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

Performance

L8I3.DE vs. XEOD.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 1D (XEOD.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 XEOD.DE slightly lower at 1.01%. Over the past 10 years, L8I3.DE has underperformed XEOD.DE with an annualized return of 0.67%, while XEOD.DE has yielded a comparatively higher 0.72% 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%

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

L8I3.DE vs. XEOD.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%
XEOD.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
1.01%2.22%3.75%3.32%-0.03%-0.58%-0.58%-0.49%-0.49%-0.54%

Correlation

The correlation between L8I3.DE and XEOD.DE is -0.03, 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

-0.03

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

0.11

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

0.30

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

0.35

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

0.39

The correlation between L8I3.DE and XEOD.DE shifts across timeframes, from -0.03 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

L8I3.DE vs. XEOD.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

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

L8I3.DE vs. XEOD.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 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.


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

-0.07

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

2.77

2.71

+0.06

Calmar ratioReturn relative to maximum drawdown

45.01

38.69

+6.32

Martin ratioReturn relative to average drawdown

172.38

166.31

+6.08

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

The current L8I3.DE Sharpe Ratio is 6.17, which is comparable to the XEOD.DE Sharpe Ratio of 6.23. The chart below compares the historical Sharpe Ratios of L8I3.DE and XEOD.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. XEOD.DE - Drawdown Comparison

The maximum L8I3.DE drawdown since its inception was -3.92%, smaller than the maximum XEOD.DE drawdown of -8.62%. Use the drawdown chart below to compare losses from any high point for L8I3.DE and XEOD.DE.


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Drawdown Indicators


L8I3.DEXEOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-8.62%

+4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-0.05%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.07%

-0.19%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-0.78%

-0.66%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-3.59%

-3.23%

-0.36%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.89%

-2.23%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

L8I3.DE vs. XEOD.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 1D (XEOD.DE) at 0.05%. This indicates that L8I3.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


L8I3.DEXEOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.05%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

0.25%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

0.31%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

0.30%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.21%

0.25%

-0.04%

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

Both L8I3.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

L8I3.DE vs. XEOD.DE - Dividend Comparison

L8I3.DE has not paid dividends to shareholders, while XEOD.DE's dividend yield for the trailing twelve months is around 1.86%.


PositionTTM20252024202320222021202020192018201720162015
L8I3.DE
Amundi EUR Overnight Return UCITS ETF (Acc)
0.00%0.00%0.00%0.00%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


L8I3.DE and XEOD.DE have a correlation of -0.03, 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 XEOD.DE have the same expense ratio: 0.10% per year.

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

Portfolio Optimizer

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