PortfoliosLab logoPortfoliosLab logo
XEON.DE vs. QYLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEON.DE vs. QYLE.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 Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XEON.DE achieves a 0.80% return, which is significantly lower than QYLE.DE's 6.53% 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%

QYLE.DE

1D
-1.00%
1M
2.58%
YTD
6.53%
6M
7.45%
1Y
16.40%
3Y*
12.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
0.80%2.25%3.78%3.30%0.16%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
6.53%-7.62%37.36%30.02%-5.59%

Correlation

The correlation between XEON.DE and QYLE.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

0.00

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2022

0.01

The correlation between XEON.DE and QYLE.DE shifts across timeframes, from -0.11 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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. QYLE.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

QYLE.DE
QYLE.DE Risk / Return Rank: 5757
Overall Rank
QYLE.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QYLE.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
QYLE.DE Omega Ratio Rank: 4949
Omega Ratio Rank
QYLE.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
QYLE.DE Martin Ratio Rank: 6060
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. QYLE.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 Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.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.DEQYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+7.26

Sortino ratioReturn per unit of downside risk

+18.88

Omega ratioGain probability vs. loss probability

4.27

1.30

+2.97

Calmar ratioReturn relative to maximum drawdown

69.36

3.87

+65.49

Martin ratioReturn relative to average drawdown

316.53

10.46

+306.08

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

The current XEON.DE Sharpe Ratio is 8.94, which is higher than the QYLE.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XEON.DE and QYLE.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.


Loading charts...

Sharpe Ratios by Period


XEON.DEQYLE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.94

1.68

+7.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.16

-0.42

Drawdowns

XEON.DE vs. QYLE.DE - Drawdown Comparison

The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum QYLE.DE drawdown of -24.06%. Use the drawdown chart below to compare losses from any high point for XEON.DE and QYLE.DE.


Loading charts...

Drawdown Indicators


XEON.DEQYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-24.06%

+20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-4.17%

+4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

-24.06%

+23.98%

Max Drawdown (5Y)

Largest decline over 5 years

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-3.25%

Current Drawdown

Current decline from peak

-0.01%

-5.04%

+5.03%

Average Drawdown

Average peak-to-trough decline

-0.92%

-5.68%

+4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.55%

-1.54%

Volatility

XEON.DE vs. QYLE.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) has a volatility of 2.32%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than QYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XEON.DEQYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

2.32%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

6.14%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

9.63%

-9.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.25%

13.25%

-13.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

13.25%

-12.86%

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

XEON.DE has a 0.10% expense ratio, which is lower than QYLE.DE's 0.45% expense ratio.


Dividends

XEON.DE vs. QYLE.DE - Dividend Comparison

XEON.DE has not paid dividends to shareholders, while QYLE.DE's dividend yield for the trailing twelve months is around 8.84%.


PositionTTM202520242023
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
8.84%10.67%15.00%20.20%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XEON.DE and QYLE.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.

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 0.45% for QYLE.DE.

XEON.DE is categorized as Bank Loan, while QYLE.DE is Nasdaq-100. XEON.DE tracks Solactive €STR +8.5 Daily Index, while QYLE.DE tracks Cboe Nasdaq-100 BuyWrite. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.10% for XEON.DE and 0.45% for QYLE.DE.

Portfolio Optimizer

Find the right allocation for XEON.DE and QYLE.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