XUTD.DE vs. XESC.DE
XUTD.DE (Xtrackers II US Treasuries UCITS ETF 1D) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XUTD.DE is a Government Bonds fund tracking the iBoxx USD Treasuries Index, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XUTD.DE returned 0.46%/yr vs 11.87%/yr for XESC.DE. At a correlation of -0.17, they often move in opposite directions. XUTD.DE charges 0.06%/yr vs 0.09%/yr for XESC.DE.
Performance
XUTD.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUTD.DE achieves a 3.91% return, which is significantly lower than XESC.DE's 9.31% return. Over the past 10 years, XUTD.DE has underperformed XESC.DE with an annualized return of 0.46%, while XESC.DE has yielded a comparatively higher 11.87% annualized return.
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%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XUTD.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 3.91% | -5.36% | 6.37% | 0.41% | -7.34% | 5.70% | -1.66% | 9.77% | 4.36% | -9.23% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XUTD.DE and XESC.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2016 | -0.17 |
The correlation between XUTD.DE and XESC.DE shifts across timeframes, from -0.23 (5 years) to -0.04 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XUTD.DE vs. XESC.DE — Risk / Return Rank
XUTD.DE
XESC.DE
XUTD.DE vs. XESC.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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.96 | -0.46 |
| Martin ratioReturn relative to average drawdown | 3.88 | 6.81 | -2.94 |
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Drawdowns
XUTD.DE vs. XESC.DE - Drawdown Comparison
The maximum XUTD.DE drawdown since its inception was -18.01%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and XESC.DE.
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Drawdown Indicators
| XUTD.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.01% | -46.74% | +28.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.92% | -10.88% | +6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -11.06% | -16.53% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -13.06% | -23.33% | +10.27% |
Max Drawdown (10Y)Largest decline over 10 years | -18.01% | -38.51% | +20.50% |
Current DrawdownCurrent decline from peak | -10.96% | -1.71% | -9.25% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -9.06% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 3.13% | -1.61% |
Volatility
XUTD.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) is 1.47%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that XUTD.DE experiences smaller price fluctuations and is considered to be less risky than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 3.52% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.94% | 13.23% | -9.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 16.03% | -10.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 17.56% | -9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.96% | 17.98% | -10.02% |
XUTD.DE vs. XESC.DE - Expense Ratio Comparison
XUTD.DE has a 0.06% expense ratio, which is lower than XESC.DE's 0.09% 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. XESC.DE - Dividend Comparison
XUTD.DE's dividend yield for the trailing twelve months is around 3.37%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 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 | 3.37% | 3.43% | 3.53% | 2.45% | 1.97% | 3.26% | 1.18% | 1.46% | 1.26% | 1.50% | 1.97% |
Frequently Asked Questions
XUTD.DE and XESC.DE have a correlation of -0.04, 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 0.09% for XESC.DE.
XUTD.DE is categorized as Government Bonds, while XESC.DE is Europe Equities. XUTD.DE tracks iBoxx USD Treasuries Index, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.06% for XUTD.DE and 0.09% for XESC.DE.
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