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XCO2.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XCO2.DE vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCO2.DE is traded in EUR, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCO2.DE achieves a 0.74% return, which is significantly lower than USD=X's 2.97% return.


XCO2.DE

1D
0.00%
1M
-0.16%
6M
0.31%
YTD
0.74%
1Y
1.97%
3Y*
3.66%
5Y*
-1.16%
10Y*
ALL TIME*
-0.61%

USD=X

1D
0.00%
1M
0.46%
6M
2.78%
YTD
2.97%
1Y
2.50%
3Y*
-0.83%
5Y*
0.63%
10Y*
-0.38%
ALL TIME*
1.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCO2.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XCO2.DE
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
0.74%1.12%4.38%5.87%-15.35%-2.28%3.83%-0.80%
USD=X
USD Cash
2.97%-11.87%6.60%-3.00%6.20%7.48%-8.24%-1.32%

Correlation

The correlation between XCO2.DE and USD=X is -0.00, 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

-0.00

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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.15

The correlation between XCO2.DE and USD=X shifts across timeframes, from -0.00 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XCO2.DE vs. USD=X — Risk / Return Rank

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

XCO2.DE
XCO2.DE Risk / Return Rank: 2525
Overall Rank
XCO2.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XCO2.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
XCO2.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XCO2.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XCO2.DE Martin Ratio Rank: 2626
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XCO2.DE vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) and USD Cash (USD=X). 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.


XCO2.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.13

1.08

+0.05

Calmar ratioReturn relative to maximum drawdown

0.84

0.57

+0.27

Martin ratioReturn relative to average drawdown

2.52

1.30

+1.22

XCO2.DE vs. USD=X - Sharpe Ratio Comparison

The current XCO2.DE Sharpe Ratio is 0.71, which is higher than the USD=X Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of XCO2.DE and USD=X, 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

XCO2.DE vs. USD=X - Drawdown Comparison

The maximum XCO2.DE drawdown since its inception was -17.88%, smaller than the maximum USD=X drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for XCO2.DE and USD=X.


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Drawdown Indicators


XCO2.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-20.32%

+2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

-5.33%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-2.47%

-15.23%

+12.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-20.32%

+3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-20.32%

Current Drawdown

Current decline from peak

-7.57%

-15.88%

+8.31%

Average Drawdown

Average peak-to-trough decline

-8.52%

-9.38%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.77%

-0.99%

Volatility

XCO2.DE vs. USD=X - Volatility Comparison

Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) has a higher volatility of 1.23% compared to USD Cash (USD=X) at 1.08%. This indicates that XCO2.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCO2.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.08%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

4.62%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

5.30%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

6.42%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

6.14%

-0.91%

Frequently Asked Questions


XCO2.DE and USD=X have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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