SPF1.DE vs. XEON.DE
Compare and contrast key facts about SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE).
SPF1.DE and XEON.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPF1.DE is a passively managed fund by SPDR that tracks the performance of the FTSE Qualified Global Convertible Index (EUR Hedged). It was launched on Jan 31, 2022. XEON.DE is a passively managed fund by Xtrackers that tracks the performance of the Solactive €STR +8.5 Daily Index. It was launched on May 27, 2007. Both SPF1.DE and XEON.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPF1.DE vs. XEON.DE - Performance Comparison
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SPF1.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPF1.DE SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating | 4.78% | 20.76% | 8.42% | 12.25% | -20.28% | -1.66% | 32.01% | 12.41% | -7.89% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.45% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.28% |
Returns By Period
In the year-to-date period, SPF1.DE achieves a 4.78% return, which is significantly higher than XEON.DE's 0.45% return.
SPF1.DE
- 1D
- 0.30%
- 1M
- -0.77%
- YTD
- 4.78%
- 6M
- 8.15%
- 1Y
- 24.58%
- 3Y*
- 13.66%
- 5Y*
- 3.36%
- 10Y*
- —
XEON.DE
- 1D
- -0.02%
- 1M
- 0.17%
- YTD
- 0.45%
- 6M
- 0.95%
- 1Y
- 1.99%
- 3Y*
- 3.05%
- 5Y*
- 1.85%
- 10Y*
- 0.66%
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SPF1.DE vs. XEON.DE - Expense Ratio Comparison
SPF1.DE has a 0.55% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Return for Risk
SPF1.DE vs. XEON.DE — Risk / Return Rank
SPF1.DE
XEON.DE
SPF1.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.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.
| SPF1.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 6.99 | -5.07 |
Sortino ratioReturn per unit of downside risk | 2.78 | 14.00 | -11.22 |
Omega ratioGain probability vs. loss probability | 1.39 | 3.33 | -1.95 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 23.60 | -19.81 |
Martin ratioReturn relative to average drawdown | 16.56 | 214.53 | -197.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPF1.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 6.99 | -5.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 7.17 | -6.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.72 | -0.16 |
Correlation
The correlation between SPF1.DE and XEON.DE is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SPF1.DE vs. XEON.DE - Dividend Comparison
Neither SPF1.DE nor XEON.DE has paid dividends to shareholders.
Drawdowns
SPF1.DE vs. XEON.DE - Drawdown Comparison
The maximum SPF1.DE drawdown since its inception was -30.44%, 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 SPF1.DE and XEON.DE.
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Drawdown Indicators
| SPF1.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.44% | -3.71% | -26.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -0.08% | -6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.99% | -0.82% | -26.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.33% | — |
Current DrawdownCurrent decline from peak | -3.48% | -0.02% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -11.55% | -0.93% | -10.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 0.01% | +1.56% |
Volatility
SPF1.DE vs. XEON.DE - Volatility Comparison
SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) has a higher volatility of 5.69% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.07%. This indicates that SPF1.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
| SPF1.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 0.07% | +5.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 0.16% | +9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 0.29% | +12.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.56% | 0.26% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 0.39% | +11.22% |