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

Performance

XEON.DE vs. XDWH.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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

XDWH.DE
XDWH.DE Risk / Return Rank: 2121
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2020
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. 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.DEXDWH.DEDifference
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

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

The current XEON.DE Sharpe Ratio is 8.94, which is higher than the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XEON.DE and XDWH.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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Sharpe Ratios by Period


XEON.DEXDWH.DEDifference

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.DEXDWH.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.01%

-8.51%

+8.50%

Average Drawdown

Average peak-to-trough decline

-0.92%

-4.82%

+3.90%

Ulcer Index

Depth 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.DEXDWH.DEDifference

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.


Tickers have no history of dividend payments

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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