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

Performance

DBXT.DE vs. XEOD.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 Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DBXT.DE having a 1.02% return and XEOD.DE slightly lower at 1.01%. Both investments have delivered pretty close results over the past 10 years, with DBXT.DE having a 0.73% annualized return and XEOD.DE not far behind at 0.72%.


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%

XEOD.DE

1D
0.00%
1M
0.18%
6M
0.96%
YTD
1.01%
1Y
1.96%
3Y*
2.96%
5Y*
1.98%
10Y*
0.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXT.DE vs. XEOD.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%
XEOD.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
1.01%2.22%3.75%3.32%-0.03%-0.58%-0.58%-0.49%-0.49%-0.54%

Correlation

The correlation between DBXT.DE and XEOD.DE is -0.00, 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

-0.00

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

0.13

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

0.28

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

0.26

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

0.31

The correlation between DBXT.DE and XEOD.DE shifts across timeframes, from -0.00 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBXT.DE vs. XEOD.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

XEOD.DE
XEOD.DE Risk / Return Rank: 9999
Overall Rank
XEOD.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XEOD.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEOD.DE Omega Ratio Rank: 9999
Omega Ratio Rank
XEOD.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
XEOD.DE Martin Ratio Rank: 9999
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. XEOD.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 Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.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.DEXEOD.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.13

Sortino ratioReturn per unit of downside risk

+12.64

Omega ratioGain probability vs. loss probability

5.49

2.71

+2.78

Calmar ratioReturn relative to maximum drawdown

73.33

38.69

+34.64

Martin ratioReturn relative to average drawdown

349.66

166.31

+183.35

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

The current DBXT.DE Sharpe Ratio is 10.37, which is higher than the XEOD.DE Sharpe Ratio of 6.23. The chart below compares the historical Sharpe Ratios of DBXT.DE and XEOD.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. XEOD.DE - Drawdown Comparison

The maximum DBXT.DE drawdown since its inception was -4.63%, smaller than the maximum XEOD.DE drawdown of -8.62%. Use the drawdown chart below to compare losses from any high point for DBXT.DE and XEOD.DE.


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Drawdown Indicators


DBXT.DEXEOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.63%

-8.62%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-0.05%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

-0.19%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-1.59%

-0.66%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-4.14%

-3.23%

-0.91%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.90%

-2.23%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

DBXT.DE vs. XEOD.DE - Volatility Comparison

Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) has a higher volatility of 0.06% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) at 0.05%. This indicates that DBXT.DE's price experiences larger fluctuations and is considered to be riskier than XEOD.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.DEXEOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.05%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

0.25%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

0.31%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.87%

0.30%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.13%

0.25%

+0.88%

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

Both DBXT.DE and XEOD.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. XEOD.DE - Dividend Comparison

DBXT.DE has not paid dividends to shareholders, while XEOD.DE's dividend yield for the trailing twelve months is around 1.86%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
XEOD.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
1.86%2.33%3.69%2.85%0.00%0.00%0.00%0.00%0.00%0.00%2.83%0.01%

Frequently Asked Questions


DBXT.DE and XEOD.DE have a correlation of -0.00, 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 XEOD.DE have the same expense ratio: 0.10% per year.

DBXT.DE tracks Solactive €STR +8.5 Daily Index, while XEOD.DE tracks €STR + 8.5 bps.

Portfolio Optimizer

Find the right allocation for DBXT.DE and XEOD.DE

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