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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 0.67% return, which is significantly lower than USD=X's 1.96% return.


XCO2.DE

1D
0.16%
1M
0.43%
YTD
0.67%
6M
0.74%
1Y
1.74%
3Y*
3.31%
5Y*
-0.67%
10Y*

USD=X

1D
0.00%
1M
1.97%
YTD
1.96%
6M
1.05%
1Y
-0.66%
3Y*
-2.44%
5Y*
1.14%
10Y*
-0.11%
*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
0.67%1.13%4.41%5.82%-15.31%-2.31%3.85%-2.24%
USD=X
USD Cash
1.96%-11.87%6.60%-3.00%6.20%7.48%-8.24%-2.50%

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 2, 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: 1919
Overall Rank
XCO2.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XCO2.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XCO2.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XCO2.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XCO2.DE Martin Ratio Rank: 2020
Martin Ratio Rank

USD=X
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.


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

+0.82

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.11

0.98

+0.13

Calmar ratioReturn relative to maximum drawdown

0.70

-0.21

+0.91

Martin ratioReturn relative to average drawdown

2.22

-0.44

+2.66

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

The current XCO2.DE Sharpe Ratio is 0.65, which is higher than the USD=X Sharpe Ratio of -0.17. 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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Sharpe Ratios by Period


XCO2.DEUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

-0.17

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.15

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.10

-0.26

Drawdowns

XCO2.DE vs. USD=X - Drawdown Comparison

The maximum XCO2.DE drawdown since its inception was -17.90%, 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

-17.90%

-20.32%

+2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.36%

-5.39%

+3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-2.45%

-15.23%

+12.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

-20.32%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-20.32%

Current Drawdown

Current decline from peak

-7.63%

-16.71%

+9.08%

Average Drawdown

Average peak-to-trough decline

-8.62%

-9.47%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.89%

-1.14%

Volatility

XCO2.DE vs. USD=X - Volatility Comparison

The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) is 0.81%, while USD Cash (USD=X) has a volatility of 1.44%. This indicates that XCO2.DE experiences smaller price fluctuations and is considered to be less risky 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

0.81%

1.44%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

4.59%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.55%

5.46%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

6.44%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

6.21%

-0.96%

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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