XDEP.DE vs. BTC-USD
XDEP.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) is European Corporate Bonds fund tracking the iBoxx® EUR Corporates Yield Plus, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, XDEP.DE returned 0.29%/yr vs 12.64%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
XDEP.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
XDEP.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEP.DE achieves a 0.60% return, which is significantly higher than BTC-USD's -26.25% return.
XDEP.DE
- 1D
- 0.09%
- 1M
- 0.22%
- YTD
- 0.60%
- 6M
- 0.55%
- 1Y
- 2.53%
- 3Y*
- 5.50%
- 5Y*
- 0.29%
- 10Y*
- —
BTC-USD
- 1D
- 0.00%
- 1M
- -20.75%
- YTD
- -26.25%
- 6M
- -28.42%
- 1Y
- -38.10%
- 3Y*
- 29.19%
- 5Y*
- 12.64%
- 10Y*
- 59.66%
XDEP.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.60% | 3.58% | 5.25% | 9.38% | -15.31% | -0.31% | 2.90% | 8.79% | -2.58% | 3.64% |
BTC-USD Bitcoin | -28.60% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between XDEP.DE and BTC-USD is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016 | 0.04 |
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Return for Risk
XDEP.DE vs. BTC-USD — Risk / Return Rank
XDEP.DE
BTC-USD
XDEP.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) and Bitcoin (BTC-USD). 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.
| XDEP.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.87 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | -0.76 | +1.46 |
| Martin ratioReturn relative to average drawdown | 2.39 | -1.35 | +3.73 |
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
| XDEP.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | -0.90 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.23 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 1.14 | -0.83 |
Drawdowns
XDEP.DE vs. BTC-USD - Drawdown Comparison
The maximum XDEP.DE drawdown since its inception was -19.79%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for XDEP.DE and BTC-USD.
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Drawdown Indicators
| XDEP.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.79% | -83.05% | +63.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -49.93% | +46.71% |
Max Drawdown (3Y)Largest decline over 3 years | -3.22% | -49.93% | +46.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.79% | -73.60% | +53.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.51% | — |
Current DrawdownCurrent decline from peak | -0.90% | -48.40% | +47.50% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -39.96% | +35.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 33.81% | -32.86% |
Volatility
XDEP.DE vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) is 1.21%, while Bitcoin (BTC-USD) has a volatility of 10.12%. This indicates that XDEP.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEP.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 10.12% | -8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 34.33% | -31.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.47% | 35.37% | -31.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.72% | 45.05% | -40.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.28% | 55.99% | -50.71% |
Frequently Asked Questions
XDEP.DE and BTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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