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XUTD.DE vs. MDBA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTD.DE vs. MDBA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUTD.DE achieves a 1.08% return, which is significantly lower than MDBA.DE's 1.20% return.


XUTD.DE

1D
0.08%
1M
0.88%
YTD
1.08%
6M
0.34%
1Y
1.80%
3Y*
0.11%
5Y*
0.47%
10Y*
0.68%

MDBA.DE

1D
0.00%
1M
0.73%
YTD
1.20%
6M
0.67%
1Y
1.63%
3Y*
1.12%
5Y*
1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTD.DE vs. MDBA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
1.08%-5.37%6.37%0.41%-7.33%5.70%-1.66%9.76%1.24%
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
1.20%-5.19%8.65%0.89%-1.84%6.67%-4.47%7.64%0.37%

Correlation

The correlation between XUTD.DE and MDBA.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.86

The correlation between XUTD.DE and MDBA.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

XUTD.DE vs. MDBA.DE — Risk / Return Rank

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

XUTD.DE
XUTD.DE Risk / Return Rank: 1414
Overall Rank
XUTD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XUTD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XUTD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XUTD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XUTD.DE Martin Ratio Rank: 1414
Martin Ratio Rank

MDBA.DE
MDBA.DE Risk / Return Rank: 1313
Overall Rank
MDBA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MDBA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
MDBA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MDBA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
MDBA.DE Martin Ratio Rank: 1414
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.

XUTD.DE vs. MDBA.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 UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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.


XUTD.DEMDBA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.06

1.05

0.00

Calmar ratioReturn relative to maximum drawdown

0.46

0.43

+0.03

Martin ratioReturn relative to average drawdown

1.12

1.04

+0.08

XUTD.DE vs. MDBA.DE - Sharpe Ratio Comparison

The current XUTD.DE Sharpe Ratio is 0.32, which is comparable to the MDBA.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of XUTD.DE and MDBA.DE, 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


XUTD.DEMDBA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.31

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.26

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.24

-0.19

Drawdowns

XUTD.DE vs. MDBA.DE - Drawdown Comparison

The maximum XUTD.DE drawdown since its inception was -18.01%, which is greater than MDBA.DE's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and MDBA.DE.


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Drawdown Indicators


XUTD.DEMDBA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.01%

-12.17%

-5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-3.81%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-11.06%

-10.11%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

-12.02%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.01%

Current Drawdown

Current decline from peak

-13.39%

-6.13%

-7.26%

Average Drawdown

Average peak-to-trough decline

-9.35%

-5.56%

-3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.55%

+0.05%

Volatility

XUTD.DE vs. MDBA.DE - Volatility Comparison

Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) has a higher volatility of 0.92% compared to UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) at 0.85%. This indicates that XUTD.DE's price experiences larger fluctuations and is considered to be riskier than MDBA.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.DEMDBA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.85%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

3.65%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

5.31%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

7.26%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

7.03%

+0.91%

XUTD.DE vs. MDBA.DE - Expense Ratio Comparison

XUTD.DE has a 0.06% expense ratio, which is lower than MDBA.DE's 0.15% 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. MDBA.DE - Dividend Comparison

XUTD.DE's dividend yield for the trailing twelve months is around 3.47%, while MDBA.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
3.47%3.43%3.53%2.45%1.97%3.26%1.18%1.46%1.26%1.51%1.97%

Frequently Asked Questions


With a correlation of 0.92, XUTD.DE and MDBA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.15% for MDBA.DE.

XUTD.DE tracks iBoxx USD Treasuries Index, while MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.06% for XUTD.DE and 0.15% for MDBA.DE.

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