D5BE.DE vs. XEON.DE
D5BE.DE (Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - D5BE.DE is a Government Bonds fund tracking the iBoxx USD Treasuries 1-3 Index, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, D5BE.DE returned 1.45%/yr vs 0.72%/yr for XEON.DE. At a correlation of -0.01, they often move in opposite directions. D5BE.DE charges 0.06%/yr vs 0.10%/yr for XEON.DE.
Performance
D5BE.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BE.DE achieves a 3.59% return, which is significantly higher than XEON.DE's 0.98% return. Over the past 10 years, D5BE.DE has outperformed XEON.DE with an annualized return of 1.45%, while XEON.DE has yielded a comparatively lower 0.72% annualized return.
D5BE.DE
- 1D
- 0.08%
- 1M
- 1.73%
- 6M
- 3.42%
- YTD
- 3.59%
- 1Y
- 6.13%
- 3Y*
- 2.70%
- 5Y*
- 2.64%
- 10Y*
- 1.45%
XEON.DE
- 1D
- 0.00%
- 1M
- 0.17%
- 6M
- 0.97%
- YTD
- 0.98%
- 1Y
- 1.98%
- 3Y*
- 2.96%
- 5Y*
- 1.98%
- 10Y*
- 0.72%
D5BE.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 3.59% | -6.60% | 10.00% | 0.62% | 2.33% | 7.69% | -6.19% | 6.04% | 6.14% | -11.86% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.98% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between D5BE.DE and XEON.DE is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2009 | -0.01 |
The correlation between D5BE.DE and XEON.DE shifts across timeframes, from -0.11 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BE.DE vs. XEON.DE — Risk / Return Rank
D5BE.DE
XEON.DE
D5BE.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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.
| D5BE.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.95 | ||
| Sortino ratioReturn per unit of downside risk | -20.34 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 4.45 | -3.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 69.56 | -67.83 |
| Martin ratioReturn relative to average drawdown | 4.31 | 323.59 | -319.28 |
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Drawdowns
D5BE.DE vs. XEON.DE - Drawdown Comparison
The maximum D5BE.DE drawdown since its inception was -20.28%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and XEON.DE.
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Drawdown Indicators
| D5BE.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -3.71% | -16.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -0.03% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -0.08% | -10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -12.50% | -0.66% | -11.84% |
Max Drawdown (10Y)Largest decline over 10 years | -20.28% | -3.21% | -17.07% |
Current DrawdownCurrent decline from peak | -5.38% | 0.00% | -5.38% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -0.88% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 0.01% | +1.41% |
Volatility
D5BE.DE vs. XEON.DE - Volatility Comparison
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) has a higher volatility of 1.45% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.05%. This indicates that D5BE.DE's price experiences larger fluctuations and is considered to be riskier than XEON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BE.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 0.05% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 0.15% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.51% | 0.22% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 0.25% | +6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 0.39% | +8.57% |
D5BE.DE vs. XEON.DE - Expense Ratio Comparison
D5BE.DE has a 0.06% expense ratio, which is lower than XEON.DE's 0.10% 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
D5BE.DE vs. XEON.DE - Dividend Comparison
D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, while XEON.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 2.76% | 2.89% | 2.24% | 1.84% | 1.00% | 2.74% | 2.66% | 1.16% | 0.93% | 0.78% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D5BE.DE and XEON.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BE.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BE.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for XEON.DE.
D5BE.DE is categorized as Government Bonds, while XEON.DE is Bank Loan. D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.06% for D5BE.DE and 0.10% for XEON.DE.
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