XDND.DE vs. XEON.DE
XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XDND.DE is a Dividend fund tracking the MSCI North America High Dividend Yield Index, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, XDND.DE returned 9.54%/yr vs 0.72%/yr for XEON.DE. At a correlation of -0.02, they often move in opposite directions. XDND.DE charges 0.39%/yr vs 0.10%/yr for XEON.DE.
Performance
XDND.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDND.DE achieves a 15.70% return, which is significantly higher than XEON.DE's 0.98% return. Over the past 10 years, XDND.DE has outperformed XEON.DE with an annualized return of 9.54%, while XEON.DE has yielded a comparatively lower 0.72% annualized return.
XDND.DE
- 1D
- 0.33%
- 1M
- 3.13%
- 6M
- 16.23%
- YTD
- 15.70%
- 1Y
- 21.96%
- 3Y*
- 12.11%
- 5Y*
- 9.67%
- 10Y*
- 9.54%
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%
XDND.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 15.70% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | -8.47% | 25.76% | -0.21% | 4.27% |
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 XDND.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 | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2014 | -0.02 |
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Return for Risk
XDND.DE vs. XEON.DE — Risk / Return Rank
XDND.DE
XEON.DE
XDND.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.
| XDND.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.77 | ||
| Sortino ratioReturn per unit of downside risk | -18.64 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 4.45 | -3.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 69.56 | -65.12 |
| Martin ratioReturn relative to average drawdown | 13.43 | 323.59 | -310.16 |
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Drawdowns
XDND.DE vs. XEON.DE - Drawdown Comparison
The maximum XDND.DE drawdown since its inception was -32.18%, 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 XDND.DE and XEON.DE.
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Drawdown Indicators
| XDND.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -3.71% | -28.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -0.03% | -4.89% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | -0.08% | -18.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -0.66% | -17.47% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -3.21% | -28.97% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -0.88% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 0.01% | +1.62% |
Volatility
XDND.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) has a higher volatility of 2.40% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.05%. This indicates that XDND.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
| XDND.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 0.05% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 0.15% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 0.22% | +9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 0.25% | +12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 0.39% | +15.68% |
XDND.DE vs. XEON.DE - Expense Ratio Comparison
XDND.DE has a 0.39% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Dividends
XDND.DE vs. XEON.DE - Dividend Comparison
Neither XDND.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XDND.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 0.39% for XDND.DE.
XDND.DE is categorized as Dividend, while XEON.DE is Bank Loan. XDND.DE tracks MSCI North America High Dividend Yield Index, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.39% for XDND.DE and 0.10% for XEON.DE.
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