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XUT3.L vs. IBTS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUT3.L vs. IBTS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) and iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUT3.L is traded in USD, while IBTS.L is traded in GBP. To make them comparable, the IBTS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUT3.L achieves a 0.54% return, which is significantly higher than IBTS.L's 0.40% return. Both investments have delivered pretty close results over the past 10 years, with XUT3.L having a 1.74% annualized return and IBTS.L not far ahead at 1.78%.


XUT3.L

1D
0.10%
1M
0.12%
YTD
0.54%
6M
0.93%
1Y
3.45%
3Y*
4.17%
5Y*
1.86%
10Y*
1.74%

IBTS.L

1D
0.19%
1M
0.27%
YTD
0.40%
6M
1.03%
1Y
3.48%
3Y*
4.15%
5Y*
1.86%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUT3.L vs. IBTS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
0.54%5.06%4.13%4.10%-3.60%-0.62%2.95%3.56%1.44%0.27%
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.40%5.49%4.03%3.79%-3.90%-0.27%2.72%4.40%1.14%0.10%

Correlation

The correlation between XUT3.L and IBTS.L 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

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2009

0.15

The correlation between XUT3.L and IBTS.L shifts across timeframes, from 0.09 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XUT3.L vs. IBTS.L — Risk / Return Rank

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

XUT3.L
XUT3.L Risk / Return Rank: 9191
Overall Rank
XUT3.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9494
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 8989
Martin Ratio Rank

IBTS.L
IBTS.L Risk / Return Rank: 2222
Overall Rank
IBTS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 2020
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2121
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.

XUT3.L vs. IBTS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) and iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.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.


XUT3.LIBTS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+3.78

Omega ratioGain probability vs. loss probability

1.67

1.15

+0.52

Calmar ratioReturn relative to maximum drawdown

5.10

3.24

+1.86

Martin ratioReturn relative to average drawdown

20.02

9.38

+10.63

XUT3.L vs. IBTS.L - Sharpe Ratio Comparison

The current XUT3.L Sharpe Ratio is 3.06, which is higher than the IBTS.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XUT3.L and IBTS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XUT3.LIBTS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

0.85

+2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.37

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.35

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.37

+0.77

Drawdowns

XUT3.L vs. IBTS.L - Drawdown Comparison

The maximum XUT3.L drawdown since its inception was -5.45%, smaller than the maximum IBTS.L drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for XUT3.L and IBTS.L.


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Drawdown Indicators


XUT3.LIBTS.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.45%

-7.24%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

-1.07%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-0.91%

-1.44%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-5.45%

-6.87%

+1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-5.45%

-7.24%

+1.79%

Current Drawdown

Current decline from peak

-0.12%

-0.38%

+0.26%

Average Drawdown

Average peak-to-trough decline

-0.72%

-1.16%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

0.37%

-0.20%

Volatility

XUT3.L vs. IBTS.L - Volatility Comparison

The current volatility for Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) is 0.41%, while iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) has a volatility of 1.34%. This indicates that XUT3.L experiences smaller price fluctuations and is considered to be less risky than IBTS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUT3.LIBTS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

1.34%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

3.29%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.13%

4.08%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.90%

5.02%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.50%

5.07%

-3.57%

XUT3.L vs. IBTS.L - Expense Ratio Comparison

XUT3.L has a 0.06% expense ratio, which is lower than IBTS.L's 0.07% 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

XUT3.L vs. IBTS.L - Dividend Comparison

XUT3.L's dividend yield for the trailing twelve months is around 2.84%, less than IBTS.L's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.84%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%0.00%0.00%

Frequently Asked Questions


XUT3.L and IBTS.L 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, XUT3.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUT3.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IBTS.L.

XUT3.L tracks iBoxx USD Treasuries 1-3 Index, while IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for XUT3.L and 0.07% for IBTS.L.

Portfolio Optimizer

Find the right allocation for XUT3.L and IBTS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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