XDUK.DE vs. XEON.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XDUK.DE is a Europe Equities fund tracking the FTSE AllSh TR GBP, 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, XDUK.DE returned 7.99%/yr vs 0.70%/yr for XEON.DE. At a 0.01 correlation, their price movements are largely independent. XDUK.DE charges 0.09%/yr vs 0.10%/yr for XEON.DE.
Performance
XDUK.DE vs. XEON.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDUK.DE achieves a 6.84% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, XDUK.DE has outperformed XEON.DE with an annualized return of 7.99%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.
XDUK.DE
- 1D
- 0.16%
- 1M
- -0.51%
- YTD
- 6.84%
- 6M
- 9.86%
- 1Y
- 17.54%
- 3Y*
- 14.66%
- 5Y*
- 11.55%
- 10Y*
- 7.99%
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%
XDUK.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 6.84% | 20.16% | 14.10% | 9.87% | -1.71% | 25.10% | -15.31% | 25.14% | -10.59% | 7.62% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between XDUK.DE and XEON.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDUK.DE vs. XEON.DE — Risk / Return Rank
XDUK.DE
XEON.DE
XDUK.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.
| XDUK.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.50 | ||
| Sortino ratioReturn per unit of downside risk | -19.18 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 4.27 | -3.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 69.36 | -67.12 |
| Martin ratioReturn relative to average drawdown | 7.89 | 316.53 | -308.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDUK.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 8.94 | -7.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 7.54 | -6.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.78 | -1.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.74 | -0.31 |
Drawdowns
XDUK.DE vs. XEON.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.87%, 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 XDUK.DE and XEON.DE.
Loading charts...
Drawdown Indicators
| XDUK.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -3.71% | -36.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -0.03% | -7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -0.08% | -16.97% |
Max Drawdown (5Y)Largest decline over 5 years | -17.05% | -0.71% | -16.34% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -3.25% | -36.62% |
Current DrawdownCurrent decline from peak | -2.86% | -0.01% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -0.92% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 0.01% | +2.21% |
Volatility
XDUK.DE vs. XEON.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) has a higher volatility of 4.93% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XDUK.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.
Loading charts...
Volatility by Period
| XDUK.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 0.04% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 0.16% | +10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 0.22% | +11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 0.25% | +13.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 0.39% | +16.39% |
XDUK.DE vs. XEON.DE - Expense Ratio Comparison
XDUK.DE has a 0.09% expense ratio, which is lower than XEON.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDUK.DE vs. XEON.DE - Dividend Comparison
Neither XDUK.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.DE and XEON.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for XEON.DE.
XDUK.DE is categorized as Europe Equities, while XEON.DE is Bank Loan. XDUK.DE tracks FTSE AllSh TR GBP, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.09% for XDUK.DE and 0.10% for XEON.DE.
Find the right allocation for XDUK.DE and XEON.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer