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XEOD.DE vs. DXS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEOD.DE vs. DXS1.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 GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XEOD.DE achieves a 1.11% return, which is significantly lower than DXS1.DE's 4.82% return. Over the past 10 years, XEOD.DE has underperformed DXS1.DE with an annualized return of 0.73%, while DXS1.DE has yielded a comparatively higher 1.65% annualized return.


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%

DXS1.DE

1D
0.72%
1M
2.12%
6M
4.07%
YTD
4.82%
1Y
6.12%
3Y*
4.93%
5Y*
3.63%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEOD.DE vs. DXS1.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%
DXS1.DE
Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)
4.82%-0.80%10.14%6.73%-4.26%7.63%-5.68%6.58%-1.34%-3.51%

Correlation

The correlation between XEOD.DE and DXS1.DE is 0.05, 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

0.05

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

0.04

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

0.03

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

0.02

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

0.01

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Return for Risk

XEOD.DE vs. DXS1.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

DXS1.DE
DXS1.DE Risk / Return Rank: 6363
Overall Rank
DXS1.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DXS1.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DXS1.DE Omega Ratio Rank: 5555
Omega Ratio Rank
DXS1.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
DXS1.DE Martin Ratio Rank: 6767
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. DXS1.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 GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.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.DEDXS1.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.70

Sortino ratioReturn per unit of downside risk

+9.96

Omega ratioGain probability vs. loss probability

2.74

1.28

+1.46

Calmar ratioReturn relative to maximum drawdown

39.35

3.72

+35.63

Martin ratioReturn relative to average drawdown

168.16

9.80

+158.36

XEOD.DE vs. DXS1.DE - Sharpe Ratio Comparison

The current XEOD.DE Sharpe Ratio is 6.22, which is higher than the DXS1.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XEOD.DE and DXS1.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.


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Drawdowns

XEOD.DE vs. DXS1.DE - Drawdown Comparison

The maximum XEOD.DE drawdown since its inception was -8.62%, smaller than the maximum DXS1.DE drawdown of -30.55%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and DXS1.DE.


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Drawdown Indicators


XEOD.DEDXS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.62%

-30.55%

+21.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-1.64%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-0.19%

-4.61%

+4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-0.64%

-7.36%

+6.72%

Max Drawdown (10Y)

Largest decline over 10 years

-3.22%

-16.67%

+13.45%

Current Drawdown

Current decline from peak

0.00%

-1.83%

+1.83%

Average Drawdown

Average peak-to-trough decline

-2.23%

-12.78%

+10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.62%

-0.61%

Volatility

XEOD.DE vs. DXS1.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) is 0.10%, while Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.DE) has a volatility of 1.00%. This indicates that XEOD.DE experiences smaller price fluctuations and is considered to be less risky than DXS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEOD.DEDXS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

1.00%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

2.78%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

4.02%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.30%

5.38%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

8.97%

-8.72%

XEOD.DE vs. DXS1.DE - Expense Ratio Comparison

Both XEOD.DE and DXS1.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. DXS1.DE - Dividend Comparison

XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, less than DXS1.DE's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
DXS1.DE
Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)
4.03%4.75%4.91%4.04%0.35%0.02%0.57%0.95%0.63%0.20%1.28%0.79%
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 DXS1.DE have a correlation of 0.05, 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 DXS1.DE have the same expense ratio: 0.10% per year.

XEOD.DE tracks €STR + 8.5 bps, while DXS1.DE tracks Solactive SONIA Daily Index.

Portfolio Optimizer

Find the right allocation for XEOD.DE and DXS1.DE

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