XDWS.DE vs. XEON.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XDWS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, 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, XDWS.DE returned 5.34%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.01, they often move in opposite directions. XDWS.DE charges 0.25%/yr vs 0.10%/yr for XEON.DE.
Performance
XDWS.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, XDWS.DE has outperformed XEON.DE with an annualized return of 5.34%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.97%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XDWS.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
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 XDWS.DE and XEON.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | -0.01 |
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Return for Risk
XDWS.DE vs. XEON.DE — Risk / Return Rank
XDWS.DE
XEON.DE
XDWS.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
| XDWS.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.01 | ||
| Sortino ratioReturn per unit of downside risk | -21.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 4.27 | -3.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 69.36 | -69.46 |
| Martin ratioReturn relative to average drawdown | -0.20 | 316.53 | -316.74 |
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
| XDWS.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 8.94 | -9.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 7.54 | -7.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 1.78 | -1.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.74 | -0.29 |
Drawdowns
XDWS.DE vs. XEON.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, 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 XDWS.DE and XEON.DE.
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Drawdown Indicators
| XDWS.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -3.71% | -19.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -0.03% | -8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -0.08% | -11.82% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -0.71% | -11.76% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -3.25% | -19.70% |
Current DrawdownCurrent decline from peak | -7.60% | -0.01% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -0.92% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 0.01% | +4.33% |
Volatility
XDWS.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 5.00% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XDWS.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
| XDWS.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 0.04% | +4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 0.16% | +9.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 0.22% | +11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 0.25% | +11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 0.39% | +11.80% |
XDWS.DE vs. XEON.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than XEON.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDWS.DE vs. XEON.DE - Dividend Comparison
Neither XDWS.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and XEON.DE have a correlation of -0.04, 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 0.25% for XDWS.DE.
XDWS.DE is categorized as Consumer Staples Equities, while XEON.DE is Bank Loan. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.25% for XDWS.DE and 0.10% for XEON.DE.
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