XUTD.DE vs. XT01.DE
XUTD.DE (Xtrackers II US Treasuries UCITS ETF 1D) and XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) are both Government Bonds funds from Xtrackers - XUTD.DE tracks the iBoxx USD Treasuries Index while XT01.DE tracks the FTSE US Treasury Short Duration Index. Both are passively managed. Over the past 5 years, XUTD.DE returned 0.47%/yr vs 4.31%/yr for XT01.DE. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.06% expense ratio.
Performance
XUTD.DE vs. XT01.DE - Performance Comparison
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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*
- —
XUTD.DE vs. XT01.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
XUTD.DE
XT01.DE
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.DE | XT01.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XUTD.DE | XT01.DE | Difference | |
|---|---|---|---|
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.DE | XT01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.39% | -7.19% | -6.20% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -4.90% | -4.45% |
Ulcer IndexDepth 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.DE | XT01.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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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