XEON.DE vs. XDWH.DE
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, XEON.DE returned 0.70%/yr vs 7.61%/yr for XDWH.DE. At a correlation of -0.03, they often move in opposite directions. XEON.DE charges 0.10%/yr vs 0.25%/yr for XDWH.DE.
Performance
XEON.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XEON.DE achieves a 0.80% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, XEON.DE has underperformed XDWH.DE with an annualized return of 0.70%, while XDWH.DE has yielded a comparatively higher 7.61% 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%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.42%
- YTD
- -1.98%
- 6M
- -1.51%
- 1Y
- 9.79%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
XEON.DE vs. XDWH.DE - 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% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | -1.98% | 2.21% | 7.44% | 0.04% | -0.07% | 30.55% | 2.69% | 27.24% | 5.96% | 5.52% |
Correlation
The correlation between XEON.DE and XDWH.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 | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | -0.03 |
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Return for Risk
XEON.DE vs. XDWH.DE — Risk / Return Rank
XEON.DE
XDWH.DE
XEON.DE vs. XDWH.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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.24 | ||
| Sortino ratioReturn per unit of downside risk | +20.10 | ||
| Omega ratioGain probability vs. loss probability | 4.27 | 1.13 | +3.14 |
| Calmar ratioReturn relative to maximum drawdown | 69.36 | 0.93 | +68.43 |
| Martin ratioReturn relative to average drawdown | 316.53 | 2.28 | +314.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEON.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.94 | 0.70 | +8.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 7.54 | 0.41 | +7.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.78 | 0.51 | +1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.55 | +0.19 |
Drawdowns
XEON.DE vs. XDWH.DE - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for XEON.DE and XDWH.DE.
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Drawdown Indicators
| XEON.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -26.08% | +22.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -10.32% | +10.29% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -21.12% | +21.04% |
Max Drawdown (5Y)Largest decline over 5 years | -0.71% | -21.12% | +20.41% |
Max Drawdown (10Y)Largest decline over 10 years | -3.25% | -26.08% | +22.83% |
Current DrawdownCurrent decline from peak | -0.01% | -8.51% | +8.50% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -4.82% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 4.20% | -4.19% |
Volatility
XEON.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than XDWH.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.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 4.81% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 9.51% | -9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 13.69% | -13.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.25% | 13.43% | -13.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 14.69% | -14.30% |
XEON.DE vs. XDWH.DE - Expense Ratio Comparison
XEON.DE has a 0.10% expense ratio, which is lower than XDWH.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. XDWH.DE - Dividend Comparison
Neither XEON.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
XEON.DE and XDWH.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 0.25% for XDWH.DE.
XEON.DE is categorized as Bank Loan, while XDWH.DE is Health & Biotech Equities. XEON.DE tracks Solactive €STR +8.5 Daily Index, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.10% for XEON.DE and 0.25% for XDWH.DE.
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