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DXS1.DE vs. YCSH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DXS1.DE vs. YCSH.DE

Last updated Jul 4, 2026
See Documentation

DXS1.DE (Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)) and YCSH.DE (iShares € Cash UCITS ETF EUR Acc) are both Money Market funds. DXS1.DE is passively managed, while YCSH.DE is actively managed. Over the past year, DXS1.DE returned 4.44% vs 2.00% for YCSH.DE. At a correlation of -0.05, they often move in opposite directions. Both charge a 0.10% expense ratio.

Performance

DXS1.DE vs. YCSH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.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

In the year-to-date period, DXS1.DE achieves a 3.66% return, which is significantly higher than YCSH.DE's 1.02% return.

DXS1.DE

1D
-0.04%
1M
1.20%
6M
3.49%
YTD
3.66%
1Y
4.44%
3Y*
4.57%
5Y*
3.44%
10Y*
1.72%

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)

DXS1.DE vs. YCSH.DE - Yearly Performance Comparison

2026 (YTD)20252024
DXS1.DE
Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)		3.66%-0.80%1.14%
YCSH.DE
iShares € Cash UCITS ETF EUR Acc		1.02%2.26%0.25%

Correlation

The correlation between DXS1.DE and YCSH.DE is -0.09, 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

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2024

-0.05

Compare stocks, funds, or ETFs

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Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)

iShares € Cash UCITS ETF EUR Acc

Often compared with YCSH.DE:
YCSH.DE vs. XEON.DEYCSH.DE vs. EUNU.DEYCSH.DE vs. SXR8.DEYCSH.DE vs. IUSQ.DEYCSH.DE vs. VAGU.LYCSH.DE vs. ISPA.DEYCSH.DE vs. NQSE.DE

Return for Risk

DXS1.DE vs. YCSH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DXS1.DE
DXS1.DE Risk / Return Rank: 4343
Overall Rank
DXS1.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DXS1.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
DXS1.DE Omega Ratio Rank: 3333
Omega Ratio Rank
DXS1.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
DXS1.DE Martin Ratio Rank: 4949
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.

DXS1.DE vs. YCSH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.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.

DXS1.DEYCSH.DEDifference
Sharpe ratioReturn per unit of total volatility
1.10
17.87

-16.77

Sortino ratioReturn per unit of downside risk
1.53
50.78

-49.24

Omega ratioGain probability vs. loss probability

1.20

15.29

-14.10

Calmar ratioReturn relative to maximum drawdown

2.70

88.77

-86.07

Martin ratioReturn relative to average drawdown

6.84

814.03

-807.19

DXS1.DE vs. YCSH.DE - Sharpe Ratio Comparison

The current DXS1.DE Sharpe Ratio is 1.10, which is lower than the YCSH.DE Sharpe Ratio of 17.87. The chart below compares the historical Sharpe Ratios of DXS1.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

DXS1.DE vs. YCSH.DE - Drawdown Comparison

The maximum DXS1.DE drawdown since its inception was -30.55%, 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 DXS1.DE and YCSH.DE.

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Drawdown Indicators

DXS1.DEYCSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.55%

-0.07%

-30.48%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-0.02%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-4.61%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-7.36%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-16.71%

—

—

Current Drawdown

Current decline from peak

-2.91%

0.00%

-2.91%

Average Drawdown

Average peak-to-trough decline

-12.80%

-0.00%

-12.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.00%

+0.65%

Volatility

DXS1.DE vs. YCSH.DE - Volatility Comparison

Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.DE) has a higher volatility of 0.81% compared to iShares € Cash UCITS ETF EUR Acc (YCSH.DE) at 0.03%. This indicates that DXS1.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

DXS1.DEYCSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

0.03%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

0.09%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

0.11%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

0.19%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.01%

0.19%

+8.82%

DXS1.DE vs. YCSH.DE - Expense Ratio Comparison

Both DXS1.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

DXS1.DE vs. YCSH.DE - Dividend Comparison

DXS1.DE's dividend yield for the trailing twelve months is around 4.08%, while YCSH.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DXS1.DE
Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)		4.08%4.75%4.91%4.04%0.35%0.02%0.57%0.95%0.63%0.20%1.28%0.79%
YCSH.DE
iShares € Cash UCITS ETF EUR 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%

Frequently Asked Questions

DXS1.DE and YCSH.DE have a correlation of -0.09, 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.

DXS1.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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