XUTD.DE vs. EXVM.DE
XUTD.DE (Xtrackers II US Treasuries UCITS ETF 1D) and EXVM.DE (iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)) are both Government Bonds funds - XUTD.DE tracks the iBoxx USD Treasuries Index while EXVM.DE tracks the eb.rexx Government Germany 0-1 Index. Both are passively managed. Over the past 10 years, XUTD.DE returned 0.37%/yr vs 0.30%/yr for EXVM.DE. At a 0.03 correlation, their price movements are largely independent. XUTD.DE charges 0.06%/yr vs 0.13%/yr for EXVM.DE.
Performance
XUTD.DE vs. EXVM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUTD.DE achieves a 2.75% return, which is significantly higher than EXVM.DE's 0.82% return. Over the past 10 years, XUTD.DE has outperformed EXVM.DE with an annualized return of 0.37%, while EXVM.DE has yielded a comparatively lower 0.30% annualized return.
XUTD.DE
- 1D
- 0.28%
- 1M
- 0.99%
- 6M
- 1.39%
- YTD
- 2.75%
- 1Y
- 4.89%
- 3Y*
- 2.24%
- 5Y*
- -0.10%
- 10Y*
- 0.37%
EXVM.DE
- 1D
- -0.03%
- 1M
- 0.16%
- 6M
- 0.84%
- YTD
- 0.82%
- 1Y
- 1.67%
- 3Y*
- 2.59%
- 5Y*
- 1.44%
- 10Y*
- 0.30%
XUTD.DE vs. EXVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 2.75% | -5.36% | 6.37% | 0.41% | -7.34% | 5.70% | -1.66% | 9.77% | 4.36% | -9.23% |
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 0.82% | 2.06% | 3.37% | 2.36% | -1.00% | -0.83% | -0.79% | -0.80% | -0.84% | -0.97% |
Correlation
The correlation between XUTD.DE and EXVM.DE is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2016 | 0.03 |
The correlation between XUTD.DE and EXVM.DE shifts across timeframes, from -0.12 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XUTD.DE vs. EXVM.DE — Risk / Return Rank
XUTD.DE
EXVM.DE
XUTD.DE vs. EXVM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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.
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.
| XUTD.DE | EXVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.68 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 14.11 | -12.87 |
| Martin ratioReturn relative to average drawdown | 3.18 | 54.31 | -51.13 |
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Drawdowns
XUTD.DE vs. EXVM.DE - Drawdown Comparison
The maximum XUTD.DE drawdown since its inception was -18.01%, which is greater than EXVM.DE's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and EXVM.DE.
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Drawdown Indicators
| XUTD.DE | EXVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.01% | -6.33% | -11.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.92% | -0.12% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -11.06% | -0.13% | -10.93% |
Max Drawdown (5Y)Largest decline over 5 years | -13.06% | -1.61% | -11.45% |
Max Drawdown (10Y)Largest decline over 10 years | -18.01% | -5.60% | -12.41% |
Current DrawdownCurrent decline from peak | -11.96% | -0.03% | -11.93% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -1.75% | -7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 0.03% | +1.50% |
Volatility
XUTD.DE vs. EXVM.DE - Volatility Comparison
Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) has a higher volatility of 1.26% compared to iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) at 0.12%. This indicates that XUTD.DE's price experiences larger fluctuations and is considered to be riskier than EXVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUTD.DE | EXVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 0.12% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 0.36% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 0.53% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.12% | 0.51% | +7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 0.79% | +7.01% |
XUTD.DE vs. EXVM.DE - Expense Ratio Comparison
XUTD.DE has a 0.06% expense ratio, which is lower than EXVM.DE's 0.13% 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
XUTD.DE vs. EXVM.DE - Dividend Comparison
XUTD.DE's dividend yield for the trailing twelve months is around 3.41%, more than EXVM.DE's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 1.06% | 1.14% | 0.77% | 0.80% | 0.61% | 0.78% | 0.96% | 1.10% | 1.05% | 1.15% | 1.51% | 1.63% |
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 3.41% | 3.43% | 3.53% | 2.45% | 1.97% | 3.26% | 1.18% | 1.46% | 1.26% | 1.50% | 1.97% | 0.00% |
Frequently Asked Questions
XUTD.DE and EXVM.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUTD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUTD.DE is cheaper with a 0.06% expense ratio, compared with 0.13% for EXVM.DE.
XUTD.DE tracks iBoxx USD Treasuries Index, while EXVM.DE tracks eb.rexx Government Germany 0-1 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for XUTD.DE and 0.13% for EXVM.DE.
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