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XEON.DE vs. IS0R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEON.DE vs. IS0R.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 iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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 0.80% 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEON.DE vs. IS0R.DE - 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%-0.52%
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

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Return for Risk

XEON.DE vs. IS0R.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: 100100
Martin Ratio Rank

IS0R.DE
IS0R.DE Risk / Return Rank: 2929
Overall Rank
IS0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 3434
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. 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.DEIS0R.DEDifference
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

XEON.DE vs. IS0R.DE - Sharpe Ratio Comparison

The current XEON.DE Sharpe Ratio is 8.94, which is higher than the IS0R.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XEON.DE and IS0R.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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Sharpe Ratios by Period


XEON.DEIS0R.DEDifference

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.


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Drawdown Indicators


XEON.DEIS0R.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.01%

-3.26%

+3.25%

Average Drawdown

Average peak-to-trough decline

-0.92%

-4.74%

+3.82%

Ulcer Index

Depth 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.


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Volatility by Period


XEON.DEIS0R.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for XEON.DE and IS0R.DE

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