XEON.DE vs. WMT
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) is Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while WMT (Walmart Inc.) is a stock. Over the past 10 years, XEON.DE returned 0.70%/yr vs 19.39%/yr for WMT. At a correlation of -0.00, they often move in opposite directions.
Performance
XEON.DE vs. WMT - Performance Comparison
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Different Trading Currencies
XEON.DE is traded in EUR, while WMT is traded in USD. To make them comparable, the WMT values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XEON.DE achieves a 0.80% return, which is significantly lower than WMT's 10.75% return. Over the past 10 years, XEON.DE has underperformed WMT with an annualized return of 0.70%, while WMT has yielded a comparatively higher 19.39% annualized return.
XEON.DE
- 1D
- -0.01%
- 1M
- 0.10%
- YTD
- 0.80%
- 6M
- 0.91%
- 1Y
- 1.93%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
WMT
- 1D
- 0.53%
- 1M
- -7.81%
- YTD
- 10.75%
- 6M
- 5.67%
- 1Y
- 29.04%
- 3Y*
- 31.10%
- 5Y*
- 23.54%
- 10Y*
- 19.39%
XEON.DE vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WMT Walmart Inc. | 10.75% | 9.72% | 85.47% | 9.50% | 5.70% | 9.60% | 13.16% | 33.10% | 1.10% | 28.55% |
Correlation
The correlation between XEON.DE and WMT is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | -0.00 |
The correlation between XEON.DE and WMT shifts across timeframes, from -0.09 (1 year) to 0.01 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XEON.DE vs. WMT — Risk / Return Rank
XEON.DE
WMT
XEON.DE vs. WMT - 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 Walmart Inc. (WMT). 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.DE | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +7.74 | ||
| Sortino ratioReturn per unit of downside risk | +19.50 | ||
| Omega ratioGain probability vs. loss probability | 4.27 | 1.22 | +3.05 |
| Calmar ratioReturn relative to maximum drawdown | 69.36 | 1.83 | +67.53 |
| Martin ratioReturn relative to average drawdown | 316.53 | 6.36 | +310.17 |
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Drawdowns
XEON.DE vs. WMT - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum WMT drawdown of -33.52%. Use the drawdown chart below to compare losses from any high point for XEON.DE and WMT.
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Drawdown Indicators
| XEON.DE | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -33.52% | +29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -15.92% | +15.89% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -25.42% | +25.34% |
Max Drawdown (5Y)Largest decline over 5 years | -0.70% | -25.42% | +24.72% |
Max Drawdown (10Y)Largest decline over 10 years | -3.24% | -25.42% | +22.18% |
Current DrawdownCurrent decline from peak | -0.01% | -9.50% | +9.49% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -8.44% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 4.56% | -4.55% |
Volatility
XEON.DE vs. WMT - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Walmart Inc. (WMT) has a volatility of 10.17%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEON.DE | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 10.17% | -10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 19.26% | -19.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 24.39% | -24.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.25% | 22.56% | -22.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 22.83% | -22.44% |
Dividends
XEON.DE vs. WMT - Dividend Comparison
XEON.DE has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
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 WMT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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