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XUTD.L vs. IBTA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTD.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). 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.L achieves a 0.46% return, which is significantly lower than IBTA.L's 0.51% return.


XUTD.L

1D
0.14%
1M
1.11%
YTD
0.46%
6M
0.84%
1Y
3.75%
3Y*
3.06%
5Y*
-0.36%
10Y*
0.80%

IBTA.L

1D
0.00%
1M
0.34%
YTD
0.51%
6M
0.85%
1Y
3.12%
3Y*
4.33%
5Y*
1.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTD.L vs. IBTA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
0.46%6.38%0.77%3.90%-12.78%-2.45%7.94%7.21%0.66%0.84%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.51%5.34%4.07%4.21%-3.75%-0.64%3.14%3.62%1.40%-0.20%

Correlation

The correlation between XUTD.L and IBTA.L is 0.54, 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

0.54

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

0.63

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

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.59

The correlation between XUTD.L and IBTA.L shifts across timeframes, from 0.54 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XUTD.L vs. IBTA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUTD.L
XUTD.L Risk / Return Rank: 2828
Overall Rank
XUTD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XUTD.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
XUTD.L Omega Ratio Rank: 2828
Omega Ratio Rank
XUTD.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
XUTD.L Martin Ratio Rank: 2727
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 8484
Overall Rank
IBTA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9393
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8686
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.L vs. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). 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.LIBTA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.18

1.55

-0.37

Calmar ratioReturn relative to maximum drawdown

1.22

4.62

-3.40

Martin ratioReturn relative to average drawdown

3.46

15.80

-12.33

XUTD.L vs. IBTA.L - Sharpe Ratio Comparison

The current XUTD.L Sharpe Ratio is 1.04, which is lower than the IBTA.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XUTD.L and IBTA.L, 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.L vs. IBTA.L - Drawdown Comparison

The maximum XUTD.L drawdown since its inception was -19.61%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for XUTD.L and IBTA.L.


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Drawdown Indicators


XUTD.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-5.80%

-13.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-0.67%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-0.89%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-5.70%

-11.31%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

Current Drawdown

Current decline from peak

-6.90%

0.00%

-6.90%

Average Drawdown

Average peak-to-trough decline

-4.86%

-0.96%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.20%

+0.88%

Volatility

XUTD.L vs. IBTA.L - Volatility Comparison

Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) has a higher volatility of 1.00% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.52%. This indicates that XUTD.L's price experiences larger fluctuations and is considered to be riskier than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUTD.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.52%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

1.13%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

1.58%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

2.17%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

1.93%

+3.11%

XUTD.L vs. IBTA.L - Expense Ratio Comparison

XUTD.L has a 0.06% expense ratio, which is lower than IBTA.L's 0.07% 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.L vs. IBTA.L - Dividend Comparison

XUTD.L's dividend yield for the trailing twelve months is around 3.45%, while IBTA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
3.45%3.27%3.65%2.39%1.95%3.42%1.08%1.47%1.35%1.34%2.12%

Frequently Asked Questions


XUTD.L and IBTA.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUTD.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUTD.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IBTA.L.

XUTD.L tracks iBoxx USD Treasuries Index, while IBTA.L tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for XUTD.L and 0.07% for IBTA.L.

Portfolio Optimizer

Find the right allocation for XUTD.L and IBTA.L

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