XEON.DE vs. XEOD.DE
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) and XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) are both exchange-traded funds - XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while XEOD.DE is a Money Market fund tracking the €STR + 8.5 bps. Both are passively managed. Over the past 10 years, XEON.DE returned 0.70%/yr vs 0.70%/yr for XEOD.DE. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
XEON.DE vs. XEOD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XEON.DE having a 0.80% return and XEOD.DE slightly higher at 0.83%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: XEON.DE at 0.70% and XEOD.DE at 0.70%.
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%
XEOD.DE
- 1D
- 0.00%
- 1M
- 0.18%
- YTD
- 0.83%
- 6M
- 0.95%
- 1Y
- 1.96%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XEON.DE vs. XEOD.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% |
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 0.83% | 2.22% | 3.75% | 3.32% | -0.03% | -0.58% | -0.58% | -0.49% | -0.49% | -0.54% |
Correlation
The correlation between XEON.DE and XEOD.DE is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2008 | 0.42 |
The correlation between XEON.DE and XEOD.DE shifts across timeframes, from -0.08 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XEON.DE vs. XEOD.DE — Risk / Return Rank
XEON.DE
XEOD.DE
XEON.DE vs. XEOD.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 II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.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 | XEOD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +9.73 | ||
| Omega ratioGain probability vs. loss probability | 4.27 | 2.56 | +1.71 |
| Calmar ratioReturn relative to maximum drawdown | 69.36 | 38.23 | +31.13 |
| Martin ratioReturn relative to average drawdown | 316.53 | 158.09 | +158.45 |
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 | XEOD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.94 | 5.95 | +2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 7.54 | 6.40 | +1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.78 | 2.76 | -0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.29 | +0.45 |
Drawdowns
XEON.DE vs. XEOD.DE - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum XEOD.DE drawdown of -7.47%. Use the drawdown chart below to compare losses from any high point for XEON.DE and XEOD.DE.
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Drawdown Indicators
| XEON.DE | XEOD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -7.47% | +3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -0.05% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -0.19% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -0.71% | -0.71% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -3.25% | -3.27% | +0.02% |
Current DrawdownCurrent decline from peak | -0.01% | 0.00% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -0.91% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.01% | 0.00% |
Volatility
XEON.DE vs. XEOD.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) has a volatility of 0.08%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than XEOD.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 | XEOD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 0.08% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 0.26% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 0.33% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.25% | 0.30% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 0.25% | +0.14% |
XEON.DE vs. XEOD.DE - Expense Ratio Comparison
Both XEON.DE and XEOD.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. XEOD.DE - Dividend Comparison
XEON.DE has not paid dividends to shareholders, while XEOD.DE's dividend yield for the trailing twelve months is around 1.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 1.86% | 2.33% | 3.69% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.83% | 0.01% |
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 XEOD.DE have a correlation of -0.08, 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 XEOD.DE have the same expense ratio: 0.10% per year.
XEON.DE is categorized as Bank Loan, while XEOD.DE is Money Market. XEON.DE tracks Solactive €STR +8.5 Daily Index, while XEOD.DE tracks €STR + 8.5 bps.
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