USCP.DE vs. XEON.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - USCP.DE is a Large Cap Blend Equities fund tracking the Shiller Barclays CAPE® US Sector Value, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, USCP.DE returned 13.23%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.03, they often move in opposite directions. USCP.DE charges 0.65%/yr vs 0.10%/yr for XEON.DE.
Performance
USCP.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USCP.DE achieves a 1.13% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, USCP.DE has outperformed XEON.DE with an annualized return of 13.23%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
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%
USCP.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
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 USCP.DE and XEON.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2015 | -0.03 |
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Return for Risk
USCP.DE vs. XEON.DE — Risk / Return Rank
USCP.DE
XEON.DE
USCP.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USCP.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.43 | ||
| Sortino ratioReturn per unit of downside risk | -20.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 4.27 | -3.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 69.36 | -68.63 |
| Martin ratioReturn relative to average drawdown | 2.18 | 316.53 | -314.35 |
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
| USCP.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 8.94 | -8.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 7.54 | -6.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.78 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.74 | +0.01 |
Drawdowns
USCP.DE vs. XEON.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, 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 USCP.DE and XEON.DE.
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Drawdown Indicators
| USCP.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -3.71% | -31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -0.03% | -7.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -0.08% | -19.14% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -0.71% | -18.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -3.25% | -31.55% |
Current DrawdownCurrent decline from peak | -7.42% | -0.01% | -7.41% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -0.92% | -3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 0.01% | +2.33% |
Volatility
USCP.DE vs. XEON.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a higher volatility of 3.16% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that USCP.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
| USCP.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 0.04% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 0.16% | +7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 0.22% | +9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 0.25% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 0.39% | +15.72% |
USCP.DE vs. XEON.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Dividends
USCP.DE vs. XEON.DE - Dividend Comparison
Neither USCP.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and XEON.DE have a correlation of -0.05, 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 0.65% for USCP.DE.
USCP.DE is categorized as Large Cap Blend Equities, while XEON.DE is Bank Loan. USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while XEON.DE tracks Solactive €STR +8.5 Daily Index. They also come from different issuers: Natixis and Xtrackers. Their fees differ too: 0.65% for USCP.DE and 0.10% for XEON.DE.
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