XUTD.DE vs. XEON.DE
XUTD.DE (Xtrackers II US Treasuries UCITS ETF 1D) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XUTD.DE is a Government Bonds fund tracking the iBoxx USD Treasuries Index, 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, XUTD.DE returned 0.68%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.04, they often move in opposite directions. XUTD.DE charges 0.06%/yr vs 0.10%/yr for XEON.DE.
Performance
XUTD.DE vs. XEON.DE - Performance Comparison
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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%
XUTD.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XUTD.DE
XEON.DE
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.DE | XEON.DE | Difference | |
|---|---|---|---|
| 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 |
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
| XUTD.DE | XEON.DE | Difference | |
|---|---|---|---|
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.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.39% | -0.01% | -13.38% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -0.92% | -8.43% |
Ulcer IndexDepth 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.DE | XEON.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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