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XUTD.DE vs. XEON.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTD.DE vs. XEON.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUTD.DE achieves a 1.08% return, which is significantly higher than XEON.DE's 0.80% return. Both investments have delivered pretty close results over the past 10 years, with XUTD.DE having a 0.68% annualized return and XEON.DE not far ahead at 0.70%.


XUTD.DE

1D
0.08%
1M
0.88%
YTD
1.08%
6M
0.34%
1Y
1.80%
3Y*
0.11%
5Y*
0.47%
10Y*
0.68%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTD.DE vs. XEON.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
1.08%-5.37%6.37%0.41%-7.33%5.70%-1.66%9.76%5.24%-9.99%
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 XUTD.DE and XEON.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2016

-0.04

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Return for Risk

XUTD.DE vs. XEON.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUTD.DE
XUTD.DE Risk / Return Rank: 1414
Overall Rank
XUTD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XUTD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XUTD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XUTD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XUTD.DE Martin Ratio Rank: 1414
Martin Ratio Rank

XEON.DE
XEON.DE Risk / Return Rank: 9999
Overall Rank
XEON.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XEON.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEON.DE Omega Ratio Rank: 9999
Omega Ratio Rank
XEON.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
XEON.DE Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XUTD.DE vs. XEON.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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.


XUTD.DEXEON.DEDifference
Sharpe ratioReturn per unit of total volatility

-8.61

Sortino ratioReturn per unit of downside risk

-20.74

Omega ratioGain probability vs. loss probability

1.06

4.27

-3.21

Calmar ratioReturn relative to maximum drawdown

0.46

69.36

-68.90

Martin ratioReturn relative to average drawdown

1.12

316.53

-315.41

XUTD.DE vs. XEON.DE - Sharpe Ratio Comparison

The current XUTD.DE Sharpe Ratio is 0.32, which is lower than the XEON.DE Sharpe Ratio of 8.94. The chart below compares the historical Sharpe Ratios of XUTD.DE and XEON.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XUTD.DEXEON.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

8.94

-8.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

7.54

-7.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

1.78

-1.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.74

-0.68

Drawdowns

XUTD.DE vs. XEON.DE - Drawdown Comparison

The maximum XUTD.DE drawdown since its inception was -18.01%, 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 XUTD.DE and XEON.DE.


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Drawdown Indicators


XUTD.DEXEON.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.01%

-3.71%

-14.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-0.03%

-3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-11.06%

-0.08%

-10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

-0.71%

-12.35%

Max Drawdown (10Y)

Largest decline over 10 years

-18.01%

-3.25%

-14.76%

Current Drawdown

Current decline from peak

-13.39%

-0.01%

-13.38%

Average Drawdown

Average peak-to-trough decline

-9.35%

-0.92%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

0.01%

+1.59%

Volatility

XUTD.DE vs. XEON.DE - Volatility Comparison

Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) has a higher volatility of 0.92% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XUTD.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


XUTD.DEXEON.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.04%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

0.16%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

0.22%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

0.25%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

0.39%

+7.55%

XUTD.DE vs. XEON.DE - Expense Ratio Comparison

XUTD.DE has a 0.06% expense ratio, which is lower than XEON.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XUTD.DE vs. XEON.DE - Dividend Comparison

XUTD.DE's dividend yield for the trailing twelve months is around 3.47%, while XEON.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
3.47%3.43%3.53%2.45%1.97%3.26%1.18%1.46%1.26%1.51%1.97%

Frequently Asked Questions


XUTD.DE and XEON.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUTD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUTD.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for XEON.DE.

XUTD.DE is categorized as Government Bonds, while XEON.DE is Bank Loan. XUTD.DE tracks iBoxx USD Treasuries Index, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.06% for XUTD.DE and 0.10% for XEON.DE.

Portfolio Optimizer

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