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*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XT01.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 2.61% | -7.30% | 11.24% | 1.44% | 7.11% | 8.43% | -3.76% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 8.50% |
Correlation
The correlation between XT01.DE and XDWD.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.03 |
The correlation between XT01.DE and XDWD.DE shifts across timeframes, from 0.03 (all time) to 0.14 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XT01.DE vs. XDWD.DE — Risk / Return Rank
XT01.DE
XDWD.DE
XT01.DE vs. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.63 | -3.01 |
| Martin ratioReturn relative to average drawdown | 1.33 | 14.44 | -13.11 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 2.14 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.90 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.78 | -0.34 |
Drawdowns
XT01.DE vs. XDWD.DE - Drawdown Comparison
The maximum XT01.DE drawdown since its inception was -11.68%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XT01.DE and XDWD.DE.
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Drawdown Indicators
| XT01.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.68% | -33.55% | +21.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.40% | -6.54% | +3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -21.64% | +9.96% |
Max Drawdown (5Y)Largest decline over 5 years | -11.68% | -21.64% | +9.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -7.19% | -0.33% | -6.86% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.55% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.65% | -0.05% |
Volatility
XT01.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) is 1.25%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that XT01.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 2.60% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 7.77% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 11.12% | -5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.44% | 14.13% | -6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.26% | 15.16% | -7.90% |
XT01.DE vs. XDWD.DE - Expense Ratio Comparison
XT01.DE has a 0.06% expense ratio, which is lower than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
Neither XT01.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XT01.DE and XDWD.DE have a correlation of 0.09, 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 0.19% for XDWD.DE.
XT01.DE is categorized as Government Bonds, while XDWD.DE is Global Equities. XT01.DE tracks FTSE US Treasury Short Duration Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.06% for XT01.DE and 0.19% for XDWD.DE.
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