PortfoliosLab logoPortfoliosLab logo
XUT3.L vs. T3GB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUT3.L vs. T3GB.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 Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist) (T3GB.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XUT3.L is traded in USD, while T3GB.L is traded in GBp. To make them comparable, the T3GB.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 0.68% return, which is significantly lower than T3GB.L's 0.72% return.


XUT3.L

1D
0.09%
1M
0.02%
6M
0.74%
YTD
0.68%
1Y
3.07%
3Y*
4.20%
5Y*
1.91%
10Y*
1.73%

T3GB.L

1D
-0.16%
1M
1.40%
6M
1.39%
YTD
0.72%
1Y
3.35%
3Y*
5.09%
5Y*
1.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUT3.L vs. T3GB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
0.68%5.06%4.13%4.10%-3.60%-0.62%2.95%1.17%
T3GB.L
Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist)
0.72%12.86%2.06%8.80%-14.74%-1.80%5.75%4.57%

Correlation

The correlation between XUT3.L and T3GB.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2019

0.33

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XUT3.L vs. T3GB.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: 9494
Overall Rank
XUT3.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9595
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 9393
Martin Ratio Rank

T3GB.L
T3GB.L Risk / Return Rank: 9393
Overall Rank
T3GB.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
T3GB.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
T3GB.L Omega Ratio Rank: 9494
Omega Ratio Rank
T3GB.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
T3GB.L Martin Ratio Rank: 9191
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. T3GB.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 Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist) (T3GB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XUT3.LT3GB.LDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.73

Omega ratioGain probability vs. loss probability

1.59

1.08

+0.51

Calmar ratioReturn relative to maximum drawdown

4.65

0.73

+3.92

Martin ratioReturn relative to average drawdown

17.93

1.48

+16.45

XUT3.L vs. T3GB.L - Sharpe Ratio Comparison

The current XUT3.L Sharpe Ratio is 2.76, which is higher than the T3GB.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of XUT3.L and T3GB.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.


Loading charts...

Drawdowns

XUT3.L vs. T3GB.L - Drawdown Comparison

The maximum XUT3.L drawdown since its inception was -5.45%, smaller than the maximum T3GB.L drawdown of -29.14%. Use the drawdown chart below to compare losses from any high point for XUT3.L and T3GB.L.


Loading charts...

Drawdown Indicators


XUT3.LT3GB.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.45%

-29.14%

+23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

-4.59%

+3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-0.91%

-9.45%

+8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-5.45%

-27.85%

+22.40%

Max Drawdown (10Y)

Largest decline over 10 years

-5.45%

Current Drawdown

Current decline from peak

-0.04%

-2.10%

+2.06%

Average Drawdown

Average peak-to-trough decline

-0.55%

-7.75%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

2.26%

-2.09%

Volatility

XUT3.L vs. T3GB.L - Volatility Comparison

The current volatility for Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) is 0.36%, while Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist) (T3GB.L) has a volatility of 1.79%. This indicates that XUT3.L experiences smaller price fluctuations and is considered to be less risky than T3GB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XUT3.LT3GB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

1.79%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

5.28%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

1.13%

7.01%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.89%

9.24%

-7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.49%

9.34%

-7.85%

XUT3.L vs. T3GB.L - Expense Ratio Comparison

XUT3.L has a 0.06% expense ratio, which is lower than T3GB.L's 0.10% 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. T3GB.L - Dividend Comparison

XUT3.L's dividend yield for the trailing twelve months is around 2.83%, less than T3GB.L's 3.84% yield.


PositionTTM202520242023202220212020201920182017
T3GB.L
Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist)
3.84%3.95%4.36%4.05%1.98%0.28%1.15%0.81%0.00%0.00%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.83%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%

Frequently Asked Questions


XUT3.L and T3GB.L have a correlation of 0.34, 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 0.10% for T3GB.L.

XUT3.L is categorized as Government Bonds, while T3GB.L is Short-Term Bond. XUT3.L tracks iBoxx USD Treasuries 1-3 Index, while T3GB.L tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.06% for XUT3.L and 0.10% for T3GB.L.

Portfolio Optimizer

Find the right allocation for XUT3.L and T3GB.L

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

Open Portfolio Optimizer