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XEON.DE vs. AVLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEON.DE vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XEON.DE is traded in EUR, while AVLV is traded in USD. To make them comparable, the AVLV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XEON.DE achieves a 1.07% return, which is significantly lower than AVLV's 24.74% return.


XEON.DE

1D
0.00%
1M
0.16%
6M
1.00%
YTD
1.07%
1Y
1.97%
3Y*
2.94%
5Y*
2.01%
10Y*
0.74%
ALL TIME*
0.67%

AVLV

1D
-0.18%
1M
0.80%
6M
17.56%
YTD
24.74%
1Y
36.35%
3Y*
19.47%
5Y*
10Y*
ALL TIME*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEON.DE vs. AVLV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
1.07%2.25%3.78%3.30%-0.04%-0.16%
AVLV
Avantis U.S. Large Cap Value ETF
24.74%1.46%25.24%13.90%0.32%9.74%

Correlation

The correlation between XEON.DE and AVLV 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

0.00

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

-0.00

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Return for Risk

XEON.DE vs. AVLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEON.DE
XEON.DE Risk / Return Rank: 9999
Overall Rank
XEON.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XEON.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEON.DE Omega Ratio Rank: 9999
Omega Ratio Rank
XEON.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
XEON.DE Martin Ratio Rank: 100100
Martin Ratio Rank

AVLV
AVLV Risk / Return Rank: 9494
Overall Rank
AVLV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 9494
Sortino Ratio Rank
AVLV Omega Ratio Rank: 9393
Omega Ratio Rank
AVLV Calmar Ratio Rank: 9494
Calmar Ratio Rank
AVLV Martin Ratio Rank: 9595
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.

XEON.DE vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) and Avantis U.S. Large Cap Value ETF (AVLV). 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.


XEON.DEAVLVDifference
Sharpe ratioReturn per unit of total volatility

+6.21

Sortino ratioReturn per unit of downside risk

+18.25

Omega ratioGain probability vs. loss probability

4.50

1.52

+2.97

Calmar ratioReturn relative to maximum drawdown

69.40

9.64

+59.76

Martin ratioReturn relative to average drawdown

324.72

30.35

+294.37

XEON.DE vs. AVLV - Sharpe Ratio Comparison

The current XEON.DE Sharpe Ratio is 9.13, which is higher than the AVLV Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of XEON.DE and AVLV, 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

XEON.DE vs. AVLV - Drawdown Comparison

The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum AVLV drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for XEON.DE and AVLV.


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Drawdown Indicators


XEON.DEAVLVDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-23.74%

+20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-3.79%

+3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

-23.74%

+23.66%

Max Drawdown (5Y)

Largest decline over 5 years

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-3.19%

Current Drawdown

Current decline from peak

0.00%

-0.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

-0.88%

-4.40%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.20%

-1.19%

Volatility

XEON.DE vs. AVLV - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 2.49%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEON.DEAVLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

2.49%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

8.69%

-8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

12.51%

-12.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.25%

17.13%

-16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

17.13%

-16.74%

XEON.DE vs. AVLV - Expense Ratio Comparison

XEON.DE has a 0.10% expense ratio, which is lower than AVLV's 0.15% 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

XEON.DE vs. AVLV - Dividend Comparison

XEON.DE has not paid dividends to shareholders, while AVLV's dividend yield for the trailing twelve months is around 1.07%.


PositionTTM20252024202320222021
AVLV
Avantis U.S. Large Cap Value ETF
1.07%1.33%1.58%1.85%2.00%0.29%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


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

XEON.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for AVLV.

XEON.DE is categorized as Money Market, while AVLV is Large Cap Value Equities. They also come from different issuers: Xtrackers and Avantis. Their fees differ too: 0.10% for XEON.DE and 0.15% for AVLV.

Portfolio Optimizer

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