XUCS.DE vs. XEON.DE
XUCS.DE (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XUCS.DE is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 5 years, XUCS.DE returned 8.14%/yr vs 1.94%/yr for XEON.DE. At a correlation of -0.01, they often move in opposite directions. XUCS.DE charges 0.12%/yr vs 0.10%/yr for XEON.DE.
Performance
XUCS.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUCS.DE achieves a 7.99% return, which is significantly higher than XEON.DE's 0.80% return.
XUCS.DE
- 1D
- 0.08%
- 1M
- -1.95%
- YTD
- 7.99%
- 6M
- 7.83%
- 1Y
- 0.97%
- 3Y*
- 5.59%
- 5Y*
- 8.14%
- 10Y*
- —
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.97%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XUCS.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 7.99% | -7.97% | 21.47% | -1.77% | 5.50% | 27.57% | -0.49% | 29.85% | -4.67% | 4.10% |
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% | -0.15% |
Correlation
The correlation between XUCS.DE and XEON.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | -0.01 |
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Return for Risk
XUCS.DE vs. XEON.DE — Risk / Return Rank
XUCS.DE
XEON.DE
XUCS.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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.
| XUCS.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.87 | ||
| Sortino ratioReturn per unit of downside risk | -21.04 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 4.27 | -3.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 69.36 | -69.24 |
| Martin ratioReturn relative to average drawdown | 0.23 | 316.53 | -316.30 |
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
| XUCS.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 8.94 | -8.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 7.54 | -6.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.74 | -0.15 |
Drawdowns
XUCS.DE vs. XEON.DE - Drawdown Comparison
The maximum XUCS.DE drawdown since its inception was -23.46%, 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 XUCS.DE and XEON.DE.
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Drawdown Indicators
| XUCS.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.46% | -3.71% | -19.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | -0.03% | -8.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.64% | -0.08% | -15.56% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -0.71% | -14.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.25% | — |
Current DrawdownCurrent decline from peak | -7.31% | -0.01% | -7.30% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -0.92% | -4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 0.01% | +4.16% |
Volatility
XUCS.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) has a higher volatility of 6.10% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XUCS.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
| XUCS.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 0.04% | +6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 0.16% | +11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 0.22% | +13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 0.25% | +13.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 0.39% | +14.11% |
XUCS.DE vs. XEON.DE - Expense Ratio Comparison
XUCS.DE has a 0.12% 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
XUCS.DE vs. XEON.DE - Dividend Comparison
XUCS.DE's dividend yield for the trailing twelve months is around 1.94%, while XEON.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 1.94% | 2.17% | 2.09% | 3.35% | 3.11% | 1.88% | 3.02% | 2.37% | 0.78% |
Frequently Asked Questions
XUCS.DE and XEON.DE have a correlation of -0.05, 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 XUCS.DE.
XUCS.DE is categorized as Consumer Staples Equities, while XEON.DE is Bank Loan. XUCS.DE tracks MSCI USA Consumer Staples, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.12% for XUCS.DE and 0.10% for XEON.DE.
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