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

Performance

DBXT.DE vs. YCSH.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 iShares € Cash UCITS ETF EUR Acc (YCSH.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
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

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

YCSH.DE
YCSH.DE Risk / Return Rank: 100100
Overall Rank
YCSH.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
YCSH.DE Sortino Ratio Rank: 100100
Sortino Ratio Rank
YCSH.DE Omega Ratio Rank: 100100
Omega Ratio Rank
YCSH.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
YCSH.DE Martin Ratio Rank: 100100
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. 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.DEYCSH.DEDifference
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

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

The current DBXT.DE Sharpe Ratio is 10.37, which is lower than the YCSH.DE Sharpe Ratio of 17.87. The chart below compares the historical Sharpe Ratios of DBXT.DE and YCSH.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. 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.DEYCSH.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.90%

-0.00%

-0.90%

Ulcer Index

Depth 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.DEYCSH.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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