EGV2.DE vs. XEOD.DE
EGV2.DE (Amundi Smart Overnight Return UCITS ETF (Dist)) and XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) are both Money Market funds - EGV2.DE tracks the ESTR Compounded Index while XEOD.DE tracks the €STR + 8.5 bps. Both are passively managed. Over the past 5 years, EGV2.DE returned 2.20%/yr vs 1.98%/yr for XEOD.DE. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
EGV2.DE vs. XEOD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGV2.DE achieves a 1.27% return, which is significantly higher than XEOD.DE's 1.01% return.
EGV2.DE
- 1D
- 0.04%
- 1M
- 0.02%
- 6M
- 1.23%
- YTD
- 1.27%
- 1Y
- 2.41%
- 3Y*
- 3.26%
- 5Y*
- 2.20%
- 10Y*
- —
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%
EGV2.DE vs. XEOD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | 1.27% | 2.48% | 4.10% | 3.25% | 0.17% | -0.47% | -0.13% |
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 1.01% | 2.22% | 3.75% | 3.32% | -0.03% | -0.58% | -0.19% |
Correlation
The correlation between EGV2.DE and XEOD.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.19 |
The correlation between EGV2.DE and XEOD.DE shifts across timeframes, from -0.02 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EGV2.DE vs. XEOD.DE — Risk / Return Rank
EGV2.DE
XEOD.DE
EGV2.DE vs. XEOD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.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.
| EGV2.DE | XEOD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.01 | ||
| Sortino ratioReturn per unit of downside risk | -8.66 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 2.71 | -1.22 |
| Calmar ratioReturn relative to maximum drawdown | 7.81 | 38.69 | -30.88 |
| Martin ratioReturn relative to average drawdown | 33.51 | 166.31 | -132.79 |
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Drawdowns
EGV2.DE vs. XEOD.DE - Drawdown Comparison
The maximum EGV2.DE drawdown since its inception was -0.86%, smaller than the maximum XEOD.DE drawdown of -8.62%. Use the drawdown chart below to compare losses from any high point for EGV2.DE and XEOD.DE.
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Drawdown Indicators
| EGV2.DE | XEOD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.86% | -8.62% | +7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -0.05% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -0.31% | -0.19% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -0.48% | -0.66% | +0.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.23% | — |
Current DrawdownCurrent decline from peak | -0.01% | 0.00% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -2.23% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 0.01% | +0.06% |
Volatility
EGV2.DE vs. XEOD.DE - Volatility Comparison
Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) has a higher volatility of 0.32% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) at 0.05%. This indicates that EGV2.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
| EGV2.DE | XEOD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 0.05% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | 0.25% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.08% | 0.31% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.72% | 0.30% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.68% | 0.25% | +0.43% |
EGV2.DE vs. XEOD.DE - Expense Ratio Comparison
Both EGV2.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
EGV2.DE vs. XEOD.DE - Dividend Comparison
EGV2.DE's dividend yield for the trailing twelve months is around 2.93%, more than XEOD.DE's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | 2.93% | 2.97% | 3.91% | 2.50% | 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
EGV2.DE and XEOD.DE have a correlation of -0.01, 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.
EGV2.DE and XEOD.DE have the same expense ratio: 0.10% per year.
EGV2.DE tracks ESTR Compounded Index, while XEOD.DE tracks €STR + 8.5 bps. They also come from different issuers: Amundi and Xtrackers.
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