XDG3.DE vs. XEON.DE
XDG3.DE (Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XDG3.DE is a Health & Biotech Equities fund tracking the MSCI ACWI IMI SDG 3 Good Health and Well-being Select, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 3 years, XDG3.DE returned 1.94%/yr vs 2.99%/yr for XEON.DE. At a correlation of -0.05, they often move in opposite directions. XDG3.DE charges 0.35%/yr vs 0.10%/yr for XEON.DE.
Performance
XDG3.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDG3.DE achieves a -6.02% return, which is significantly lower than XEON.DE's 0.80% return.
XDG3.DE
- 1D
- 2.88%
- 1M
- 2.53%
- YTD
- -6.02%
- 6M
- -6.54%
- 1Y
- 2.67%
- 3Y*
- 1.94%
- 5Y*
- —
- 10Y*
- —
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%
XDG3.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDG3.DE Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C | -6.02% | 1.47% | 9.58% | 2.52% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.05% |
Correlation
The correlation between XDG3.DE and XEON.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | -0.05 |
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Return for Risk
XDG3.DE vs. XEON.DE — Risk / Return Rank
XDG3.DE
XEON.DE
XDG3.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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.
| XDG3.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.78 | ||
| Sortino ratioReturn per unit of downside risk | -20.89 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 4.27 | -3.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 69.36 | -69.18 |
| Martin ratioReturn relative to average drawdown | 0.44 | 316.53 | -316.09 |
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
| XDG3.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 8.94 | -8.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 7.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.74 | -0.58 |
Drawdowns
XDG3.DE vs. XEON.DE - Drawdown Comparison
The maximum XDG3.DE drawdown since its inception was -20.49%, 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 XDG3.DE and XEON.DE.
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Drawdown Indicators
| XDG3.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.49% | -3.71% | -16.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -0.03% | -13.28% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -0.08% | -20.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.25% | — |
Current DrawdownCurrent decline from peak | -11.91% | -0.01% | -11.90% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -0.92% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 0.01% | +5.28% |
Volatility
XDG3.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) has a higher volatility of 4.95% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XDG3.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
| XDG3.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 0.04% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 0.16% | +10.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 0.22% | +14.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 0.25% | +13.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.31% | 0.39% | +12.92% |
XDG3.DE vs. XEON.DE - Expense Ratio Comparison
XDG3.DE has a 0.35% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Dividends
XDG3.DE vs. XEON.DE - Dividend Comparison
Neither XDG3.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XDG3.DE and XEON.DE have a correlation of -0.13, 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 0.35% for XDG3.DE.
XDG3.DE is categorized as Health & Biotech Equities, while XEON.DE is Bank Loan. XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.35% for XDG3.DE and 0.10% for XEON.DE.
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