PortfoliosLab logoPortfoliosLab logo
XEOD.DE vs. DBXT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEOD.DE vs. DBXT.DE - 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 Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with XEOD.DE having a 1.11% return and DBXT.DE slightly lower at 1.06%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: XEOD.DE at 0.73% and DBXT.DE at 0.73%.


XEOD.DE

1D
0.00%
1M
0.22%
6M
1.04%
YTD
1.11%
1Y
1.99%
3Y*
2.96%
5Y*
2.01%
10Y*
0.73%

DBXT.DE

1D
-0.01%
1M
0.17%
6M
1.00%
YTD
1.06%
1Y
1.97%
3Y*
2.96%
5Y*
2.01%
10Y*
0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEOD.DE vs. DBXT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEOD.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
1.11%2.22%3.75%3.32%-0.03%-0.58%-0.58%-0.49%-0.49%-0.54%
DBXT.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
1.06%2.22%3.80%3.29%-0.04%-0.58%-0.56%-0.49%-0.48%-0.51%

Correlation

The correlation between XEOD.DE and DBXT.DE is -0.00, 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

-0.00

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

0.13

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

0.27

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

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2008

0.32

The correlation between XEOD.DE and DBXT.DE shifts across timeframes, from -0.00 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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

XEOD.DE vs. DBXT.DE — 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

DBXT.DE
DBXT.DE Risk / Return Rank: 9999
Overall Rank
DBXT.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DBXT.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
DBXT.DE Omega Ratio Rank: 9999
Omega Ratio Rank
DBXT.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
DBXT.DE Martin Ratio Rank: 100100
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. DBXT.DE - 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 Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.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.


XEOD.DEDBXT.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.05

Sortino ratioReturn per unit of downside risk

-12.11

Omega ratioGain probability vs. loss probability

2.74

5.38

-2.64

Calmar ratioReturn relative to maximum drawdown

39.35

72.54

-33.18

Martin ratioReturn relative to average drawdown

168.16

344.05

-175.89

XEOD.DE vs. DBXT.DE - Sharpe Ratio Comparison

The current XEOD.DE Sharpe Ratio is 6.22, which is lower than the DBXT.DE Sharpe Ratio of 10.27. The chart below compares the historical Sharpe Ratios of XEOD.DE and DBXT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XEOD.DE vs. DBXT.DE - Drawdown Comparison

The maximum XEOD.DE drawdown since its inception was -8.62%, which is greater than DBXT.DE's maximum drawdown of -4.63%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and DBXT.DE.


Loading charts...

Drawdown Indicators


XEOD.DEDBXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.62%

-4.63%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-0.03%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.19%

-0.12%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-0.64%

-1.54%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-3.22%

-4.13%

+0.91%

Current Drawdown

Current decline from peak

0.00%

-0.01%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.90%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

XEOD.DE vs. DBXT.DE - Volatility Comparison

Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) has a higher volatility of 0.10% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) at 0.06%. This indicates that XEOD.DE's price experiences larger fluctuations and is considered to be riskier than DBXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XEOD.DEDBXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.06%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

0.14%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

0.19%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.30%

0.87%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

1.13%

-0.88%

XEOD.DE vs. DBXT.DE - Expense Ratio Comparison

Both XEOD.DE and DBXT.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XEOD.DE vs. DBXT.DE - Dividend Comparison

XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, while DBXT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBXT.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XEOD.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
1.86%2.33%3.69%2.85%0.00%0.00%0.00%0.00%0.00%0.00%2.83%0.01%

Frequently Asked Questions


XEOD.DE and DBXT.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XEOD.DE and DBXT.DE have the same expense ratio: 0.10% per year.

XEOD.DE tracks €STR + 8.5 bps, while DBXT.DE tracks Solactive €STR +8.5 Daily Index.

Portfolio Optimizer

Find the right allocation for XEOD.DE and DBXT.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