XEOD.DE vs. XDWD.DE
XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XEOD.DE is a Money Market fund tracking the €STR + 8.5 bps, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XEOD.DE returned 0.70%/yr vs 12.83%/yr for XDWD.DE. At a 0.01 correlation, their price movements are largely independent. XEOD.DE charges 0.10%/yr vs 0.19%/yr for XDWD.DE.
Performance
XEOD.DE vs. XDWD.DE - Performance Comparison
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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 XDWD.DE's 10.91% return. Over the past 10 years, XEOD.DE has underperformed XDWD.DE with an annualized return of 0.70%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
XEOD.DE
- 1D
- 0.00%
- 1M
- 0.17%
- YTD
- 0.83%
- 6M
- 0.97%
- 1Y
- 1.94%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XEOD.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -0.49% | -0.54% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XEOD.DE and XDWD.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 | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.01 |
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Return for Risk
XEOD.DE vs. XDWD.DE — Risk / Return Rank
XEOD.DE
XDWD.DE
XEOD.DE vs. XDWD.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 MSCI World UCITS ETF 1C (XDWD.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.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.81 | ||
| Sortino ratioReturn per unit of downside risk | +8.53 | ||
| Omega ratioGain probability vs. loss probability | 2.56 | 1.40 | +1.16 |
| Calmar ratioReturn relative to maximum drawdown | 38.23 | 3.63 | +34.60 |
| Martin ratioReturn relative to average drawdown | 158.09 | 14.44 | +143.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEOD.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.95 | 2.14 | +3.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 6.40 | 0.90 | +5.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.76 | 0.84 | +1.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.78 | -0.50 |
Drawdowns
XEOD.DE vs. XDWD.DE - Drawdown Comparison
The maximum XEOD.DE drawdown since its inception was -7.47%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and XDWD.DE.
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Drawdown Indicators
| XEOD.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.47% | -33.55% | +26.08% |
Max Drawdown (1Y)Largest decline over 1 year | -0.05% | -6.54% | +6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -0.19% | -21.64% | +21.45% |
Max Drawdown (5Y)Largest decline over 5 years | -0.71% | -21.64% | +20.93% |
Max Drawdown (10Y)Largest decline over 10 years | -3.27% | -33.55% | +30.28% |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -0.91% | -4.55% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 1.65% | -1.64% |
Volatility
XEOD.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) is 0.08%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that XEOD.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 2.60% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 0.26% | 7.77% | -7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.33% | 11.12% | -10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.30% | 14.13% | -13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.25% | 15.16% | -14.91% |
XEOD.DE vs. XDWD.DE - Expense Ratio Comparison
XEOD.DE has a 0.10% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, 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. XDWD.DE - Dividend Comparison
XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 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 XDWD.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, 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 0.19% for XDWD.DE.
XEOD.DE is categorized as Money Market, while XDWD.DE is Global Equities. XEOD.DE tracks €STR + 8.5 bps, while XDWD.DE tracks MSCI World. Their fees differ too: 0.10% for XEOD.DE and 0.19% for XDWD.DE.
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