XEOD.DE vs. XESC.DE
XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XEOD.DE is a Money Market fund tracking the €STR + 8.5 bps, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XEOD.DE returned 0.71%/yr vs 11.87%/yr for XESC.DE. At a correlation of -0.01, they often move in opposite directions. XEOD.DE charges 0.10%/yr vs 0.09%/yr for XESC.DE.
Performance
XEOD.DE vs. XESC.DE - Performance Comparison
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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 XESC.DE's 9.31% return. Over the past 10 years, XEOD.DE has underperformed XESC.DE with an annualized return of 0.71%, while XESC.DE has yielded a comparatively higher 11.87% 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%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XEOD.DE vs. XESC.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 | 0.94% | 2.22% | 3.75% | 3.32% | -0.03% | -0.58% | -0.58% | -0.49% | -0.49% | -0.54% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XEOD.DE and XESC.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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2008 | -0.01 |
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Return for Risk
XEOD.DE vs. XESC.DE — Risk / Return Rank
XEOD.DE
XESC.DE
XEOD.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.82 | ||
| Sortino ratioReturn per unit of downside risk | +9.96 | ||
| Omega ratioGain probability vs. loss probability | 2.67 | 1.25 | +1.43 |
| Calmar ratioReturn relative to maximum drawdown | 38.45 | 1.96 | +36.49 |
| Martin ratioReturn relative to average drawdown | 164.20 | 6.81 | +157.38 |
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Drawdowns
XEOD.DE vs. XESC.DE - Drawdown Comparison
The maximum XEOD.DE drawdown since its inception was -8.62%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XEOD.DE and XESC.DE.
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Drawdown Indicators
| XEOD.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.62% | -46.74% | +38.12% |
Max Drawdown (1Y)Largest decline over 1 year | -0.05% | -10.88% | +10.83% |
Max Drawdown (3Y)Largest decline over 3 years | -0.19% | -16.53% | +16.34% |
Max Drawdown (5Y)Largest decline over 5 years | -0.67% | -23.33% | +22.66% |
Max Drawdown (10Y)Largest decline over 10 years | -3.24% | -38.51% | +35.27% |
Current DrawdownCurrent decline from peak | 0.00% | -1.71% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -9.06% | +6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 3.13% | -3.12% |
Volatility
XEOD.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) is 0.07%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that XEOD.DE experiences smaller price fluctuations and is considered to be less risky than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.07% | 3.52% | -3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 0.26% | 13.23% | -12.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.32% | 16.03% | -15.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.30% | 17.56% | -17.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.25% | 17.98% | -17.73% |
XEOD.DE vs. XESC.DE - Expense Ratio Comparison
XEOD.DE has a 0.10% expense ratio, which is higher than XESC.DE's 0.09% 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. XESC.DE - Dividend Comparison
XEOD.DE's dividend yield for the trailing twelve months is around 1.86%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XESC.DE Xtrackers EURO STOXX 50 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% |
Frequently Asked Questions
XEOD.DE and XESC.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, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for XEOD.DE.
XEOD.DE is categorized as Money Market, while XESC.DE is Europe Equities. XEOD.DE tracks €STR + 8.5 bps, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.10% for XEOD.DE and 0.09% for XESC.DE.
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