XQUA.DE vs. XEON.DE
XQUA.DE (Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XQUA.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified 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, XQUA.DE returned 1.37%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.04, they often move in opposite directions. XQUA.DE charges 0.45%/yr vs 0.10%/yr for XEON.DE.
Performance
XQUA.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XQUA.DE achieves a 1.67% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, XQUA.DE has outperformed XEON.DE with an annualized return of 1.37%, while XEON.DE has yielded a comparatively lower 0.70% annualized return.
XQUA.DE
- 1D
- -0.04%
- 1M
- 1.08%
- YTD
- 1.67%
- 6M
- 0.59%
- 1Y
- 5.57%
- 3Y*
- 1.89%
- 5Y*
- 0.43%
- 10Y*
- 1.37%
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%
XQUA.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 1.67% | -1.83% | 4.80% | 3.61% | -12.81% | 6.04% | -3.38% | 17.25% | 0.48% | -5.38% |
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 XQUA.DE and XEON.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 | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2016 | -0.04 |
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Return for Risk
XQUA.DE vs. XEON.DE — Risk / Return Rank
XQUA.DE
XEON.DE
XQUA.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.
| XQUA.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.03 | ||
| Sortino ratioReturn per unit of downside risk | -19.88 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 4.27 | -3.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 69.36 | -68.08 |
| Martin ratioReturn relative to average drawdown | 3.54 | 316.53 | -312.99 |
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
| XQUA.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 8.94 | -8.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 7.54 | -7.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 1.78 | -1.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.74 | -0.58 |
Drawdowns
XQUA.DE vs. XEON.DE - Drawdown Comparison
The maximum XQUA.DE drawdown since its inception was -20.18%, 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 XQUA.DE and XEON.DE.
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Drawdown Indicators
| XQUA.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.18% | -3.71% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -0.03% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.44% | -0.08% | -11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -16.68% | -0.71% | -15.97% |
Max Drawdown (10Y)Largest decline over 10 years | -20.18% | -3.25% | -16.93% |
Current DrawdownCurrent decline from peak | -8.97% | -0.01% | -8.96% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -0.92% | -7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 0.01% | +1.48% |
Volatility
XQUA.DE vs. XEON.DE - Volatility Comparison
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) has a higher volatility of 1.13% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XQUA.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
| XQUA.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 0.04% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 0.16% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 0.22% | +5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 0.25% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.85% | 0.39% | +8.46% |
XQUA.DE vs. XEON.DE - Expense Ratio Comparison
XQUA.DE has a 0.45% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Dividends
XQUA.DE vs. XEON.DE - Dividend Comparison
XQUA.DE's dividend yield for the trailing twelve months is around 3.90%, while XEON.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 3.90% | 4.38% | 4.01% | 4.02% | 6.75% | 3.16% | 4.33% | 3.72% | 2.50% | 3.53% |
Frequently Asked Questions
XQUA.DE and XEON.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.
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 0.45% for XQUA.DE.
XQUA.DE is categorized as Emerging Markets Bonds, while XEON.DE is Bank Loan. XQUA.DE tracks JPM EMBI Global Diversified TR USD, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.45% for XQUA.DE and 0.10% for XEON.DE.
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