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

Performance

XEON.DE vs. IUST.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 TIPS UCITS ETF USD (Acc) (IUST.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 IUST.DE's 2.52% return. Over the past 10 years, XEON.DE has underperformed IUST.DE with an annualized return of 0.70%, while IUST.DE has yielded a comparatively higher 2.38% 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%

IUST.DE

1D
-0.11%
1M
1.13%
YTD
2.52%
6M
1.46%
1Y
3.26%
3Y*
1.05%
5Y*
1.90%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEON.DE vs. IUST.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%
IUST.DE
iShares USD TIPS UCITS ETF USD (Acc)
2.52%-4.87%7.83%-0.00%-7.02%14.87%0.99%11.24%3.24%-9.33%

Correlation

The correlation between XEON.DE and IUST.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

-0.05

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

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2007

-0.02

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Return for Risk

XEON.DE vs. IUST.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

IUST.DE
IUST.DE Risk / Return Rank: 1717
Overall Rank
IUST.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IUST.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IUST.DE Omega Ratio Rank: 1616
Omega Ratio Rank
IUST.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IUST.DE Martin Ratio Rank: 1818
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. IUST.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 TIPS UCITS ETF USD (Acc) (IUST.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.DEIUST.DEDifference
Sharpe ratioReturn per unit of total volatility

+8.44

Sortino ratioReturn per unit of downside risk

+20.48

Omega ratioGain probability vs. loss probability

4.27

1.09

+3.18

Calmar ratioReturn relative to maximum drawdown

69.36

0.74

+68.62

Martin ratioReturn relative to average drawdown

316.53

1.93

+314.60

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

The current XEON.DE Sharpe Ratio is 8.94, which is higher than the IUST.DE Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of XEON.DE and IUST.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.DEIUST.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.94

0.50

+8.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.54

0.23

+7.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.78

0.30

+1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.43

+0.30

Drawdowns

XEON.DE vs. IUST.DE - Drawdown Comparison

The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum IUST.DE drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for XEON.DE and IUST.DE.


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Drawdown Indicators


XEON.DEIUST.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-19.93%

+16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-4.00%

+3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

-10.75%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-0.71%

-15.19%

+14.48%

Max Drawdown (10Y)

Largest decline over 10 years

-3.25%

-15.81%

+12.56%

Current Drawdown

Current decline from peak

-0.01%

-8.09%

+8.08%

Average Drawdown

Average peak-to-trough decline

-0.92%

-6.85%

+5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.54%

-1.53%

Volatility

XEON.DE vs. IUST.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) has a volatility of 0.74%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than IUST.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.DEIUST.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

0.74%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

4.05%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

5.92%

-5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.25%

8.29%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

8.00%

-7.61%

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

Both XEON.DE and IUST.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XEON.DE vs. IUST.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XEON.DE and IUST.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XEON.DE and IUST.DE have the same expense ratio: 0.10% per year.

XEON.DE is categorized as Bank Loan, while IUST.DE is Inflation-Protected Bonds. XEON.DE tracks Solactive €STR +8.5 Daily Index, while IUST.DE tracks Bloomberg US Government Inflation-Linked Bond. They also come from different issuers: Xtrackers and iShares.

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