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XUTD.DE vs. XT01.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTD.DE vs. XT01.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 US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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 XT01.DE's 2.61% 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%

XT01.DE

1D
-0.08%
1M
0.98%
YTD
2.61%
6M
2.04%
1Y
2.13%
3Y*
1.88%
5Y*
4.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTD.DE vs. XT01.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
1.08%-5.37%6.37%0.41%-7.33%5.70%-4.84%
XT01.DE
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
2.61%-7.30%11.24%1.44%7.11%8.43%-3.76%

Correlation

The correlation between XUTD.DE and XT01.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.69

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

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.72

The correlation between XUTD.DE and XT01.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

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Return for Risk

XUTD.DE vs. XT01.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

XT01.DE
XT01.DE Risk / Return Rank: 1515
Overall Rank
XT01.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XT01.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XT01.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XT01.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XT01.DE Martin Ratio Rank: 1515
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. XT01.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 US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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.DEXT01.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.46

0.63

-0.17

Martin ratioReturn relative to average drawdown

1.12

1.33

-0.21

XUTD.DE vs. XT01.DE - Sharpe Ratio Comparison

The current XUTD.DE Sharpe Ratio is 0.32, which is comparable to the XT01.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XUTD.DE and XT01.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.DEXT01.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.35

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.57

-0.52

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

0.44

-0.39

Drawdowns

XUTD.DE vs. XT01.DE - Drawdown Comparison

The maximum XUTD.DE drawdown since its inception was -18.01%, which is greater than XT01.DE's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and XT01.DE.


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Drawdown Indicators


XUTD.DEXT01.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.01%

-11.68%

-6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-3.40%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-11.06%

-11.68%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

-11.68%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-18.01%

Current Drawdown

Current decline from peak

-13.39%

-7.19%

-6.20%

Average Drawdown

Average peak-to-trough decline

-9.35%

-4.90%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.60%

0.00%

Volatility

XUTD.DE vs. XT01.DE - Volatility Comparison

The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) is 0.92%, while Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) has a volatility of 1.25%. This indicates that XUTD.DE experiences smaller price fluctuations and is considered to be less risky than XT01.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.DEXT01.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

1.25%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

4.02%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

6.04%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

7.44%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

7.26%

+0.68%

XUTD.DE vs. XT01.DE - Expense Ratio Comparison

Both XUTD.DE and XT01.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. XT01.DE - Dividend Comparison

XUTD.DE's dividend yield for the trailing twelve months is around 3.47%, while XT01.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
XT01.DE
Xtrackers US Treasuries Ultrashort Bond 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
3.47%3.43%3.53%2.45%1.97%3.26%1.18%1.46%1.26%1.51%1.97%

Frequently Asked Questions


XUTD.DE and XT01.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 XT01.DE have the same expense ratio: 0.06% per year.

XUTD.DE tracks iBoxx USD Treasuries Index, while XT01.DE tracks FTSE US Treasury Short Duration Index.

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