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^STOXX vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility

Performance

^STOXX vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in STOXX Europe 600 Index (^STOXX) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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, ^STOXX achieves a 6.82% return, which is significantly lower than XNAS.DE's 20.53% return.


^STOXX

1D
1.88%
1M
3.56%
YTD
6.82%
6M
9.51%
1Y
16.20%
3Y*
10.98%
5Y*
6.72%
10Y*
7.05%

XNAS.DE

1D
-0.83%
1M
2.97%
YTD
20.53%
6M
22.04%
1Y
39.25%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^STOXX vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
^STOXX
STOXX Europe 600 Index
6.82%17.42%5.39%12.74%-13.06%19.87%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%31.23%

Correlation

The correlation between ^STOXX and XNAS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.48

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

0.57

The correlation between ^STOXX and XNAS.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

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Return for Risk

^STOXX vs. XNAS.DE — Risk / Return Rank

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

^STOXX
^STOXX Risk / Return Rank: 4444
Overall Rank
^STOXX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4545
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4040
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
Martin Ratio Rank

XNAS.DE
XNAS.DE Risk / Return Rank: 7171
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAS.DE Martin Ratio Rank: 6363
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.

^STOXX vs. XNAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^STOXXXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.23

1.42

-0.18

Calmar ratioReturn relative to maximum drawdown

1.61

3.77

-2.16

Martin ratioReturn relative to average drawdown

5.82

11.16

-5.35

^STOXX vs. XNAS.DE - Sharpe Ratio Comparison

The current ^STOXX Sharpe Ratio is 1.25, which is lower than the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of ^STOXX and XNAS.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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Drawdowns

^STOXX vs. XNAS.DE - Drawdown Comparison

The maximum ^STOXX drawdown since its inception was -60.54%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for ^STOXX and XNAS.DE.


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Drawdown Indicators


^STOXXXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.54%

-31.25%

-29.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-10.00%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-26.72%

+10.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-31.25%

+8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.55%

Current Drawdown

Current decline from peak

-0.10%

-0.83%

+0.73%

Average Drawdown

Average peak-to-trough decline

-14.61%

-7.83%

-6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.38%

-0.70%

Volatility

^STOXX vs. XNAS.DE - Volatility Comparison

The current volatility for STOXX Europe 600 Index (^STOXX) is 3.17%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that ^STOXX experiences smaller price fluctuations and is considered to be less risky than XNAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^STOXXXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

4.31%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

10.91%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

15.71%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

19.88%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

19.85%

-4.35%

Frequently Asked Questions


^STOXX and XNAS.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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