XEON.DE vs. IS0R.DE
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) and IS0R.DE (iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)) are both exchange-traded funds - XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while IS0R.DE is a High Yield Bonds fund tracking the iBoxx® USD Liquid High Yield Capped. Both are passively managed. Over the past 10 years, XEON.DE returned 0.70%/yr vs 4.79%/yr for IS0R.DE. At a correlation of -0.03, they often move in opposite directions. XEON.DE charges 0.10%/yr vs 0.50%/yr for IS0R.DE.
Performance
XEON.DE vs. IS0R.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XEON.DE achieves a 0.80% return, which is significantly lower than IS0R.DE's 2.44% return. Over the past 10 years, XEON.DE has underperformed IS0R.DE with an annualized return of 0.70%, while IS0R.DE has yielded a comparatively higher 4.79% 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%
IS0R.DE
- 1D
- 0.10%
- 1M
- 1.18%
- YTD
- 2.44%
- 6M
- 2.00%
- 1Y
- 5.26%
- 3Y*
- 5.34%
- 5Y*
- 4.94%
- 10Y*
- 4.79%
XEON.DE vs. IS0R.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% |
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 2.44% | -2.53% | 12.70% | 6.99% | -3.38% | 12.70% | -4.57% | 16.09% | 2.76% | -7.28% |
Correlation
The correlation between XEON.DE and IS0R.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2014 | -0.03 |
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. IS0R.DE — Risk / Return Rank
XEON.DE
IS0R.DE
XEON.DE vs. IS0R.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 USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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 | IS0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.02 | ||
| Sortino ratioReturn per unit of downside risk | +19.88 | ||
| Omega ratioGain probability vs. loss probability | 4.27 | 1.17 | +3.10 |
| Calmar ratioReturn relative to maximum drawdown | 69.36 | 1.65 | +67.71 |
| Martin ratioReturn relative to average drawdown | 316.53 | 5.16 | +311.37 |
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 | IS0R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.94 | 0.92 | +8.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 7.54 | 0.64 | +6.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.78 | 0.54 | +1.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.49 | +0.24 |
Drawdowns
XEON.DE vs. IS0R.DE - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum IS0R.DE drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for XEON.DE and IS0R.DE.
Loading charts...
Drawdown Indicators
| XEON.DE | IS0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -22.05% | +18.34% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -3.11% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -11.44% | +11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -0.71% | -11.44% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -3.25% | -22.05% | +18.80% |
Current DrawdownCurrent decline from peak | -0.01% | -3.26% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -4.74% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 1.00% | -0.99% |
Volatility
XEON.DE vs. IS0R.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) has a volatility of 0.84%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than IS0R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XEON.DE | IS0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 0.84% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 3.65% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 5.59% | -5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.25% | 7.66% | -7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 8.84% | -8.45% |
XEON.DE vs. IS0R.DE - Expense Ratio Comparison
XEON.DE has a 0.10% expense ratio, which is lower than IS0R.DE's 0.50% expense ratio.
Dividends
XEON.DE vs. IS0R.DE - Dividend Comparison
XEON.DE has not paid dividends to shareholders, while IS0R.DE's dividend yield for the trailing twelve months is around 6.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 6.21% | 6.34% | 6.27% | 5.74% | 4.94% | 4.18% | 5.22% | 5.46% | 5.65% | 5.88% | 5.32% | 6.00% |
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 IS0R.DE have a correlation of -0.05, 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 0.50% for IS0R.DE.
XEON.DE is categorized as Bank Loan, while IS0R.DE is High Yield Bonds. XEON.DE tracks Solactive €STR +8.5 Daily Index, while IS0R.DE tracks iBoxx® USD Liquid High Yield Capped. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.10% for XEON.DE and 0.50% for IS0R.DE.
Find the right allocation for XEON.DE and IS0R.DE
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