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

Performance

XEOD.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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 0.83% return, which is significantly lower than VDIV.DE's 9.79% return.


XEOD.DE

1D
0.00%
1M
0.18%
YTD
0.83%
6M
0.95%
1Y
1.96%
3Y*
2.99%
5Y*
1.94%
10Y*
0.70%

VDIV.DE

1D
0.23%
1M
-0.18%
YTD
9.79%
6M
12.68%
1Y
25.52%
3Y*
19.95%
5Y*
17.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XEOD.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
0.83%2.22%3.75%3.32%-0.03%-0.58%-0.58%-0.49%-0.03%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.79%24.55%15.67%11.47%15.47%27.92%-11.00%23.04%-3.07%

Correlation

The correlation between XEOD.DE and VDIV.DE is -0.03, 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

-0.03

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

-0.01

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.00

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Return for Risk

XEOD.DE vs. VDIV.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: 9898
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

VDIV.DE
VDIV.DE Risk / Return Rank: 8888
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 8585
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
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. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


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

+3.22

Sortino ratioReturn per unit of downside risk

+7.65

Omega ratioGain probability vs. loss probability

2.56

1.51

+1.06

Calmar ratioReturn relative to maximum drawdown

38.23

6.94

+31.30

Martin ratioReturn relative to average drawdown

158.09

20.46

+137.63

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

The current XEOD.DE Sharpe Ratio is 5.95, which is higher than the VDIV.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of XEOD.DE and VDIV.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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Sharpe Ratios by Period


XEOD.DEVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.95

2.73

+3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.40

1.45

+4.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.94

-0.66

Drawdowns

XEOD.DE vs. VDIV.DE - Drawdown Comparison

The maximum XEOD.DE drawdown since its inception was -7.47%, smaller than the maximum VDIV.DE drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and VDIV.DE.


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Drawdown Indicators


XEOD.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-7.47%

-36.12%

+28.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-3.68%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-0.19%

-15.12%

+14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-0.71%

-15.12%

+14.41%

Max Drawdown (10Y)

Largest decline over 10 years

-3.27%

Current Drawdown

Current decline from peak

0.00%

-2.39%

+2.39%

Average Drawdown

Average peak-to-trough decline

-0.91%

-4.22%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.25%

-1.24%

Volatility

XEOD.DE vs. VDIV.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) is 0.08%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) has a volatility of 2.82%. This indicates that XEOD.DE experiences smaller price fluctuations and is considered to be less risky than VDIV.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.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

2.82%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

6.79%

-6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

9.36%

-9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.30%

11.92%

-11.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

15.36%

-15.11%

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

XEOD.DE has a 0.10% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.


Dividends

XEOD.DE vs. VDIV.DE - Dividend Comparison

XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, less than VDIV.DE's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%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 VDIV.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEOD.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEOD.DE is cheaper with a 0.10% expense ratio, compared with 0.38% for VDIV.DE.

XEOD.DE is categorized as Money Market, while VDIV.DE is Global Equities. XEOD.DE tracks €STR + 8.5 bps, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.10% for XEOD.DE and 0.38% for VDIV.DE.

Portfolio Optimizer

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