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

Performance

XUTD.L vs. VUTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUTD.L is traded in USD, while VUTY.L is traded in GBP. To make them comparable, the VUTY.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUTD.L achieves a -0.22% return, which is significantly higher than VUTY.L's -0.45% return. Both investments have delivered pretty close results over the past 10 years, with XUTD.L having a 0.90% annualized return and VUTY.L not far behind at 0.89%.


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%

VUTY.L

1D
-0.29%
1M
0.02%
YTD
-0.45%
6M
-0.06%
1Y
3.28%
3Y*
2.76%
5Y*
-0.46%
10Y*
0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTD.L vs. VUTY.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%2.22%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
-0.45%6.33%0.84%3.23%-12.36%-2.01%7.17%7.86%0.60%2.04%

Correlation

The correlation between XUTD.L and VUTY.L is 0.58, 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

0.58

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

0.72

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2016

0.65

The correlation between XUTD.L and VUTY.L shifts across timeframes, from 0.58 (1 year) to 0.72 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XUTD.L vs. VUTY.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

VUTY.L
VUTY.L Risk / Return Rank: 2121
Overall Rank
VUTY.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VUTY.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
VUTY.L Omega Ratio Rank: 2020
Omega Ratio Rank
VUTY.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
VUTY.L Martin Ratio Rank: 1919
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. VUTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.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.LVUTY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.18

1.12

+0.05

Calmar ratioReturn relative to maximum drawdown

1.21

1.19

+0.02

Martin ratioReturn relative to average drawdown

3.71

3.50

+0.22

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

The current XUTD.L Sharpe Ratio is 1.01, which is higher than the VUTY.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of XUTD.L and VUTY.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.LVUTY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.73

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.07

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.13

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.13

+0.30

Drawdowns

XUTD.L vs. VUTY.L - Drawdown Comparison

The maximum XUTD.L drawdown since its inception was -19.61%, roughly equal to the maximum VUTY.L drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for XUTD.L and VUTY.L.


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Drawdown Indicators


XUTD.LVUTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-19.23%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-3.02%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.47%

-5.45%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-16.66%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

-19.23%

-0.38%

Current Drawdown

Current decline from peak

-7.53%

-7.67%

+0.14%

Average Drawdown

Average peak-to-trough decline

-5.55%

-6.93%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.03%

-0.04%

Volatility

XUTD.L vs. VUTY.L - Volatility Comparison

The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) is 1.40%, while Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) has a volatility of 1.54%. This indicates that XUTD.L experiences smaller price fluctuations and is considered to be less risky than VUTY.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.LVUTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.54%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

3.61%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

4.95%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

7.03%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.05%

6.79%

-1.74%

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

XUTD.L has a 0.06% expense ratio, which is higher than VUTY.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. VUTY.L - Dividend Comparison

XUTD.L's dividend yield for the trailing twelve months is around 3.48%, less than VUTY.L's 4.27% yield.


PositionTTM2025202420232022202120202019201820172016
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
4.27%4.40%4.00%3.47%2.06%1.19%1.64%2.42%2.24%1.64%0.92%
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 VUTY.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XUTD.L tracks iBoxx USD Treasuries Index, while VUTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.06% for XUTD.L and 0.05% for VUTY.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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