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

Performance

XUTD.DE vs. TRDS.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 Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XUTD.DE having a 3.91% return and TRDS.DE slightly lower at 3.87%.


XUTD.DE

1D
-0.12%
1M
3.16%
YTD
3.91%
6M
4.35%
1Y
5.89%
3Y*
1.65%
5Y*
0.60%
10Y*
0.46%

TRDS.DE

1D
-0.47%
1M
3.14%
YTD
3.87%
6M
4.21%
1Y
5.74%
3Y*
1.67%
5Y*
0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
3.91%-5.36%6.37%0.41%-7.34%5.70%-1.66%10.05%
TRDS.DE
Invesco US Treasury Bond UCITS ETF Dist
3.87%-5.42%6.49%0.35%-6.88%5.85%-1.83%-4.56%

Correlation

The correlation between XUTD.DE and TRDS.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2019

0.85

The correlation between XUTD.DE and TRDS.DE shifts across timeframes, from 0.85 (all time) to 0.99 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XUTD.DE vs. TRDS.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: 3131
Overall Rank
XUTD.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XUTD.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
XUTD.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XUTD.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
XUTD.DE Martin Ratio Rank: 2929
Martin Ratio Rank

TRDS.DE
TRDS.DE Risk / Return Rank: 2929
Overall Rank
TRDS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRDS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
TRDS.DE Omega Ratio Rank: 2727
Omega Ratio Rank
TRDS.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
TRDS.DE Martin Ratio Rank: 2929
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. TRDS.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 Invesco US Treasury Bond UCITS ETF Dist (TRDS.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.DETRDS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.50

1.43

+0.06

Martin ratioReturn relative to average drawdown

3.88

3.72

+0.16

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

The current XUTD.DE Sharpe Ratio is 1.05, which is comparable to the TRDS.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of XUTD.DE and TRDS.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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Drawdowns

XUTD.DE vs. TRDS.DE - Drawdown Comparison

The maximum XUTD.DE drawdown since its inception was -18.01%, roughly equal to the maximum TRDS.DE drawdown of -17.30%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and TRDS.DE.


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Drawdown Indicators


XUTD.DETRDS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.01%

-17.30%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-3.98%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.06%

-10.99%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

-12.94%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-18.01%

Current Drawdown

Current decline from peak

-10.96%

-10.21%

-0.75%

Average Drawdown

Average peak-to-trough decline

-9.37%

-10.36%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.54%

-0.02%

Volatility

XUTD.DE vs. TRDS.DE - Volatility Comparison

The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) is 1.47%, while Invesco US Treasury Bond UCITS ETF Dist (TRDS.DE) has a volatility of 1.77%. This indicates that XUTD.DE experiences smaller price fluctuations and is considered to be less risky than TRDS.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.DETRDS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.77%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

4.10%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

5.70%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

8.04%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

8.67%

-0.71%

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

Both XUTD.DE and TRDS.DE have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XUTD.DE vs. TRDS.DE - Dividend Comparison

XUTD.DE's dividend yield for the trailing twelve months is around 3.37%, less than TRDS.DE's 4.17% yield.


PositionTTM2025202420232022202120202019201820172016
TRDS.DE
Invesco US Treasury Bond UCITS ETF Dist
4.17%4.31%4.13%3.87%1.99%1.10%1.69%1.96%0.00%0.00%0.00%
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
3.37%3.43%3.53%2.45%1.97%3.26%1.18%1.46%1.26%1.50%1.97%

Frequently Asked Questions


With a correlation of 0.97, XUTD.DE and TRDS.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.

Both ETFs have the same 0.06% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XUTD.DE and TRDS.DE have the same expense ratio: 0.06% per year.

XUTD.DE tracks iBoxx USD Treasuries Index, while TRDS.DE tracks Bloomberg US Treasury Index. They also come from different issuers: Xtrackers and Invesco.

Portfolio Optimizer

Find the right allocation for XUTD.DE and TRDS.DE

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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