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XEOD.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEOD.DE vs. LYP6.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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 0.94% return, which is significantly lower than LYP6.DE's 10.16% return. Over the past 10 years, XEOD.DE has underperformed LYP6.DE with an annualized return of 0.71%, while LYP6.DE has yielded a comparatively higher 10.58% 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%

LYP6.DE

1D
0.70%
1M
2.06%
YTD
10.16%
6M
10.97%
1Y
22.54%
3Y*
15.50%
5Y*
10.02%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEOD.DE vs. LYP6.DE - 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%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
10.16%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%11.31%

Correlation

The correlation between XEOD.DE and LYP6.DE 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

0.02

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

0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.02

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Return for Risk

XEOD.DE vs. LYP6.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

LYP6.DE
LYP6.DE Risk / Return Rank: 6060
Overall Rank
LYP6.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 6262
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 6060
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. LYP6.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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.42

Sortino ratioReturn per unit of downside risk

+9.49

Omega ratioGain probability vs. loss probability

2.67

1.33

+1.35

Calmar ratioReturn relative to maximum drawdown

38.45

2.37

+36.08

Martin ratioReturn relative to average drawdown

164.20

9.23

+154.96

XEOD.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current XEOD.DE Sharpe Ratio is 6.15, which is higher than the LYP6.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of XEOD.DE and LYP6.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. LYP6.DE - Drawdown Comparison

The maximum XEOD.DE drawdown since its inception was -8.62%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and LYP6.DE.


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Drawdown Indicators


XEOD.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.62%

-35.51%

+26.89%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-9.45%

+9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-0.19%

-16.26%

+16.07%

Max Drawdown (5Y)

Largest decline over 5 years

-0.67%

-20.71%

+20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-3.24%

-35.51%

+32.27%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.24%

-5.22%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.44%

-2.43%

Volatility

XEOD.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) is 0.07%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 2.94%. This indicates that XEOD.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.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.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

2.94%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

10.82%

-10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

12.96%

-12.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.30%

14.42%

-14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

15.35%

-15.10%

XEOD.DE vs. LYP6.DE - Expense Ratio Comparison

XEOD.DE has a 0.10% expense ratio, which is higher than LYP6.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. LYP6.DE - Dividend Comparison

XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) 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 LYP6.DE 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.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for XEOD.DE.

XEOD.DE is categorized as Money Market, while LYP6.DE is Europe Equities. XEOD.DE tracks €STR + 8.5 bps, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.10% for XEOD.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

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