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XEON.DE vs. V80A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEON.DE vs. V80A.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 Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.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 V80A.DE's 9.45% return.


XEON.DE

1D
-0.01%
1M
0.09%
YTD
0.80%
6M
0.91%
1Y
1.93%
3Y*
2.99%
5Y*
1.94%
10Y*
0.70%

V80A.DE

1D
1.92%
1M
1.51%
YTD
9.45%
6M
11.01%
1Y
21.02%
3Y*
14.04%
5Y*
9.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEON.DE vs. V80A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
0.80%2.25%3.78%3.30%-0.04%-0.58%-0.03%
V80A.DE
Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc
9.45%7.93%19.23%15.09%-13.51%20.57%2.00%

Correlation

The correlation between XEON.DE and V80A.DE is 0.02, 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

0.02

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

-0.05

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

-0.02

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Return for Risk

XEON.DE vs. V80A.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

V80A.DE
V80A.DE Risk / Return Rank: 7979
Overall Rank
V80A.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
V80A.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
V80A.DE Omega Ratio Rank: 7878
Omega Ratio Rank
V80A.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
V80A.DE Martin Ratio Rank: 8181
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. V80A.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 Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.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.DEV80A.DEDifference
Sharpe ratioReturn per unit of total volatility

+6.78

Sortino ratioReturn per unit of downside risk

+18.16

Omega ratioGain probability vs. loss probability

4.27

1.40

+2.87

Calmar ratioReturn relative to maximum drawdown

69.36

3.62

+65.74

Martin ratioReturn relative to average drawdown

316.53

14.24

+302.29

XEON.DE vs. V80A.DE - Sharpe Ratio Comparison

The current XEON.DE Sharpe Ratio is 8.94, which is higher than the V80A.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of XEON.DE and V80A.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. V80A.DE - Drawdown Comparison

The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum V80A.DE drawdown of -16.78%. Use the drawdown chart below to compare losses from any high point for XEON.DE and V80A.DE.


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Drawdown Indicators


XEON.DEV80A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-16.78%

+13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-5.63%

+5.60%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

-16.78%

+16.70%

Max Drawdown (5Y)

Largest decline over 5 years

-0.69%

-16.78%

+16.09%

Max Drawdown (10Y)

Largest decline over 10 years

-3.24%

Current Drawdown

Current decline from peak

-0.01%

-1.22%

+1.21%

Average Drawdown

Average peak-to-trough decline

-0.92%

-3.99%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.43%

-1.42%

Volatility

XEON.DE vs. V80A.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) has a volatility of 3.42%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than V80A.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.DEV80A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

3.42%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

7.26%

-7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

9.50%

-9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.25%

11.02%

-10.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

10.89%

-10.50%

XEON.DE vs. V80A.DE - Expense Ratio Comparison

XEON.DE has a 0.10% expense ratio, which is lower than V80A.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XEON.DE vs. V80A.DE - Dividend Comparison

Neither XEON.DE nor V80A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XEON.DE and V80A.DE have a correlation of 0.02, 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 0.25% for V80A.DE.

XEON.DE is categorized as Bank Loan, while V80A.DE is Diversified Portfolio. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.10% for XEON.DE and 0.25% for V80A.DE.

Portfolio Optimizer

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