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XEON.DE vs. BCH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XEON.DE vs. BCH-USD - 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 Bitcoin Cash (BCH-USD). 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 BCH-USD is traded in USD. To make them comparable, the BCH-USD 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 0.80% return, which is significantly higher than BCH-USD's -65.66% return.


XEON.DE

1D
-0.01%
1M
0.10%
YTD
0.80%
6M
0.91%
1Y
1.90%
3Y*
2.99%
5Y*
1.94%
10Y*
0.70%

BCH-USD

1D
-1.25%
1M
-52.77%
YTD
-65.66%
6M
-64.69%
1Y
-52.20%
3Y*
21.47%
5Y*
-18.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEON.DE vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
0.80%2.25%3.78%3.30%-0.04%-0.58%-0.57%-0.49%-0.47%-0.24%
BCH-USD
Bitcoin Cash
-65.66%21.76%81.79%155.17%-76.15%35.10%54.19%41.05%-94.19%367.68%

Correlation

The correlation between XEON.DE and BCH-USD 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 (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2017

0.02

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Return for Risk

XEON.DE vs. BCH-USD — 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

BCH-USD
BCH-USD Risk / Return Rank: 4040
Overall Rank
BCH-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 4949
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 11
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. BCH-USD - 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 Bitcoin Cash (BCH-USD). 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.DEBCH-USDDifference
Sharpe ratioReturn per unit of total volatility

+9.71

Sortino ratioReturn per unit of downside risk

+22.29

Omega ratioGain probability vs. loss probability

4.27

0.89

+3.38

Calmar ratioReturn relative to maximum drawdown

69.36

-0.75

+70.11

Martin ratioReturn relative to average drawdown

316.53

-2.29

+318.82

XEON.DE vs. BCH-USD - Sharpe Ratio Comparison

The current XEON.DE Sharpe Ratio is 8.94, which is higher than the BCH-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of XEON.DE and BCH-USD, 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. BCH-USD - Drawdown Comparison

The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum BCH-USD drawdown of -97.77%. Use the drawdown chart below to compare losses from any high point for XEON.DE and BCH-USD.


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Drawdown Indicators


XEON.DEBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-97.77%

+94.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-69.72%

+69.69%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

-73.16%

+73.08%

Max Drawdown (5Y)

Largest decline over 5 years

-0.70%

-86.54%

+85.84%

Max Drawdown (10Y)

Largest decline over 10 years

-3.24%

Current Drawdown

Current decline from peak

-0.01%

-94.45%

+94.44%

Average Drawdown

Average peak-to-trough decline

-0.92%

-85.62%

+84.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

26.86%

-26.85%

Volatility

XEON.DE vs. BCH-USD - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Bitcoin Cash (BCH-USD) has a volatility of 27.02%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEON.DEBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

27.02%

-26.98%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

49.72%

-49.56%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

55.90%

-55.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.25%

67.95%

-67.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

94.11%

-93.72%

Frequently Asked Questions


XEON.DE and BCH-USD 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.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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