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IB01.L vs. XEON.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IB01.L vs. XEON.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) 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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IB01.L vs. XEON.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.86%4.34%5.25%4.92%1.08%0.00%0.88%2.01%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
-0.84%15.43%-2.15%6.56%-5.55%-8.43%9.15%-1.58%
Different Trading Currencies

IB01.L is traded in USD, while XEON.DE is traded in EUR. To make them comparable, the XEON.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IB01.L achieves a 0.86% return, which is significantly higher than XEON.DE's -0.84% return.


IB01.L

1D
0.07%
1M
0.32%
YTD
0.86%
6M
1.89%
1Y
4.12%
3Y*
4.75%
5Y*
3.27%
10Y*

XEON.DE

1D
0.37%
1M
-0.64%
YTD
-0.84%
6M
-0.19%
1Y
9.64%
3Y*
5.40%
5Y*
1.54%
10Y*
0.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IB01.L vs. XEON.DE - Expense Ratio Comparison

IB01.L has a 0.07% expense ratio, which is lower than XEON.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IB01.L vs. XEON.DE — Risk / Return Rank

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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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: 9999
Calmar Ratio Rank
XEON.DE Martin Ratio Rank: 9999
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.

IB01.L vs. XEON.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) 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.


IB01.LXEON.DEDifference

Sharpe ratio

Return per unit of total volatility

11.48

1.24

+10.24

Sortino ratio

Return per unit of downside risk

30.08

1.98

+28.11

Omega ratio

Gain probability vs. loss probability

7.77

1.23

+6.53

Calmar ratio

Return relative to maximum drawdown

47.46

1.82

+45.63

Martin ratio

Return relative to average drawdown

455.81

5.27

+450.54

IB01.L vs. XEON.DE - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.48, which is higher than the XEON.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IB01.L and XEON.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IB01.LXEON.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.48

1.24

+10.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.91

0.20

+8.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

3.73

-0.01

+3.73

Correlation

The correlation between IB01.L and XEON.DE is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IB01.L vs. XEON.DE - Dividend Comparison

Neither IB01.L nor XEON.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IB01.L vs. XEON.DE - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -0.91%, smaller than the maximum XEON.DE drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for IB01.L and XEON.DE.


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Drawdown Indicators


IB01.LXEON.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.91%

-3.71%

+2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-0.08%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-0.82%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-3.33%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.93%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

IB01.L vs. XEON.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.11%, while Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) has a volatility of 2.34%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky 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


IB01.LXEON.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

2.34%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

4.31%

-4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

0.36%

7.77%

-7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

7.66%

-7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.72%

7.37%

-6.65%