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DBXT.DE vs. C101.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXT.DE vs. C101.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) and Amundi USD Fed Funds Rate UCITS ETF (Dist) (C101.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, DBXT.DE achieves a 1.02% return, which is significantly lower than C101.DE's 4.67% return. Over the past 10 years, DBXT.DE has underperformed C101.DE with an annualized return of 0.73%, while C101.DE has yielded a comparatively higher 2.02% annualized return.


DBXT.DE

1D
0.02%
1M
0.19%
6M
0.99%
YTD
1.02%
1Y
1.99%
3Y*
2.99%
5Y*
1.99%
10Y*
0.73%

C101.DE

1D
0.11%
1M
1.80%
6M
4.56%
YTD
4.67%
1Y
6.82%
3Y*
2.99%
5Y*
4.32%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXT.DE vs. C101.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXT.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
1.02%2.22%3.80%3.29%-0.04%-0.58%-0.56%-0.49%-0.48%-0.51%
C101.DE
Amundi USD Fed Funds Rate UCITS ETF (Dist)
4.67%-7.37%11.40%1.49%7.85%8.35%-8.62%4.98%6.68%-11.53%

Correlation

The correlation between DBXT.DE and C101.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.07

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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2008

0.01

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Return for Risk

DBXT.DE vs. C101.DE — Risk / Return Rank

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

DBXT.DE
DBXT.DE Risk / Return Rank: 9999
Overall Rank
DBXT.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DBXT.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
DBXT.DE Omega Ratio Rank: 9999
Omega Ratio Rank
DBXT.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
DBXT.DE Martin Ratio Rank: 100100
Martin Ratio Rank

C101.DE
C101.DE Risk / Return Rank: 3737
Overall Rank
C101.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
C101.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
C101.DE Omega Ratio Rank: 3333
Omega Ratio Rank
C101.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
C101.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.

DBXT.DE vs. C101.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) and Amundi USD Fed Funds Rate UCITS ETF (Dist) (C101.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.


DBXT.DEC101.DEDifference
Sharpe ratioReturn per unit of total volatility

+9.25

Sortino ratioReturn per unit of downside risk

+23.10

Omega ratioGain probability vs. loss probability

5.49

1.20

+4.30

Calmar ratioReturn relative to maximum drawdown

73.33

1.97

+71.36

Martin ratioReturn relative to average drawdown

349.66

4.66

+345.00

DBXT.DE vs. C101.DE - Sharpe Ratio Comparison

The current DBXT.DE Sharpe Ratio is 10.37, which is higher than the C101.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DBXT.DE and C101.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

DBXT.DE vs. C101.DE - Drawdown Comparison

The maximum DBXT.DE drawdown since its inception was -4.63%, smaller than the maximum C101.DE drawdown of -19.75%. Use the drawdown chart below to compare losses from any high point for DBXT.DE and C101.DE.


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Drawdown Indicators


DBXT.DEC101.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.63%

-19.75%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-3.45%

+3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

-11.67%

+11.55%

Max Drawdown (5Y)

Largest decline over 5 years

-1.59%

-11.67%

+10.08%

Max Drawdown (10Y)

Largest decline over 10 years

-4.14%

-16.21%

+12.07%

Current Drawdown

Current decline from peak

0.00%

-5.41%

+5.41%

Average Drawdown

Average peak-to-trough decline

-0.90%

-7.32%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.46%

-1.45%

Volatility

DBXT.DE vs. C101.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) is 0.06%, while Amundi USD Fed Funds Rate UCITS ETF (Dist) (C101.DE) has a volatility of 1.71%. This indicates that DBXT.DE experiences smaller price fluctuations and is considered to be less risky than C101.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXT.DEC101.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

1.71%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

4.27%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

6.07%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.87%

7.44%

-6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.13%

7.02%

-5.89%

DBXT.DE vs. C101.DE - Expense Ratio Comparison

Both DBXT.DE and C101.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

DBXT.DE vs. C101.DE - Dividend Comparison

DBXT.DE has not paid dividends to shareholders, while C101.DE's dividend yield for the trailing twelve months is around 4.31%.


PositionTTM20252024202320222021202020192018
C101.DE
Amundi USD Fed Funds Rate UCITS ETF (Dist)
4.31%4.51%5.40%4.63%0.37%0.14%1.13%1.83%1.52%
DBXT.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBXT.DE and C101.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DBXT.DE and C101.DE have the same expense ratio: 0.10% per year.

DBXT.DE tracks Solactive €STR +8.5 Daily Index, while C101.DE tracks Solactive Fed Funds Effective Rate Total Return Index. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

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