DBX7.DE vs. XNAS.DE
DBX7.DE (Xtrackers Nifty 50 Swap UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - DBX7.DE is a Asia Pacific Equities fund tracking the Nifty 50, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, DBX7.DE returned 3.07%/yr vs 18.79%/yr for XNAS.DE. At a 0.39 correlation, their price movements are largely independent. DBX7.DE charges 0.85%/yr vs 0.20%/yr for XNAS.DE.
Performance
DBX7.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX7.DE achieves a -14.67% return, which is significantly lower than XNAS.DE's 20.53% return.
DBX7.DE
- 1D
- 1.02%
- 1M
- -2.76%
- YTD
- -14.67%
- 6M
- -15.66%
- 1Y
- -16.62%
- 3Y*
- -0.53%
- 5Y*
- 3.07%
- 10Y*
- 6.12%
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
DBX7.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBX7.DE Xtrackers Nifty 50 Swap UCITS ETF 1C | -14.67% | -7.11% | 11.08% | 14.41% | 0.26% | 29.64% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between DBX7.DE and XNAS.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.39 |
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Return for Risk
DBX7.DE vs. XNAS.DE — Risk / Return Rank
DBX7.DE
XNAS.DE
DBX7.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.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.
| DBX7.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.74 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.42 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 3.77 | -4.60 |
| Martin ratioReturn relative to average drawdown | -1.76 | 11.16 | -12.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBX7.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.10 | 2.40 | -3.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.93 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.91 | -0.72 |
Drawdowns
DBX7.DE vs. XNAS.DE - Drawdown Comparison
The maximum DBX7.DE drawdown since its inception was -64.45%, 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 DBX7.DE and XNAS.DE.
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Drawdown Indicators
| DBX7.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.45% | -31.25% | -33.20% |
Max Drawdown (1Y)Largest decline over 1 year | -19.90% | -10.00% | -9.90% |
Max Drawdown (3Y)Largest decline over 3 years | -26.75% | -26.72% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.75% | -31.25% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -41.75% | — | — |
Current DrawdownCurrent decline from peak | -25.53% | -0.83% | -24.70% |
Average DrawdownAverage peak-to-trough decline | -15.94% | -7.83% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.42% | 3.38% | +6.04% |
Volatility
DBX7.DE vs. XNAS.DE - Volatility Comparison
Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) has a higher volatility of 5.80% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that DBX7.DE's price experiences larger fluctuations and is considered to be riskier 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
| DBX7.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.31% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 10.91% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 15.71% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 19.88% | -4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 19.84% | +0.51% |
DBX7.DE vs. XNAS.DE - Expense Ratio Comparison
DBX7.DE has a 0.85% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
DBX7.DE vs. XNAS.DE - Dividend Comparison
Neither DBX7.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX7.DE and XNAS.DE have a correlation of 0.39, 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 0.85% for DBX7.DE.
DBX7.DE is categorized as Asia Pacific Equities, while XNAS.DE is Nasdaq-100. DBX7.DE tracks Nifty 50, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.85% for DBX7.DE and 0.20% for XNAS.DE.
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