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XCHA.DE vs. XEON.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCHA.DE vs. XEON.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) 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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Returns By Period

In the year-to-date period, XCHA.DE achieves a 12.47% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, XCHA.DE has outperformed XEON.DE with an annualized return of 9.08%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.


XCHA.DE

1D
-0.47%
1M
2.18%
YTD
12.47%
6M
14.40%
1Y
39.55%
3Y*
12.45%
5Y*
3.01%
10Y*
9.08%

XEON.DE

1D
-0.01%
1M
0.15%
YTD
0.80%
6M
0.95%
1Y
1.95%
3Y*
2.99%
5Y*
1.94%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCHA.DE vs. XEON.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
12.47%14.69%24.35%-14.26%-19.18%13.33%31.24%44.98%-21.84%18.89%
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 XCHA.DE and XEON.DE is -0.04, 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

-0.04

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

-0.07

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

-0.02

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2012

-0.02

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Return for Risk

XCHA.DE vs. XEON.DE — Risk / Return Rank

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

XCHA.DE
XCHA.DE Risk / Return Rank: 4848
Overall Rank
XCHA.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XCHA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
XCHA.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XCHA.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XCHA.DE Martin Ratio Rank: 3232
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: 100100
Calmar Ratio Rank
XEON.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.

XCHA.DE vs. XEON.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.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.


XCHA.DEXEON.DEDifference
Sharpe ratioReturn per unit of total volatility

-7.46

Sortino ratioReturn per unit of downside risk

-18.98

Omega ratioGain probability vs. loss probability

1.41

4.27

-2.86

Calmar ratioReturn relative to maximum drawdown

2.38

69.36

-66.98

Martin ratioReturn relative to average drawdown

4.62

316.53

-311.91

XCHA.DE vs. XEON.DE - Sharpe Ratio Comparison

The current XCHA.DE Sharpe Ratio is 1.48, which is lower than the XEON.DE Sharpe Ratio of 8.94. The chart below compares the historical Sharpe Ratios of XCHA.DE and XEON.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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Sharpe Ratios by Period


XCHA.DEXEON.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

8.94

-7.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

7.54

-7.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

1.78

-1.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.74

-0.43

Drawdowns

XCHA.DE vs. XEON.DE - Drawdown Comparison

The maximum XCHA.DE drawdown since its inception was -52.27%, 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 XCHA.DE and XEON.DE.


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Drawdown Indicators


XCHA.DEXEON.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.27%

-3.71%

-48.56%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-0.03%

-16.40%

Max Drawdown (3Y)

Largest decline over 3 years

-26.32%

-0.08%

-26.24%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-0.71%

-36.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.55%

-3.25%

-35.30%

Current Drawdown

Current decline from peak

-1.81%

-0.01%

-1.80%

Average Drawdown

Average peak-to-trough decline

-22.73%

-0.92%

-21.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.48%

0.01%

+8.47%

Volatility

XCHA.DE vs. XEON.DE - Volatility Comparison

Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) has a higher volatility of 5.10% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XCHA.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


XCHA.DEXEON.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

0.04%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

0.16%

+10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

0.22%

+26.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

0.25%

+23.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

0.39%

+22.81%

XCHA.DE vs. XEON.DE - Expense Ratio Comparison

XCHA.DE has a 0.50% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.


Dividends

XCHA.DE vs. XEON.DE - Dividend Comparison

Neither XCHA.DE nor XEON.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCHA.DE and XEON.DE have a correlation of -0.04, 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 0.50% for XCHA.DE.

XCHA.DE is categorized as China Equities, while XEON.DE is Bank Loan. XCHA.DE tracks MSCI China A Onshore NR CNY, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.50% for XCHA.DE and 0.10% for XEON.DE.

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