All-Heusler multilayer structures have been investigated by means of high kinetic x-ray photoelectron spectroscopy and x-ray magnetic circular dichroism, aiming to address the amount of disorder and interface diffusion induced by annealing of the multilayer structure. The studied multilayers consist of ferromagnetic Co$_2$MnGe and non-magnetic Rh$_2$CuSn layers with varying thicknesses. We find that diffusion begins already at comparably low temperatures between 200 $^{circ}$C and 250 $^{circ}$C, where Mn appears to be most prone to diffusion. We also find evidence for a 4 {AA} thick magnetically dead layer that, together with the identified interlayer diffusion, are likely reasons for the small magnetoresistance found for current-perpendicular-to-plane giant magneto-resistance devices based on this all-Heusler system.