XEON.DE vs. XGDU.DE
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) and XGDU.DE (Xtrackers IE Physical Gold ETC Securities) are both exchange-traded funds - XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while XGDU.DE is a Precious Metals fund tracking the Gold. Both are passively managed. Over the past 5 years, XEON.DE returned 1.94%/yr vs 19.07%/yr for XGDU.DE. At a 0.04 correlation, their price movements are largely independent. XEON.DE charges 0.10%/yr vs 0.12%/yr for XGDU.DE.
Performance
XEON.DE vs. XGDU.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 XGDU.DE's -0.05% return.
XEON.DE
- 1D
- -0.01%
- 1M
- 0.12%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.94%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XGDU.DE
- 1D
- -0.29%
- 1M
- -6.50%
- YTD
- -0.05%
- 6M
- 3.67%
- 1Y
- 27.84%
- 3Y*
- 26.92%
- 5Y*
- 19.07%
- 10Y*
- —
XEON.DE vs. XGDU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.35% |
XGDU.DE Xtrackers IE Physical Gold ETC Securities | -0.05% | 49.09% | 34.21% | 9.43% | 6.99% | 3.80% | -10.64% |
Correlation
The correlation between XEON.DE and XGDU.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2020 | 0.04 |
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Return for Risk
XEON.DE vs. XGDU.DE — Risk / Return Rank
XEON.DE
XGDU.DE
XEON.DE vs. XGDU.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 IE Physical Gold ETC Securities (XGDU.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 | XGDU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.06 | ||
| Sortino ratioReturn per unit of downside risk | +19.94 | ||
| Omega ratioGain probability vs. loss probability | 4.27 | 1.24 | +3.04 |
| Calmar ratioReturn relative to maximum drawdown | 69.36 | 1.62 | +67.74 |
| Martin ratioReturn relative to average drawdown | 316.53 | 3.29 | +313.24 |
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 | XGDU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.94 | 0.88 | +8.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 7.54 | 1.00 | +6.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.72 | +0.02 |
Drawdowns
XEON.DE vs. XGDU.DE - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum XGDU.DE drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for XEON.DE and XGDU.DE.
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Drawdown Indicators
| XEON.DE | XGDU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -18.90% | +15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -17.34% | +17.31% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -17.34% | +17.26% |
Max Drawdown (5Y)Largest decline over 5 years | -0.71% | -17.34% | +16.63% |
Max Drawdown (10Y)Largest decline over 10 years | -3.25% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -17.32% | +17.31% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -6.73% | +5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 8.56% | -8.55% |
Volatility
XEON.DE vs. XGDU.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a volatility of 5.22%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than XGDU.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 | XGDU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 5.22% | -5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 20.23% | -20.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 31.93% | -31.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.25% | 18.78% | -18.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 18.62% | -18.23% |
XEON.DE vs. XGDU.DE - Expense Ratio Comparison
XEON.DE has a 0.10% expense ratio, which is lower than XGDU.DE's 0.12% 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. XGDU.DE - Dividend Comparison
Neither XEON.DE nor XGDU.DE has paid dividends to shareholders.
Frequently Asked Questions
XEON.DE and XGDU.DE have a correlation of -0.03, 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 0.12% for XGDU.DE.
XEON.DE is categorized as Bank Loan, while XGDU.DE is Precious Metals. XEON.DE tracks Solactive €STR +8.5 Daily Index, while XGDU.DE tracks Gold. Their fees differ too: 0.10% for XEON.DE and 0.12% for XGDU.DE.
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