XGIU.DE vs. XEON.DE
XGIU.DE (Xtrackers Global Inflation-Linked Bond UCITS ETF 5C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XGIU.DE is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, XGIU.DE returned 0.92%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.03, they often move in opposite directions. XGIU.DE charges 0.20%/yr vs 0.10%/yr for XEON.DE.
Performance
XGIU.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGIU.DE achieves a 3.08% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, XGIU.DE has outperformed XEON.DE with an annualized return of 0.92%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.
XGIU.DE
- 1D
- 0.60%
- 1M
- 1.11%
- YTD
- 3.08%
- 6M
- 2.71%
- 1Y
- 2.58%
- 3Y*
- 0.86%
- 5Y*
- -1.23%
- 10Y*
- 0.92%
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%
XGIU.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGIU.DE Xtrackers Global Inflation-Linked Bond UCITS ETF 5C | 3.08% | -3.84% | 2.94% | 1.46% | -17.06% | 11.60% | 2.48% | 9.91% | 0.64% | -4.41% |
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% |
Correlation
The correlation between XGIU.DE and XEON.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2013 | -0.03 |
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Return for Risk
XGIU.DE vs. XEON.DE — Risk / Return Rank
XGIU.DE
XEON.DE
XGIU.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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.
| XGIU.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.53 | ||
| Sortino ratioReturn per unit of downside risk | -20.64 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 4.27 | -3.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 69.36 | -68.41 |
| Martin ratioReturn relative to average drawdown | 2.10 | 316.53 | -314.43 |
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
| XGIU.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 8.94 | -8.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 7.54 | -7.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 1.78 | -1.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.74 | -0.44 |
Drawdowns
XGIU.DE vs. XEON.DE - Drawdown Comparison
The maximum XGIU.DE drawdown since its inception was -22.30%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for XGIU.DE and XEON.DE.
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Drawdown Indicators
| XGIU.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -3.71% | -18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.70% | -0.03% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -8.43% | -0.08% | -8.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -0.71% | -21.59% |
Max Drawdown (10Y)Largest decline over 10 years | -22.30% | -3.25% | -19.05% |
Current DrawdownCurrent decline from peak | -16.89% | -0.01% | -16.88% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -0.92% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 0.01% | +1.22% |
Volatility
XGIU.DE vs. XEON.DE - Volatility Comparison
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) has a higher volatility of 2.31% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XGIU.DE's price experiences larger fluctuations and is considered to be riskier than XEON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGIU.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 0.04% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.29% | 0.16% | +5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.42% | 0.22% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.70% | 0.25% | +8.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.91% | 0.39% | +7.52% |
XGIU.DE vs. XEON.DE - Expense Ratio Comparison
XGIU.DE has a 0.20% expense ratio, which is higher than XEON.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XGIU.DE vs. XEON.DE - Dividend Comparison
Neither XGIU.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XGIU.DE and XEON.DE have a correlation of -0.01, 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 0.20% for XGIU.DE.
XGIU.DE is categorized as Inflation-Protected Bonds, while XEON.DE is Bank Loan. XGIU.DE tracks Bloomberg Gbl Infl Linked TR USD, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.20% for XGIU.DE and 0.10% for XEON.DE.
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