XEON.DE vs. XRS2.DE
XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) and XRS2.DE (Xtrackers Russell 2000 UCITS ETF 1C) are both exchange-traded funds - XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index, while XRS2.DE is a Small Cap Blend Equities fund tracking the Russell 2000®. Both are passively managed. Over the past 10 years, XEON.DE returned 0.72%/yr vs 11.27%/yr for XRS2.DE. At a correlation of -0.01, they often move in opposite directions. XEON.DE charges 0.10%/yr vs 0.30%/yr for XRS2.DE.
Performance
XEON.DE vs. XRS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XEON.DE achieves a 0.90% return, which is significantly lower than XRS2.DE's 23.97% return. Over the past 10 years, XEON.DE has underperformed XRS2.DE with an annualized return of 0.72%, while XRS2.DE has yielded a comparatively higher 11.27% annualized return.
XEON.DE
- 1D
- 0.00%
- 1M
- 0.13%
- YTD
- 0.90%
- 6M
- 0.97%
- 1Y
- 1.95%
- 3Y*
- 2.96%
- 5Y*
- 1.97%
- 10Y*
- 0.72%
XRS2.DE
- 1D
- 1.37%
- 1M
- 5.98%
- YTD
- 23.97%
- 6M
- 23.46%
- 1Y
- 45.02%
- 3Y*
- 17.61%
- 5Y*
- 7.18%
- 10Y*
- 11.27%
XEON.DE vs. XRS2.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 | 0.90% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
XRS2.DE Xtrackers Russell 2000 UCITS ETF 1C | 23.97% | 1.29% | 15.81% | 14.81% | -16.50% | 24.61% | 8.18% | 28.79% | -9.05% | 0.53% |
Correlation
The correlation between XEON.DE and XRS2.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | -0.01 |
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Return for Risk
XEON.DE vs. XRS2.DE — Risk / Return Rank
XEON.DE
XRS2.DE
XEON.DE vs. XRS2.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 Russell 2000 UCITS ETF 1C (XRS2.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.
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 | XRS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.64 | ||
| Sortino ratioReturn per unit of downside risk | +18.66 | ||
| Omega ratioGain probability vs. loss probability | 4.39 | 1.40 | +2.99 |
| Calmar ratioReturn relative to maximum drawdown | 68.74 | 4.86 | +63.88 |
| Martin ratioReturn relative to average drawdown | 317.11 | 16.47 | +300.65 |
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Drawdowns
XEON.DE vs. XRS2.DE - Drawdown Comparison
The maximum XEON.DE drawdown since its inception was -3.71%, smaller than the maximum XRS2.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for XEON.DE and XRS2.DE.
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Drawdown Indicators
| XEON.DE | XRS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -41.13% | +37.42% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -9.23% | +9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -0.08% | -32.77% | +32.69% |
Max Drawdown (5Y)Largest decline over 5 years | -0.68% | -32.77% | +32.09% |
Max Drawdown (10Y)Largest decline over 10 years | -3.23% | -41.13% | +37.90% |
Current DrawdownCurrent decline from peak | -0.01% | 0.00% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -10.89% | +10.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.73% | -2.72% |
Volatility
XEON.DE vs. XRS2.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) is 0.04%, while Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a volatility of 5.92%. This indicates that XEON.DE experiences smaller price fluctuations and is considered to be less risky than XRS2.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 | XRS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 5.92% | -5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 0.16% | 13.66% | -13.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.22% | 19.44% | -19.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.26% | 21.26% | -21.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.39% | 22.37% | -21.98% |
XEON.DE vs. XRS2.DE - Expense Ratio Comparison
XEON.DE has a 0.10% expense ratio, which is lower than XRS2.DE's 0.30% expense ratio.
Dividends
XEON.DE vs. XRS2.DE - Dividend Comparison
Neither XEON.DE nor XRS2.DE has paid dividends to shareholders.
Frequently Asked Questions
XEON.DE and XRS2.DE have a correlation of -0.07, 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 0.30% for XRS2.DE.
XEON.DE is categorized as Bank Loan, while XRS2.DE is Small Cap Blend Equities. XEON.DE tracks Solactive €STR +8.5 Daily Index, while XRS2.DE tracks Russell 2000®. Their fees differ too: 0.10% for XEON.DE and 0.30% for XRS2.DE.
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