Two money-market ETFs tied to short-term euro rates: costs, returns and day-by-day behaviour, side by side.
Xtrackers Eur Overnight Rate Swap UCITS ETF 1c XEON · LU0290358497 | Amundi EUR Overnight Return UCITS ETF Acc LEONIA · FR0010510800 | |
|---|---|---|
| Basics | ||
| Declared index | Solactive €STR +8.5 Daily Total Return Index (EUR) | Solactive Euro Overnight Return Index |
| TER | 0.10% | 0.10% |
| Transaction costs (KID) | 0.00% | 0.00% |
| Fund size | 23.5 mld EUR | 3.2 mld EUR |
| Launch date | 25 May 2007 | 5 Sept 2018 |
| Replication | Synthetic (swap) | Synthetic (swap) |
| Income policy | Accumulating | Accumulating |
| Currency | EUR | EUR |
| Currency hedging | No — no hedging declared in the share class | No — no hedging declared in the share class |
| Italian taxation | ||
| Effective capital-gains rate | 15.46% | 14.31% |
| White-list share | 78.08% | 86.62% |
| Performance (in euro) | ||
| 1 year | +2% | +2% |
| 3 years | +8.9% | +8.8% |
| 5 years | +10.8% | +10.5% |
| 10 years | +8% | +7.3% |
| Since launch (available series) | +16% | +7% |
| Risk | ||
| Volatility (ann.) · last year | 0.08% | 0.08% |
| Volatility (ann.) · last 3 years | 0.12% | 0.13% |
| Volatility (ann.) · last 5 years | 0.14% | 0.14% |
| Max drawdown · last year | -0.00% | 0.00% |
| Max drawdown · last 3 years | -0.00% | 0.00% |
| Max drawdown · last 5 years | -0.55% | -0.66% |
| Sharpe · last year | -3.11 | -2.69 |
| Sharpe · last 3 years | -3.01 | -3.12 |
| Sharpe · last 5 years | -3.10 | -3.72 |
| Sortino · last year | -5.00 | -4.50 |
| Sortino · last 3 years | -4.86 | -5.05 |
| Sortino · last 5 years | -4.41 | -5.14 |
| Tracking difference (3-year avg) | -0.10% | -0.16% |
| Fixed income | ||
| Duration | not declared by the issuer | not declared by the issuer |
| Investment-grade share | not declared by the issuer | not declared by the issuer |
| Heaviest rating bucket | not declared by the issuer | not declared by the issuer |
| Most represented maturity | not declared by the issuer | not declared by the issuer |
| Holdings | ||
| Securities held | 907 | 866 |
| Top-10 weight | 13.6% | 41.8% |
| Documents & exchanges | ||
| KID (PDF) | Download ↓ | Download ↓ |
| Listing exchanges | 9 | 10 |
| Borsa Italiana ticker | XEON | LEONIA |