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D5BB.DE vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BB.DE vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) 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, D5BB.DE achieves a -0.06% return, which is significantly lower than XNAS.DE's 20.53% return.


D5BB.DE

1D
0.09%
1M
-0.02%
YTD
-0.06%
6M
-0.23%
1Y
-0.99%
3Y*
0.85%
5Y*
-3.03%
10Y*
-1.28%

XNAS.DE

1D
-0.83%
1M
7.97%
YTD
20.53%
6M
18.71%
1Y
37.14%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BB.DE vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
-0.06%-1.48%0.17%5.19%-17.79%-2.45%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%33.56%

Correlation

The correlation between D5BB.DE and XNAS.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.02

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.04

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Return for Risk

D5BB.DE vs. XNAS.DE — Risk / Return Rank

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

D5BB.DE
D5BB.DE Risk / Return Rank: 55
Overall Rank
D5BB.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
D5BB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
D5BB.DE Omega Ratio Rank: 55
Omega Ratio Rank
D5BB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
D5BB.DE Martin Ratio Rank: 44
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.

D5BB.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) 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.


D5BB.DEXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.77

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

0.94

1.42

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.48

3.77

-4.25

Martin ratioReturn relative to average drawdown

-1.00

11.16

-12.16

D5BB.DE vs. XNAS.DE - Sharpe Ratio Comparison

The current D5BB.DE Sharpe Ratio is -0.37, which is lower than the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of D5BB.DE 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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Sharpe Ratios by Period


D5BB.DEXNAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

2.40

-2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.93

-1.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.91

-0.73

Drawdowns

D5BB.DE vs. XNAS.DE - Drawdown Comparison

The maximum D5BB.DE drawdown since its inception was -23.86%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for D5BB.DE and XNAS.DE.


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Drawdown Indicators


D5BB.DEXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-31.25%

+7.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-10.00%

+7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.96%

-26.72%

+21.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.18%

-31.25%

+10.07%

Max Drawdown (10Y)

Largest decline over 10 years

-23.86%

Current Drawdown

Current decline from peak

-19.30%

-0.83%

-18.47%

Average Drawdown

Average peak-to-trough decline

-6.98%

-7.83%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

3.38%

-1.99%

Volatility

D5BB.DE vs. XNAS.DE - Volatility Comparison

The current volatility for Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) is 1.45%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that D5BB.DE 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


D5BB.DEXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

4.31%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

10.91%

-7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

15.71%

-12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

19.88%

-13.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

19.84%

-14.58%

D5BB.DE vs. XNAS.DE - Expense Ratio Comparison

D5BB.DE has a 0.15% expense ratio, which is lower than XNAS.DE's 0.20% 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

D5BB.DE vs. XNAS.DE - Dividend Comparison

D5BB.DE's dividend yield for the trailing twelve months is around 1.70%, while XNAS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
1.70%1.58%1.36%1.13%1.79%1.15%0.00%0.00%0.00%0.56%0.00%0.77%
XNAS.DE
Xtrackers Nasdaq 100 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%0.00%

Frequently Asked Questions


D5BB.DE and XNAS.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BB.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BB.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XNAS.DE.

D5BB.DE is categorized as European Government Bonds, while XNAS.DE is Nasdaq-100. D5BB.DE tracks iBoxx® EUR Germany, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for D5BB.DE and 0.20% for XNAS.DE.

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