XEON.DE vs. EUN5.DE
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) and EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) are both exchange-traded funds - XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 10 years, XEON.DE returned 0.70%/yr vs 1.02%/yr for EUN5.DE. At a 0.02 correlation, their price movements are largely independent. XEON.DE charges 0.10%/yr vs 0.20%/yr for EUN5.DE.
Performance
XEON.DE vs. EUN5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XEON.DE achieves a 0.80% return, which is significantly higher than EUN5.DE's 0.53% return. Over the past 10 years, XEON.DE has underperformed EUN5.DE with an annualized return of 0.70%, while EUN5.DE has yielded a comparatively higher 1.02% annualized return.
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.95%
- 1Y
- 1.95%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
EUN5.DE
- 1D
- 0.05%
- 1M
- 0.36%
- YTD
- 0.53%
- 6M
- 0.49%
- 1Y
- 2.22%
- 3Y*
- 4.59%
- 5Y*
- 0.06%
- 10Y*
- 1.02%
XEON.DE vs. EUN5.DE - 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% |
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 0.53% | 3.02% | 4.38% | 7.49% | -13.40% | -1.05% | 2.58% | 6.31% | -1.47% | 2.15% |
Correlation
The correlation between XEON.DE and EUN5.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 | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 27, 2009 | 0.02 |
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Return for Risk
XEON.DE vs. EUN5.DE — Risk / Return Rank
XEON.DE
EUN5.DE
XEON.DE vs. EUN5.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 iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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.
| XEON.DE | EUN5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.37 | ||
| Sortino ratioReturn per unit of downside risk | +20.38 | ||
| Omega ratioGain probability vs. loss probability | 4.27 | 1.11 | +3.16 |
| Calmar ratioReturn relative to maximum drawdown | 69.36 | 0.69 | +68.67 |
| Martin ratioReturn relative to average drawdown | 316.53 | 2.40 | +314.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEON.DE | EUN5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.94 | 0.57 | +8.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 7.54 | 0.01 | +7.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.78 | 0.22 | +1.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.47 | +0.26 |
Drawdowns
XEON.DE vs. EUN5.DE - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum EUN5.DE drawdown of -17.31%. Use the drawdown chart below to compare losses from any high point for XEON.DE and EUN5.DE.
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Drawdown Indicators
| XEON.DE | EUN5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -17.31% | +13.60% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -2.71% | +2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -2.71% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -0.71% | -17.31% | +16.60% |
Max Drawdown (10Y)Largest decline over 10 years | -3.25% | -17.31% | +14.06% |
Current DrawdownCurrent decline from peak | -0.01% | -1.08% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -3.15% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.78% | -0.77% |
Volatility
XEON.DE vs. EUN5.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) has a volatility of 1.08%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than EUN5.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.DE | EUN5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 1.08% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 2.86% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 3.27% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.25% | 4.49% | -4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 4.55% | -4.16% |
XEON.DE vs. EUN5.DE - Expense Ratio Comparison
XEON.DE has a 0.10% expense ratio, which is lower than EUN5.DE's 0.20% 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. EUN5.DE - Dividend Comparison
XEON.DE has not paid dividends to shareholders, while EUN5.DE's dividend yield for the trailing twelve months is around 3.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 3.33% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
XEON.DE Xtrackers II EUR Overnight Rate Swap 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
XEON.DE and EUN5.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, 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 0.20% for EUN5.DE.
XEON.DE is categorized as Bank Loan, while EUN5.DE is European Corporate Bonds. XEON.DE tracks Solactive €STR +8.5 Daily Index, while EUN5.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.10% for XEON.DE and 0.20% for EUN5.DE.
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