DXSE.DE vs. XEON.DE
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - DXSE.DE is a Health & Biotech Equities fund tracking the MSCI Europe Health Care ESG Screened 20-35, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, DXSE.DE returned 6.10%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.02, they often move in opposite directions. DXSE.DE charges 0.17%/yr vs 0.10%/yr for XEON.DE.
Performance
DXSE.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSE.DE achieves a -1.95% return, which is significantly lower than XEON.DE's 0.80% return. Over the past 10 years, DXSE.DE has outperformed XEON.DE with an annualized return of 6.10%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.
DXSE.DE
- 1D
- 2.90%
- 1M
- 1.98%
- YTD
- -1.95%
- 6M
- -0.40%
- 1Y
- 4.80%
- 3Y*
- 2.51%
- 5Y*
- 5.38%
- 10Y*
- 6.10%
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.97%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
DXSE.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSE.DE Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | -1.95% | 4.97% | 4.52% | 9.56% | -5.75% | 25.75% | -1.94% | 32.90% | -1.01% | 4.42% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between DXSE.DE and XEON.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 (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2007 | -0.02 |
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Return for Risk
DXSE.DE vs. XEON.DE — Risk / Return Rank
DXSE.DE
XEON.DE
DXSE.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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.
| DXSE.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.66 | ||
| Sortino ratioReturn per unit of downside risk | -20.70 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 4.27 | -3.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 69.36 | -68.98 |
| Martin ratioReturn relative to average drawdown | 0.82 | 316.53 | -315.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSE.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 8.94 | -8.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 7.54 | -7.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 1.78 | -1.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.74 | -0.29 |
Drawdowns
DXSE.DE vs. XEON.DE - Drawdown Comparison
The maximum DXSE.DE drawdown since its inception was -34.30%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for DXSE.DE and XEON.DE.
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Drawdown Indicators
| DXSE.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.30% | -3.71% | -30.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -0.03% | -12.64% |
Max Drawdown (3Y)Largest decline over 3 years | -28.10% | -0.08% | -28.02% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -0.71% | -27.39% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | -3.25% | -24.85% |
Current DrawdownCurrent decline from peak | -13.88% | -0.01% | -13.87% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -0.92% | -7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 0.01% | +5.80% |
Volatility
DXSE.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a higher volatility of 5.82% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that DXSE.DE's price experiences larger fluctuations and is considered to be riskier than XEON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSE.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 0.04% | +5.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 0.16% | +11.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 0.22% | +17.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 0.25% | +16.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 0.39% | +15.65% |
DXSE.DE vs. XEON.DE - Expense Ratio Comparison
DXSE.DE has a 0.17% expense ratio, which is higher than XEON.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DXSE.DE vs. XEON.DE - Dividend Comparison
Neither DXSE.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSE.DE and XEON.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.
On fees, XEON.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEON.DE is cheaper with a 0.10% expense ratio, compared with 0.17% for DXSE.DE.
DXSE.DE is categorized as Health & Biotech Equities, while XEON.DE is Bank Loan. DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.17% for DXSE.DE and 0.10% for XEON.DE.
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