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EXS1.DE vs. XEON.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS1.DE vs. XEON.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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, EXS1.DE achieves a 1.33% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, EXS1.DE has outperformed XEON.DE with an annualized return of 8.88%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.


EXS1.DE

1D
0.59%
1M
2.03%
YTD
1.33%
6M
4.02%
1Y
2.26%
3Y*
15.45%
5Y*
9.09%
10Y*
8.88%

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

EXS1.DE vs. XEON.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS1.DE
iShares Core DAX UCITS ETF (DE)
1.33%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%
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 EXS1.DE and XEON.DE is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2007

0.00

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Return for Risk

EXS1.DE vs. XEON.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXS1.DE
EXS1.DE Risk / Return Rank: 1111
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1212
Martin Ratio Rank

XEON.DE
XEON.DE Risk / Return Rank: 9999
Overall Rank
XEON.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XEON.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEON.DE Omega Ratio Rank: 9999
Omega Ratio Rank
XEON.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
XEON.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.

EXS1.DE vs. XEON.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.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.


EXS1.DEXEON.DEDifference
Sharpe ratioReturn per unit of total volatility

-8.80

Sortino ratioReturn per unit of downside risk

-20.92

Omega ratioGain probability vs. loss probability

1.04

4.27

-3.23

Calmar ratioReturn relative to maximum drawdown

0.18

69.36

-69.18

Martin ratioReturn relative to average drawdown

0.57

316.53

-315.97

EXS1.DE vs. XEON.DE - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.14, which is lower than the XEON.DE Sharpe Ratio of 8.94. The chart below compares the historical Sharpe Ratios of EXS1.DE and XEON.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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Sharpe Ratios by Period


EXS1.DEXEON.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

8.94

-8.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

7.54

-7.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

1.78

-1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.74

-0.52

Drawdowns

EXS1.DE vs. XEON.DE - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -68.00%, 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 EXS1.DE and XEON.DE.


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Drawdown Indicators


EXS1.DEXEON.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.00%

-3.71%

-64.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-0.03%

-12.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-0.08%

-15.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-0.71%

-25.98%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-3.25%

-35.43%

Current Drawdown

Current decline from peak

-2.23%

-0.01%

-2.22%

Average Drawdown

Average peak-to-trough decline

-17.04%

-0.92%

-16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

0.01%

+3.98%

Volatility

EXS1.DE vs. XEON.DE - Volatility Comparison

iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 5.16% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that EXS1.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


EXS1.DEXEON.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

0.04%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

0.16%

+12.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

0.22%

+15.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

0.25%

+16.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

0.39%

+17.97%

EXS1.DE vs. XEON.DE - Expense Ratio Comparison

EXS1.DE has a 0.16% 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

EXS1.DE vs. XEON.DE - Dividend Comparison

Neither EXS1.DE nor XEON.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
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


EXS1.DE and XEON.DE have a correlation of 0.06, 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 0.16% for EXS1.DE.

EXS1.DE is categorized as Europe Equities, while XEON.DE is Bank Loan. EXS1.DE tracks DAX®, while XEON.DE tracks Solactive €STR +8.5 Daily Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.16% for EXS1.DE and 0.10% for XEON.DE.

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