PortfoliosLab logoPortfoliosLab logo
XUTD.L vs. XDWT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTD.L vs. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XUTD.L achieves a -0.22% return, which is significantly lower than XDWT.L's 24.10% return. Over the past 10 years, XUTD.L has underperformed XDWT.L with an annualized return of 0.90%, while XDWT.L has yielded a comparatively higher 24.28% annualized 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%

XDWT.L

1D
-1.87%
1M
13.92%
YTD
24.10%
6M
23.59%
1Y
51.40%
3Y*
32.85%
5Y*
21.37%
10Y*
24.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTD.L vs. XDWT.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%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
24.10%22.42%33.90%54.82%-31.38%29.86%44.46%46.27%-3.14%37.72%

Correlation

The correlation between XUTD.L and XDWT.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.07

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

0.04

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2016

-0.08

The correlation between XUTD.L and XDWT.L shifts across timeframes, from -0.08 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XUTD.L vs. XDWT.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

XDWT.L
XDWT.L Risk / Return Rank: 6868
Overall Rank
XDWT.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6969
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5454
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. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.LXDWT.LDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratioReturn relative to maximum drawdown

1.21

3.03

-1.83

Martin ratioReturn relative to average drawdown

3.71

9.02

-5.31

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

The current XUTD.L Sharpe Ratio is 1.01, which is lower than the XDWT.L Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of XUTD.L and XDWT.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.


Loading charts...

Sharpe Ratios by Period


XUTD.LXDWT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.51

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.90

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

1.11

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.11

-0.68

Drawdowns

XUTD.L vs. XDWT.L - Drawdown Comparison

The maximum XUTD.L drawdown since its inception was -19.61%, smaller than the maximum XDWT.L drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for XUTD.L and XDWT.L.


Loading charts...

Drawdown Indicators


XUTD.LXDWT.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-35.99%

+16.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-16.86%

+13.81%

Max Drawdown (3Y)

Largest decline over 3 years

-5.47%

-26.10%

+20.63%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-35.99%

+18.98%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

-35.99%

+16.38%

Current Drawdown

Current decline from peak

-7.53%

-2.66%

-4.87%

Average Drawdown

Average peak-to-trough decline

-5.55%

-6.41%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

5.68%

-4.69%

Volatility

XUTD.L vs. XDWT.L - Volatility Comparison

The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.L) is 1.40%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.39%. This indicates that XUTD.L experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XUTD.LXDWT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

7.39%

-5.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

15.71%

-13.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

20.39%

-16.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

23.62%

-17.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.05%

22.09%

-17.04%

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

XUTD.L has a 0.06% expense ratio, which is lower than XDWT.L's 0.25% 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. XDWT.L - Dividend Comparison

XUTD.L's dividend yield for the trailing twelve months is around 3.48%, while XDWT.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
XDWT.L
Xtrackers MSCI World Information Technology 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.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 XDWT.L have a correlation of 0.13, 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 0.25% for XDWT.L.

XUTD.L is categorized as Government Bonds, while XDWT.L is Technology Equities. XUTD.L tracks iBoxx USD Treasuries Index, while XDWT.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.06% for XUTD.L and 0.25% for XDWT.L.

Portfolio Optimizer

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

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

Open Portfolio Optimizer