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

Performance

XUTD.DE vs. XESC.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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

XESC.DE
XESC.DE Risk / Return Rank: 4444
Overall Rank
XESC.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 4646
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. 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.DEXESC.DEDifference
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

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

The current XUTD.DE Sharpe Ratio is 1.05, which is comparable to the XESC.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XUTD.DE and XESC.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. 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.DEXESC.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.96%

-1.71%

-9.25%

Average Drawdown

Average peak-to-trough decline

-9.37%

-9.06%

-0.31%

Ulcer Index

Depth 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.DEXESC.DEDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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