DBXT.DE vs. YCSH.DE
DBXT.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)) and YCSH.DE (iShares € Cash UCITS ETF EUR Acc) are both Money Market funds. DBXT.DE is passively managed, while YCSH.DE is actively managed. Over the past year, DBXT.DE returned 1.99% vs 2.00% for YCSH.DE. At a correlation of -0.03, they often move in opposite directions. Both charge a 0.10% expense ratio.
Performance
DBXT.DE vs. YCSH.DE - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DBXT.DE at 1.02% and YCSH.DE at 1.02%.
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%
YCSH.DE
- 1D
- 0.00%
- 1M
- 0.19%
- 6M
- 1.01%
- YTD
- 1.02%
- 1Y
- 2.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBXT.DE vs. YCSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DBXT.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) | 1.02% | 2.22% | 0.33% |
YCSH.DE iShares € Cash UCITS ETF EUR Acc | 1.02% | 2.26% | 0.25% |
Correlation
The correlation between DBXT.DE and YCSH.DE is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2024 | -0.03 |
The correlation between DBXT.DE and YCSH.DE shifts across timeframes, from -0.13 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBXT.DE vs. YCSH.DE — Risk / Return Rank
DBXT.DE
YCSH.DE
DBXT.DE vs. YCSH.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 iShares € Cash UCITS ETF EUR Acc (YCSH.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.DE | YCSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.50 | ||
| Sortino ratioReturn per unit of downside risk | -26.03 | ||
| Omega ratioGain probability vs. loss probability | 5.49 | 15.29 | -9.80 |
| Calmar ratioReturn relative to maximum drawdown | 73.33 | 88.77 | -15.43 |
| Martin ratioReturn relative to average drawdown | 349.66 | 814.03 | -464.37 |
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Drawdowns
DBXT.DE vs. YCSH.DE - Drawdown Comparison
The maximum DBXT.DE drawdown since its inception was -4.63%, which is greater than YCSH.DE's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for DBXT.DE and YCSH.DE.
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Drawdown Indicators
| DBXT.DE | YCSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.63% | -0.07% | -4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -0.02% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -0.12% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -1.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -4.14% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -0.00% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.00% | +0.01% |
Volatility
DBXT.DE vs. YCSH.DE - Volatility Comparison
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) has a higher volatility of 0.06% compared to iShares € Cash UCITS ETF EUR Acc (YCSH.DE) at 0.03%. This indicates that DBXT.DE's price experiences larger fluctuations and is considered to be riskier than YCSH.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.DE | YCSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 0.03% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 0.14% | 0.09% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.19% | 0.11% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.87% | 0.19% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.13% | 0.19% | +0.94% |
DBXT.DE vs. YCSH.DE - Expense Ratio Comparison
Both DBXT.DE and YCSH.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. YCSH.DE - Dividend Comparison
Neither DBXT.DE nor YCSH.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXT.DE and YCSH.DE 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.
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 YCSH.DE have the same expense ratio: 0.10% per year.
They also come from different issuers: Xtrackers and iShares.
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