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XEOD.DE vs. E0UA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEOD.DE vs. E0UA.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 iShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc) (E0UA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XEOD.DE having a 1.11% return and E0UA.DE slightly lower at 1.06%.


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%

E0UA.DE

1D
0.00%
1M
0.16%
6M
1.01%
YTD
1.06%
1Y
1.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEOD.DE vs. E0UA.DE - Yearly Performance Comparison


Correlation

The correlation between XEOD.DE and E0UA.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2024

-0.03

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Return for Risk

XEOD.DE vs. E0UA.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

E0UA.DE
E0UA.DE Risk / Return Rank: 9797
Overall Rank
E0UA.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
E0UA.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
E0UA.DE Omega Ratio Rank: 9898
Omega Ratio Rank
E0UA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
E0UA.DE Martin Ratio Rank: 9696
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. E0UA.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 iShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc) (E0UA.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.DEE0UA.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.97

Sortino ratioReturn per unit of downside risk

+6.83

Omega ratioGain probability vs. loss probability

2.74

2.28

+0.46

Calmar ratioReturn relative to maximum drawdown

39.35

8.94

+30.42

Martin ratioReturn relative to average drawdown

168.16

28.78

+139.38

XEOD.DE vs. E0UA.DE - Sharpe Ratio Comparison

The current XEOD.DE Sharpe Ratio is 6.22, which is higher than the E0UA.DE Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of XEOD.DE and E0UA.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. E0UA.DE - Drawdown Comparison

The maximum XEOD.DE drawdown since its inception was -8.62%, which is greater than E0UA.DE's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and E0UA.DE.


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Drawdown Indicators


XEOD.DEE0UA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.62%

-0.22%

-8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-0.22%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-3.22%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.03%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.07%

-0.06%

Volatility

XEOD.DE vs. E0UA.DE - Volatility Comparison

Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) has a higher volatility of 0.10% compared to iShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc) (E0UA.DE) at 0.09%. This indicates that XEOD.DE's price experiences larger fluctuations and is considered to be riskier than E0UA.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.DEE0UA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.09%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

0.41%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

0.60%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.30%

0.53%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

0.53%

-0.28%

XEOD.DE vs. E0UA.DE - Expense Ratio Comparison

XEOD.DE has a 0.10% expense ratio, which is higher than E0UA.DE's 0.07% 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

XEOD.DE vs. E0UA.DE - Dividend Comparison

XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, while E0UA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
E0UA.DE
iShares Euro Government Bond 0-3 Month UCITS ETF EUR (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 E0UA.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, E0UA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

E0UA.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for XEOD.DE.

XEOD.DE tracks €STR + 8.5 bps, while E0UA.DE tracks ICE 0-3 Month Euro Government Bill Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.10% for XEOD.DE and 0.07% for E0UA.DE.

Portfolio Optimizer

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