XEON.DE vs. BTC-USD
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) is Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XEON.DE returned 0.70%/yr vs 59.28%/yr for BTC-USD. At a correlation of -0.04, they often move in opposite directions.
Performance
XEON.DE vs. BTC-USD - Performance Comparison
Loading charts...
Different Trading Currencies
XEON.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-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 BTC-USD's -27.22% return. Over the past 10 years, XEON.DE has underperformed BTC-USD with an annualized return of 0.70%, while BTC-USD has yielded a comparatively higher 59.28% annualized return.
XEON.DE
- 1D
- -0.01%
- 1M
- 0.12%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.94%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
BTC-USD
- 1D
- -1.24%
- 1M
- -20.32%
- YTD
- -27.22%
- 6M
- -30.41%
- 1Y
- -41.51%
- 3Y*
- 30.08%
- 5Y*
- 12.04%
- 10Y*
- 59.28%
XEON.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -0.52% |
BTC-USD Bitcoin | -27.22% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between XEON.DE and BTC-USD is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | -0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XEON.DE vs. BTC-USD — Risk / Return Rank
XEON.DE
BTC-USD
XEON.DE vs. BTC-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 (BTC-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.
| XEON.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +9.91 | ||
| Sortino ratioReturn per unit of downside risk | +22.61 | ||
| Omega ratioGain probability vs. loss probability | 4.27 | 0.85 | +3.42 |
| Calmar ratioReturn relative to maximum drawdown | 69.36 | -0.83 | +70.19 |
| Martin ratioReturn relative to average drawdown | 316.53 | -1.45 | +317.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XEON.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.94 | -0.97 | +9.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 7.54 | 0.22 | +7.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.78 | 0.88 | +0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.14 | -0.40 |
Drawdowns
XEON.DE vs. BTC-USD - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for XEON.DE and BTC-USD.
Loading charts...
Drawdown Indicators
| XEON.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -83.05% | +79.34% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -50.24% | +50.21% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -50.24% | +50.16% |
Max Drawdown (5Y)Largest decline over 5 years | -0.71% | -73.60% | +72.89% |
Max Drawdown (10Y)Largest decline over 10 years | -3.25% | -82.51% | +79.26% |
Current DrawdownCurrent decline from peak | -0.01% | -49.08% | +49.07% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -40.00% | +39.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 34.25% | -34.24% |
Volatility
XEON.DE vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Bitcoin (BTC-USD) has a volatility of 11.36%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XEON.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 11.36% | -11.32% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 34.70% | -34.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 35.43% | -35.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.25% | 44.96% | -44.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 56.01% | -55.62% |
Frequently Asked Questions
XEON.DE and BTC-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XEON.DE and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer