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XEOD.DE vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XEOD.DE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XEOD.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, XEOD.DE achieves a 0.94% return, which is significantly higher than BTC-USD's -27.93% return. Over the past 10 years, XEOD.DE has underperformed BTC-USD with an annualized return of 0.71%, while BTC-USD has yielded a comparatively higher 56.82% annualized return.


XEOD.DE

1D
0.00%
1M
0.12%
YTD
0.94%
6M
0.99%
1Y
1.95%
3Y*
2.96%
5Y*
1.97%
10Y*
0.71%

BTC-USD

1D
0.00%
1M
-17.66%
YTD
-27.93%
6M
-27.44%
1Y
-41.74%
3Y*
24.59%
5Y*
15.19%
10Y*
56.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEOD.DE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEOD.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
0.94%2.22%3.75%3.32%-0.03%-0.58%-0.58%-0.49%-0.49%-0.54%
BTC-USD
Bitcoin
-29.63%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between XEOD.DE and BTC-USD is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2012

-0.03

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Return for Risk

XEOD.DE vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEOD.DE
XEOD.DE Risk / Return Rank: 9999
Overall Rank
XEOD.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XEOD.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEOD.DE Omega Ratio Rank: 9999
Omega Ratio Rank
XEOD.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
XEOD.DE Martin Ratio Rank: 9999
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2828
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2626
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XEOD.DE vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.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.

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.


XEOD.DEBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+7.14

Sortino ratioReturn per unit of downside risk

+13.38

Omega ratioGain probability vs. loss probability

2.67

0.85

+1.82

Calmar ratioReturn relative to maximum drawdown

38.45

-0.83

+39.28

Martin ratioReturn relative to average drawdown

164.20

-1.37

+165.57

XEOD.DE vs. BTC-USD - Sharpe Ratio Comparison

The current XEOD.DE Sharpe Ratio is 6.15, which is higher than the BTC-USD Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of XEOD.DE and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XEOD.DE vs. BTC-USD - Drawdown Comparison

The maximum XEOD.DE drawdown since its inception was -8.62%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and BTC-USD.


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Drawdown Indicators


XEOD.DEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-8.62%

-83.05%

+74.43%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-50.24%

+50.19%

Max Drawdown (3Y)

Largest decline over 3 years

-0.19%

-50.24%

+50.05%

Max Drawdown (5Y)

Largest decline over 5 years

-0.67%

-73.60%

+72.93%

Max Drawdown (10Y)

Largest decline over 10 years

-3.24%

-82.51%

+79.27%

Current Drawdown

Current decline from peak

0.00%

-49.58%

+49.58%

Average Drawdown

Average peak-to-trough decline

-2.24%

-40.09%

+37.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

31.74%

-31.73%

Volatility

XEOD.DE vs. BTC-USD - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) is 0.07%, while Bitcoin (BTC-USD) has a volatility of 11.63%. This indicates that XEOD.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


XEOD.DEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

11.63%

-11.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

34.69%

-34.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

35.26%

-34.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.30%

44.21%

-43.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

55.51%

-55.26%

Frequently Asked Questions


XEOD.DE and BTC-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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