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XT01.L vs. MUNI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XT01.L vs. MUNI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) and Invesco US Municipal Bond UCITS ETF Dist (MUNI.L). The values are adjusted to include any dividend payments, if applicable.

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XT01.L vs. MUNI.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
1.82%-2.80%6.91%-0.75%12.89%4.36%
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
2.30%-0.23%3.22%1.75%-10.36%8.12%
Different Trading Currencies

XT01.L is traded in GBP, while MUNI.L is traded in USD. To make them comparable, the MUNI.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XT01.L achieves a 1.82% return, which is significantly lower than MUNI.L's 2.30% return.


XT01.L

1D
-0.85%
1M
0.65%
YTD
1.82%
6M
3.02%
1Y
0.93%
3Y*
2.17%
5Y*
4.01%
10Y*

MUNI.L

1D
0.08%
1M
-0.44%
YTD
2.30%
6M
3.04%
1Y
2.11%
3Y*
1.70%
5Y*
0.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XT01.L vs. MUNI.L - Expense Ratio Comparison

XT01.L has a 0.07% expense ratio, which is lower than MUNI.L's 0.28% expense ratio.


Return for Risk

XT01.L vs. MUNI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XT01.L
XT01.L Risk / Return Rank: 1414
Overall Rank
XT01.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XT01.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XT01.L Omega Ratio Rank: 1212
Omega Ratio Rank
XT01.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XT01.L Martin Ratio Rank: 1313
Martin Ratio Rank

MUNI.L
MUNI.L Risk / Return Rank: 6464
Overall Rank
MUNI.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MUNI.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MUNI.L Omega Ratio Rank: 6767
Omega Ratio Rank
MUNI.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
MUNI.L Martin Ratio Rank: 4444
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.L vs. MUNI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) and Invesco US Municipal Bond UCITS ETF Dist (MUNI.L). 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.LMUNI.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.46

-0.33

Sortino ratio

Return per unit of downside risk

0.24

0.71

-0.47

Omega ratio

Gain probability vs. loss probability

1.03

1.09

-0.06

Calmar ratio

Return relative to maximum drawdown

0.19

0.45

-0.26

Martin ratio

Return relative to average drawdown

0.36

1.05

-0.69

XT01.L vs. MUNI.L - Sharpe Ratio Comparison

The current XT01.L Sharpe Ratio is 0.13, which is lower than the MUNI.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of XT01.L and MUNI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XT01.LMUNI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.46

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.16

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.13

+0.14

Correlation

The correlation between XT01.L and MUNI.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XT01.L vs. MUNI.L - Dividend Comparison

XT01.L has not paid dividends to shareholders, while MUNI.L's dividend yield for the trailing twelve months is around 4.56%.


TTM20252024202320222021
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
4.56%4.52%4.60%4.09%3.19%2.01%

Drawdowns

XT01.L vs. MUNI.L - Drawdown Comparison

The maximum XT01.L drawdown since its inception was -15.31%, roughly equal to the maximum MUNI.L drawdown of -15.64%. Use the drawdown chart below to compare losses from any high point for XT01.L and MUNI.L.


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Drawdown Indicators


XT01.LMUNI.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-23.73%

+8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-3.97%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-23.73%

+8.42%

Current Drawdown

Current decline from peak

-5.41%

-5.98%

+0.57%

Average Drawdown

Average peak-to-trough decline

-7.33%

-11.78%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.80%

+0.67%

Volatility

XT01.L vs. MUNI.L - Volatility Comparison

The current volatility for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) is 2.15%, while Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) has a volatility of 2.96%. This indicates that XT01.L experiences smaller price fluctuations and is considered to be less risky than MUNI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XT01.LMUNI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

2.96%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

6.98%

11.79%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

19.13%

-10.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

19.05%

-10.67%