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XCS3.DE vs. XEON.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS3.DE vs. XEON.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.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, XCS3.DE achieves a 4.19% return, which is significantly higher than XEON.DE's 0.98% return. Over the past 10 years, XCS3.DE has outperformed XEON.DE with an annualized return of 1.97%, while XEON.DE has yielded a comparatively lower 0.72% annualized return.


XCS3.DE

1D
1.39%
1M
-0.08%
6M
4.28%
YTD
4.19%
1Y
19.31%
3Y*
12.77%
5Y*
5.98%
10Y*
1.97%

XEON.DE

1D
0.00%
1M
0.17%
6M
0.97%
YTD
0.98%
1Y
1.98%
3Y*
2.96%
5Y*
1.98%
10Y*
0.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS3.DE vs. XEON.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCS3.DE
Xtrackers MSCI Malaysia UCITS ETF (Acc)
4.19%3.11%26.75%-7.60%1.23%-1.02%-6.99%1.63%-1.88%9.03%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
0.98%2.25%3.78%3.30%-0.04%-0.58%-0.57%-0.49%-0.47%-0.52%

Correlation

The correlation between XCS3.DE and XEON.DE is -0.03, 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

-0.03

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

0.00

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2011

0.02

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Return for Risk

XCS3.DE vs. XEON.DE — Risk / Return Rank

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

XCS3.DE
XCS3.DE Risk / Return Rank: 4949
Overall Rank
XCS3.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XCS3.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XCS3.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XCS3.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
XCS3.DE Martin Ratio Rank: 5050
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: 9999
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.

XCS3.DE vs. XEON.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.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.

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.


XCS3.DEXEON.DEDifference
Sharpe ratioReturn per unit of total volatility

-7.69

Sortino ratioReturn per unit of downside risk

-19.97

Omega ratioGain probability vs. loss probability

1.24

4.45

-3.21

Calmar ratioReturn relative to maximum drawdown

2.45

69.56

-67.12

Martin ratioReturn relative to average drawdown

6.95

323.59

-316.64

XCS3.DE vs. XEON.DE - Sharpe Ratio Comparison

The current XCS3.DE Sharpe Ratio is 1.37, which is lower than the XEON.DE Sharpe Ratio of 9.06. The chart below compares the historical Sharpe Ratios of XCS3.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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Drawdowns

XCS3.DE vs. XEON.DE - Drawdown Comparison

The maximum XCS3.DE drawdown since its inception was -43.32%, 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 XCS3.DE and XEON.DE.


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Drawdown Indicators


XCS3.DEXEON.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.32%

-3.71%

-39.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-0.03%

-7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-0.08%

-21.75%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

-0.66%

-21.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

-3.21%

-32.28%

Current Drawdown

Current decline from peak

-6.19%

0.00%

-6.19%

Average Drawdown

Average peak-to-trough decline

-17.45%

-0.88%

-16.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

0.01%

+2.75%

Volatility

XCS3.DE vs. XEON.DE - Volatility Comparison

Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) has a higher volatility of 3.88% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.05%. This indicates that XCS3.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


XCS3.DEXEON.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

0.05%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

0.15%

+10.75%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

0.22%

+13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

0.25%

+12.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

0.39%

+14.64%

XCS3.DE vs. XEON.DE - Expense Ratio Comparison

XCS3.DE has a 0.50% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.


Dividends

XCS3.DE vs. XEON.DE - Dividend Comparison

Neither XCS3.DE nor XEON.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCS3.DE and XEON.DE have a correlation of -0.03, 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 XCS3.DE.

XCS3.DE is categorized as Asia Pacific Equities, while XEON.DE is Bank Loan. XCS3.DE tracks MSCI Malaysia Index, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.50% for XCS3.DE and 0.10% for XEON.DE.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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