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XEON.DE vs. EM1C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEON.DE vs. EM1C.DE - 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 VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XEON.DE achieves a 0.90% return, which is significantly lower than EM1C.DE's 4.70% return.


XEON.DE

1D
0.00%
1M
0.13%
YTD
0.90%
6M
0.97%
1Y
1.95%
3Y*
2.96%
5Y*
1.97%
10Y*
0.72%

EM1C.DE

1D
0.31%
1M
2.78%
YTD
4.70%
6M
5.14%
1Y
10.45%
3Y*
4.89%
5Y*
2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEON.DE vs. EM1C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
0.90%2.25%3.78%3.30%-0.04%-0.58%-0.57%-0.49%-0.47%-0.39%
EM1C.DE
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
4.70%4.52%3.70%6.43%-4.55%-2.31%-6.15%12.06%-4.26%-10.33%

Correlation

The correlation between XEON.DE and EM1C.DE is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2017

0.00

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Return for Risk

XEON.DE vs. EM1C.DE — 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: 9999
Martin Ratio Rank

EM1C.DE
EM1C.DE Risk / Return Rank: 7272
Overall Rank
EM1C.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EM1C.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EM1C.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EM1C.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EM1C.DE Martin Ratio Rank: 6464
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. EM1C.DE - 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 VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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.


XEON.DEEM1C.DEDifference
Sharpe ratioReturn per unit of total volatility

+6.90

Sortino ratioReturn per unit of downside risk

+18.58

Omega ratioGain probability vs. loss probability

4.39

1.39

+3.00

Calmar ratioReturn relative to maximum drawdown

68.74

3.04

+65.70

Martin ratioReturn relative to average drawdown

317.11

10.21

+306.90

XEON.DE vs. EM1C.DE - Sharpe Ratio Comparison

The current XEON.DE Sharpe Ratio is 8.95, which is higher than the EM1C.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of XEON.DE and EM1C.DE, 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. EM1C.DE - Drawdown Comparison

The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum EM1C.DE drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for XEON.DE and EM1C.DE.


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Drawdown Indicators


XEON.DEEM1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-23.47%

+19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-3.43%

+3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

-7.21%

+7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-0.68%

-8.70%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-3.23%

Current Drawdown

Current decline from peak

-0.01%

-2.75%

+2.74%

Average Drawdown

Average peak-to-trough decline

-0.88%

-13.90%

+13.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.02%

-1.01%

Volatility

XEON.DE vs. EM1C.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) has a volatility of 1.32%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than EM1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEON.DEEM1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

1.32%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

4.27%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

5.09%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

7.05%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

10.13%

-9.74%

XEON.DE vs. EM1C.DE - Expense Ratio Comparison

XEON.DE has a 0.10% expense ratio, which is lower than EM1C.DE's 0.30% expense ratio.


Dividends

XEON.DE vs. EM1C.DE - Dividend Comparison

Neither XEON.DE nor EM1C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XEON.DE and EM1C.DE have a correlation of -0.09, 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 0.30% for EM1C.DE.

XEON.DE is categorized as Bank Loan, while EM1C.DE is Emerging Markets Bonds. XEON.DE tracks Solactive €STR +8.5 Daily Index, while EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.10% for XEON.DE and 0.30% for EM1C.DE.

Portfolio Optimizer

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