XYLD.DE vs. XEON.DE
XYLD.DE (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XYLD.DE is a Corporate Bonds fund tracking the Bloomberg US Corp Bond 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 5 years, XYLD.DE returned 2.51%/yr vs 1.94%/yr for XEON.DE. At a correlation of -0.05, they often move in opposite directions. XYLD.DE charges 0.16%/yr vs 0.10%/yr for XEON.DE.
Performance
XYLD.DE vs. XEON.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XYLD.DE achieves a 1.60% return, which is significantly higher than XEON.DE's 0.80% return.
XYLD.DE
- 1D
- -0.01%
- 1M
- 0.83%
- YTD
- 1.60%
- 6M
- 1.03%
- 1Y
- 1.74%
- 3Y*
- 1.98%
- 5Y*
- 2.51%
- 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%
XYLD.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XYLD.DE Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 1.60% | -5.84% | 10.46% | 1.93% | -3.25% | 8.11% | 0.18% | 19.31% | 6.34% |
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% | -0.37% |
Correlation
The correlation between XYLD.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 | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2018 | -0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XYLD.DE vs. XEON.DE — Risk / Return Rank
XYLD.DE
XEON.DE
XYLD.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.
| XYLD.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.62 | ||
| Sortino ratioReturn per unit of downside risk | -20.75 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 4.27 | -3.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 69.36 | -68.84 |
| Martin ratioReturn relative to average drawdown | 1.24 | 316.53 | -315.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XYLD.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 8.94 | -8.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 7.54 | -7.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.74 | -0.16 |
Drawdowns
XYLD.DE vs. XEON.DE - Drawdown Comparison
The maximum XYLD.DE drawdown since its inception was -16.92%, 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 XYLD.DE and XEON.DE.
Loading charts...
Drawdown Indicators
| XYLD.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -3.71% | -13.21% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -0.03% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -10.33% | -0.08% | -10.25% |
Max Drawdown (5Y)Largest decline over 5 years | -11.09% | -0.71% | -10.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.25% | — |
Current DrawdownCurrent decline from peak | -6.41% | -0.01% | -6.40% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -0.92% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 0.01% | +1.39% |
Volatility
XYLD.DE vs. XEON.DE - Volatility Comparison
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) has a higher volatility of 0.83% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XYLD.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.
Loading charts...
Volatility by Period
| XYLD.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 0.04% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.68% | 0.16% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 0.22% | +5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.00% | 0.25% | +6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.66% | 0.39% | +7.27% |
XYLD.DE vs. XEON.DE - Expense Ratio Comparison
XYLD.DE has a 0.16% 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
XYLD.DE vs. XEON.DE - Dividend Comparison
XYLD.DE's dividend yield for the trailing twelve months is around 3.18%, while XEON.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
XYLD.DE Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 3.18% | 3.52% | 2.90% | 2.74% | 5.87% | 3.00% | 3.60% | 2.59% |
Frequently Asked Questions
XYLD.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, 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 0.16% for XYLD.DE.
XYLD.DE is categorized as Corporate Bonds, while XEON.DE is Bank Loan. XYLD.DE tracks Bloomberg US Corp Bond TR USD, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.16% for XYLD.DE and 0.10% for XEON.DE.
Find the right allocation for XYLD.DE and XEON.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer