XT01.DE vs. XSX6.DE
XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XT01.DE is a Government Bonds fund tracking the FTSE US Treasury Short Duration Index, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, XT01.DE returned 4.31%/yr vs 9.70%/yr for XSX6.DE. At a correlation of -0.23, they often move in opposite directions. XT01.DE charges 0.06%/yr vs 0.20%/yr for XSX6.DE.
Performance
XT01.DE vs. XSX6.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 XSX6.DE's 7.40% 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*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XT01.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | 9.15% |
Correlation
The correlation between XT01.DE and XSX6.DE is -0.18, 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 | -0.18 |
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 | -0.23 |
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Return for Risk
XT01.DE vs. XSX6.DE — Risk / Return Rank
XT01.DE
XSX6.DE
XT01.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.24 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 1.73 | -1.10 |
| Martin ratioReturn relative to average drawdown | 1.33 | 6.55 | -5.22 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 1.26 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.66 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.59 | -0.15 |
Drawdowns
XT01.DE vs. XSX6.DE - Drawdown Comparison
The maximum XT01.DE drawdown since its inception was -11.68%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XT01.DE and XSX6.DE.
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Drawdown Indicators
| XT01.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.68% | -36.05% | +24.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.40% | -9.46% | +6.06% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -16.37% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -11.68% | -20.84% | +9.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -7.19% | -1.56% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.27% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.50% | -0.90% |
Volatility
XT01.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) is 1.25%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XT01.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 4.26% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 10.73% | -6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 12.95% | -6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.44% | 14.44% | -7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.26% | 15.61% | -8.35% |
XT01.DE vs. XSX6.DE - Expense Ratio Comparison
XT01.DE has a 0.06% expense ratio, which is lower than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
Neither XT01.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XT01.DE and XSX6.DE have a correlation of -0.18, 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 0.20% for XSX6.DE.
XT01.DE is categorized as Government Bonds, while XSX6.DE is Europe Equities. XT01.DE tracks FTSE US Treasury Short Duration Index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.06% for XT01.DE and 0.20% for XSX6.DE.
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