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

Performance

XEON.DE vs. SPFE.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.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 1.04% return, which is significantly higher than SPFE.DE's -0.24% return.


XEON.DE

1D
0.00%
1M
0.18%
6M
1.00%
YTD
1.04%
1Y
1.97%
3Y*
2.95%
5Y*
2.00%
10Y*
0.73%

SPFE.DE

1D
0.04%
1M
-0.39%
6M
-0.54%
YTD
-0.24%
1Y
1.32%
3Y*
2.21%
5Y*
-1.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
1.04%2.25%3.78%3.30%-0.04%-0.58%-0.57%-0.49%-0.43%
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
-0.24%2.57%1.42%4.38%-13.18%-2.30%3.74%5.02%0.50%

Correlation

The correlation between XEON.DE and SPFE.DE is -0.06, 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

-0.06

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

-0.03

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

0.00

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2018

-0.01

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Return for Risk

XEON.DE vs. SPFE.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

SPFE.DE
SPFE.DE Risk / Return Rank: 1515
Overall Rank
SPFE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPFE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
SPFE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPFE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPFE.DE Martin Ratio Rank: 1616
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. SPFE.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XEON.DESPFE.DEDifference
Sharpe ratioReturn per unit of total volatility

+8.76

Sortino ratioReturn per unit of downside risk

+21.51

Omega ratioGain probability vs. loss probability

4.51

1.07

+3.44

Calmar ratioReturn relative to maximum drawdown

69.47

0.48

+68.99

Martin ratioReturn relative to average drawdown

325.05

1.25

+323.81

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

The current XEON.DE Sharpe Ratio is 9.16, which is higher than the SPFE.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of XEON.DE and SPFE.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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Drawdowns

XEON.DE vs. SPFE.DE - Drawdown Comparison

The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum SPFE.DE drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for XEON.DE and SPFE.DE.


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Drawdown Indicators


XEON.DESPFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-17.26%

+13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-2.74%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

-3.93%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-0.65%

-16.63%

+15.98%

Max Drawdown (10Y)

Largest decline over 10 years

-3.20%

Current Drawdown

Current decline from peak

0.00%

-8.37%

+8.37%

Average Drawdown

Average peak-to-trough decline

-0.88%

-6.50%

+5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.06%

-1.05%

Volatility

XEON.DE vs. SPFE.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.05%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (SPFE.DE) has a volatility of 0.90%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than SPFE.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.DESPFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.90%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

2.73%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

3.35%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.25%

4.51%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

4.01%

-3.62%

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

Both XEON.DE and SPFE.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. SPFE.DE - Dividend Comparison

XEON.DE has not paid dividends to shareholders, while SPFE.DE's dividend yield for the trailing twelve months is around 3.13%.


PositionTTM20252024202320222021202020192018
SPFE.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged
3.13%3.07%2.78%1.96%1.51%1.20%1.49%1.39%0.77%
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%

Frequently Asked Questions


XEON.DE and SPFE.DE have a correlation of -0.06, 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 SPFE.DE have the same expense ratio: 0.10% per year.

XEON.DE is categorized as Money Market, while SPFE.DE is Global Bonds. XEON.DE tracks Solactive €STR +8.5 Daily Index, while SPFE.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged). They also come from different issuers: Xtrackers and State Street.

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