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L8I3.DE vs. DBXT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L8I3.DE vs. DBXT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with L8I3.DE having a 1.03% return and DBXT.DE slightly lower at 1.02%. Over the past 10 years, L8I3.DE has underperformed DBXT.DE with an annualized return of 0.67%, while DBXT.DE has yielded a comparatively higher 0.73% annualized return.


L8I3.DE

1D
-0.01%
1M
0.20%
6M
0.97%
YTD
1.03%
1Y
2.00%
3Y*
2.93%
5Y*
1.92%
10Y*
0.67%

DBXT.DE

1D
0.02%
1M
0.19%
6M
0.99%
YTD
1.02%
1Y
1.99%
3Y*
2.99%
5Y*
1.99%
10Y*
0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L8I3.DE vs. DBXT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
L8I3.DE
Amundi EUR Overnight Return UCITS ETF (Acc)
1.03%2.21%3.69%3.17%-0.11%-0.69%-0.68%-0.61%-0.56%-0.46%
DBXT.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
1.02%2.22%3.80%3.29%-0.04%-0.58%-0.56%-0.49%-0.48%-0.51%

Correlation

The correlation between L8I3.DE and DBXT.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.17

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

0.28

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

0.27

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2008

0.29

The correlation between L8I3.DE and DBXT.DE shifts across timeframes, from 0.14 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

L8I3.DE vs. DBXT.DE — Risk / Return Rank

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

L8I3.DE
L8I3.DE Risk / Return Rank: 9999
Overall Rank
L8I3.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
L8I3.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
L8I3.DE Omega Ratio Rank: 9999
Omega Ratio Rank
L8I3.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
L8I3.DE Martin Ratio Rank: 9999
Martin Ratio Rank

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

L8I3.DE vs. DBXT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.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.


L8I3.DEDBXT.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.20

Sortino ratioReturn per unit of downside risk

-11.59

Omega ratioGain probability vs. loss probability

2.77

5.49

-2.72

Calmar ratioReturn relative to maximum drawdown

45.01

73.33

-28.33

Martin ratioReturn relative to average drawdown

172.38

349.66

-177.28

L8I3.DE vs. DBXT.DE - Sharpe Ratio Comparison

The current L8I3.DE Sharpe Ratio is 6.17, which is lower than the DBXT.DE Sharpe Ratio of 10.37. The chart below compares the historical Sharpe Ratios of L8I3.DE and DBXT.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

L8I3.DE vs. DBXT.DE - Drawdown Comparison

The maximum L8I3.DE drawdown since its inception was -3.92%, smaller than the maximum DBXT.DE drawdown of -4.63%. Use the drawdown chart below to compare losses from any high point for L8I3.DE and DBXT.DE.


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Drawdown Indicators


L8I3.DEDBXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-4.63%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-0.03%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.07%

-0.12%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-0.78%

-1.59%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-3.59%

-4.14%

+0.55%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.89%

-0.90%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

L8I3.DE vs. DBXT.DE - Volatility Comparison

Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.DE) has a higher volatility of 0.07% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) at 0.06%. This indicates that L8I3.DE's price experiences larger fluctuations and is considered to be riskier than DBXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L8I3.DEDBXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.06%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

0.14%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

0.19%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

0.87%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.21%

1.13%

-0.92%

L8I3.DE vs. DBXT.DE - Expense Ratio Comparison

Both L8I3.DE and DBXT.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

L8I3.DE vs. DBXT.DE - Dividend Comparison

Neither L8I3.DE nor DBXT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


L8I3.DE and DBXT.DE have a correlation of 0.14, 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.

L8I3.DE and DBXT.DE have the same expense ratio: 0.10% per year.

L8I3.DE tracks Solactive EUR Overnight Return Index, while DBXT.DE tracks Solactive €STR +8.5 Daily Index. They also come from different issuers: Amundi and Xtrackers.

Portfolio Optimizer

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