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

Performance

XUTD.L vs. TRSX.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 SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.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 -0.22% return, which is significantly lower than TRSX.L's -0.05% return.


XUTD.L

1D
0.20%
1M
0.21%
YTD
-0.22%
6M
0.03%
1Y
3.70%
3Y*
2.89%
5Y*
-0.44%
10Y*
0.90%

TRSX.L

1D
0.23%
1M
-0.00%
YTD
-0.05%
6M
-0.58%
1Y
3.91%
3Y*
2.70%
5Y*
-0.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
-0.22%6.38%0.77%3.91%-12.78%-2.45%7.94%7.21%0.66%-0.09%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
-0.05%8.02%-0.62%3.29%-14.99%-2.94%9.77%6.30%-2.18%-0.07%

Correlation

The correlation between XUTD.L and TRSX.L is 0.63, 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

0.63

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

0.41

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

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

0.30

Over the past year, XUTD.L and TRSX.L have become more correlated (0.63) than their long-term average of 0.30, meaning their price movements have been converging.

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Return for Risk

XUTD.L vs. TRSX.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: 2727
Overall Rank
XUTD.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XUTD.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
XUTD.L Omega Ratio Rank: 2727
Omega Ratio Rank
XUTD.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
XUTD.L Martin Ratio Rank: 2727
Martin Ratio Rank

TRSX.L
TRSX.L Risk / Return Rank: 3333
Overall Rank
TRSX.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TRSX.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
TRSX.L Omega Ratio Rank: 3333
Omega Ratio Rank
TRSX.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
TRSX.L Martin Ratio Rank: 3030
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. TRSX.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 SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.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.


XUTD.LTRSX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratioReturn relative to maximum drawdown

1.21

1.61

-0.40

Martin ratioReturn relative to average drawdown

3.71

4.19

-0.47

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

The current XUTD.L Sharpe Ratio is 1.01, which is comparable to the TRSX.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XUTD.L and TRSX.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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Sharpe Ratios by Period


XUTD.LTRSX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.15

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.22

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.15

+0.28

Drawdowns

XUTD.L vs. TRSX.L - Drawdown Comparison

The maximum XUTD.L drawdown since its inception was -19.61%, smaller than the maximum TRSX.L drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for XUTD.L and TRSX.L.


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Drawdown Indicators


XUTD.LTRSX.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-23.50%

+3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-4.05%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-5.47%

-7.35%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-20.96%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

Current Drawdown

Current decline from peak

-7.53%

-10.55%

+3.02%

Average Drawdown

Average peak-to-trough decline

-5.55%

-11.02%

+5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.25%

-1.26%

Volatility

XUTD.L vs. TRSX.L - Volatility Comparison

The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) is 1.40%, while SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) has a volatility of 1.87%. This indicates that XUTD.L experiences smaller price fluctuations and is considered to be less risky than TRSX.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.LTRSX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.87%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

3.46%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

5.73%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

13.52%

-7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.05%

13.53%

-8.48%

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

XUTD.L has a 0.06% expense ratio, which is higher than TRSX.L's 0.05% expense ratio. However, 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. TRSX.L - Dividend Comparison

XUTD.L's dividend yield for the trailing twelve months is around 3.48%, less than TRSX.L's 4.09% yield.


PositionTTM2025202420232022202120202019201820172016
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.09%3.93%3.59%2.71%1.65%1.02%1.56%0.00%0.00%0.00%0.00%
XUTD.L
Xtrackers II US Treasuries UCITS ETF 1D
3.48%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 TRSX.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRSX.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRSX.L is cheaper with a 0.05% expense ratio, compared with 0.06% for XUTD.L.

XUTD.L tracks iBoxx USD Treasuries Index, while TRSX.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.06% for XUTD.L and 0.05% for TRSX.L.

Portfolio Optimizer

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

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