D5BH.DE vs. XNAS.DE
D5BH.DE (Xtrackers MSCI Canada Screened UCITS ETF (Acc)) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - D5BH.DE is a Canada Equities fund tracking the MSCI Canada Index, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, D5BH.DE returned 12.30%/yr vs 16.39%/yr for XNAS.DE. A 0.57 correlation means they provide meaningful diversification when combined. D5BH.DE charges 0.35%/yr vs 0.20%/yr for XNAS.DE.
Performance
D5BH.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BH.DE achieves a 9.03% return, which is significantly lower than XNAS.DE's 19.10% return.
D5BH.DE
- 1D
- 0.64%
- 1M
- 1.07%
- 6M
- 10.24%
- YTD
- 9.03%
- 1Y
- 27.64%
- 3Y*
- 18.86%
- 5Y*
- 12.30%
- 10Y*
- 10.71%
XNAS.DE
- 1D
- 0.00%
- 1M
- -2.01%
- 6M
- 20.42%
- YTD
- 19.10%
- 1Y
- 33.14%
- 3Y*
- 23.27%
- 5Y*
- 16.39%
- 10Y*
- —
D5BH.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
D5BH.DE Xtrackers MSCI Canada Screened UCITS ETF (Acc) | 9.03% | 22.05% | 21.66% | 10.35% | -7.54% | 31.66% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.10% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between D5BH.DE and XNAS.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.57 |
The correlation between D5BH.DE and XNAS.DE has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.
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Return for Risk
D5BH.DE vs. XNAS.DE — Risk / Return Rank
D5BH.DE
XNAS.DE
D5BH.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.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.
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.
| D5BH.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 3.33 | +0.29 |
| Martin ratioReturn relative to average drawdown | 15.52 | 9.64 | +5.88 |
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Drawdowns
D5BH.DE vs. XNAS.DE - Drawdown Comparison
The maximum D5BH.DE drawdown since its inception was -45.61%, 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 D5BH.DE and XNAS.DE.
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Drawdown Indicators
| D5BH.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.61% | -31.25% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -10.00% | +2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.32% | -26.72% | +9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -31.25% | +11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -40.85% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -2.56% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -17.02% | -7.75% | -9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 3.45% | -1.67% |
Volatility
D5BH.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) is 3.30%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 6.66%. This indicates that D5BH.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
| D5BH.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 6.66% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 12.34% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 16.97% | -4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 20.06% | -4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 19.92% | -2.99% |
D5BH.DE vs. XNAS.DE - Expense Ratio Comparison
D5BH.DE has a 0.35% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
D5BH.DE vs. XNAS.DE - Dividend Comparison
Neither D5BH.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BH.DE and XNAS.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for D5BH.DE.
D5BH.DE is categorized as Canada Equities, while XNAS.DE is Nasdaq-100. D5BH.DE tracks MSCI Canada Index, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.35% for D5BH.DE and 0.20% for XNAS.DE.
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