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XUTE.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTE.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUTE.DE achieves a -0.78% return, which is significantly lower than BBLL.DE's 4.60% return.


XUTE.DE

1D
-0.07%
1M
0.37%
6M
-0.57%
YTD
-0.78%
1Y
1.15%
3Y*
1.17%
5Y*
-2.48%
10Y*

BBLL.DE

1D
0.10%
1M
1.78%
6M
4.43%
YTD
4.60%
1Y
6.79%
3Y*
2.95%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTE.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XUTE.DE
Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist)
-0.78%4.18%-1.19%1.61%-14.67%-3.37%6.64%0.30%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
4.60%-7.36%11.29%1.33%7.29%8.35%-8.23%-9.76%

Correlation

The correlation between XUTE.DE and BBLL.DE is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.41

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

-0.35

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

-0.27

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2019

-0.20

Over the past year, the inverse relationship between XUTE.DE and BBLL.DE has strengthened: their correlation has moved from -0.20 to -0.41, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

XUTE.DE vs. BBLL.DE — Risk / Return Rank

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

XUTE.DE
XUTE.DE Risk / Return Rank: 1313
Overall Rank
XUTE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XUTE.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XUTE.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XUTE.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
XUTE.DE Martin Ratio Rank: 1313
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 3737
Overall Rank
BBLL.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 3333
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 3636
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.

XUTE.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.

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.


XUTE.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.05

1.20

-0.14

Calmar ratioReturn relative to maximum drawdown

0.33

2.00

-1.67

Martin ratioReturn relative to average drawdown

0.86

4.74

-3.88

XUTE.DE vs. BBLL.DE - Sharpe Ratio Comparison

The current XUTE.DE Sharpe Ratio is 0.31, which is lower than the BBLL.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of XUTE.DE and BBLL.DE, 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

XUTE.DE vs. BBLL.DE - Drawdown Comparison

The maximum XUTE.DE drawdown since its inception was -23.77%, which is greater than BBLL.DE's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for XUTE.DE and BBLL.DE.


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Drawdown Indicators


XUTE.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-17.24%

-6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.49%

-3.38%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-11.65%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.57%

-11.65%

-8.92%

Current Drawdown

Current decline from peak

-16.71%

-5.47%

-11.24%

Average Drawdown

Average peak-to-trough decline

-9.85%

-8.30%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.43%

-0.09%

Volatility

XUTE.DE vs. BBLL.DE - Volatility Comparison

The current volatility for Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.DE) is 0.95%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) has a volatility of 1.69%. This indicates that XUTE.DE experiences smaller price fluctuations and is considered to be less risky than BBLL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUTE.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.69%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

4.30%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

6.06%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

7.45%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

8.27%

-3.18%

XUTE.DE vs. BBLL.DE - Expense Ratio Comparison

XUTE.DE has a 0.10% expense ratio, which is higher than BBLL.DE's 0.07% 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

XUTE.DE vs. BBLL.DE - Dividend Comparison

XUTE.DE's dividend yield for the trailing twelve months is around 3.39%, while BBLL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUTE.DE
Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist)
3.39%3.36%3.56%2.27%2.15%3.30%1.87%1.28%0.85%

Frequently Asked Questions


XUTE.DE and BBLL.DE have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBLL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBLL.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for XUTE.DE.

XUTE.DE tracks iBoxx USD Treasuries Index (EUR Hedged), while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.10% for XUTE.DE and 0.07% for BBLL.DE.

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