XSX6.DE vs. XEOD.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while XEOD.DE is a Money Market fund tracking the €STR + 8.5 bps. Both are passively managed. Over the past 10 years, XSX6.DE returned 9.14%/yr vs 0.70%/yr for XEOD.DE. At a 0.00 correlation, their price movements are largely independent. XSX6.DE charges 0.20%/yr vs 0.10%/yr for XEOD.DE.
Performance
XSX6.DE vs. XEOD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly higher than XEOD.DE's 0.83% return. Over the past 10 years, XSX6.DE has outperformed XEOD.DE with an annualized return of 9.14%, while XEOD.DE has yielded a comparatively lower 0.70% annualized return.
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
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%
XSX6.DE vs. XEOD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
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 XSX6.DE and XEOD.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 | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.00 |
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Return for Risk
XSX6.DE vs. XEOD.DE — Risk / Return Rank
XSX6.DE
XEOD.DE
XSX6.DE vs. XEOD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| XSX6.DE | XEOD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.68 | ||
| Sortino ratioReturn per unit of downside risk | -9.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 2.56 | -1.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 38.23 | -36.50 |
| Martin ratioReturn relative to average drawdown | 6.55 | 158.09 | -151.54 |
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
| XSX6.DE | XEOD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 5.95 | -4.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 6.40 | -5.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 2.76 | -2.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.29 | +0.31 |
Drawdowns
XSX6.DE vs. XEOD.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, which is greater than XEOD.DE's maximum drawdown of -7.47%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XEOD.DE.
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Drawdown Indicators
| XSX6.DE | XEOD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -7.47% | -28.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -0.05% | -9.41% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -0.19% | -16.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -0.71% | -20.13% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -3.27% | -32.78% |
Current DrawdownCurrent decline from peak | -1.56% | 0.00% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -0.91% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 0.01% | +2.49% |
Volatility
XSX6.DE vs. XEOD.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a higher volatility of 4.26% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) at 0.08%. This indicates that XSX6.DE's price experiences larger fluctuations and is considered to be riskier 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
| XSX6.DE | XEOD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 0.08% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 0.26% | +10.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 0.33% | +12.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 0.30% | +14.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 0.25% | +15.36% |
XSX6.DE vs. XEOD.DE - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is higher than XEOD.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
XSX6.DE vs. XEOD.DE - Dividend Comparison
XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 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
XSX6.DE and XEOD.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, XEOD.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEOD.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for XSX6.DE.
XSX6.DE is categorized as Europe Equities, while XEOD.DE is Money Market. XSX6.DE tracks STOXX® Europe 600, while XEOD.DE tracks €STR + 8.5 bps. Their fees differ too: 0.20% for XSX6.DE and 0.10% for XEOD.DE.
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