DBX9.DE vs. XNAS.DE
DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - DBX9.DE is a China Equities fund tracking the FTSE China 50, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, DBX9.DE returned 0.17%/yr vs 18.79%/yr for XNAS.DE. At a 0.32 correlation, their price movements are largely independent. DBX9.DE charges 0.60%/yr vs 0.20%/yr for XNAS.DE.
Performance
DBX9.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX9.DE achieves a 9.85% return, which is significantly lower than XNAS.DE's 20.53% return.
DBX9.DE
- 1D
- -0.73%
- 1M
- 1.75%
- YTD
- 9.85%
- 6M
- 13.25%
- 1Y
- 32.77%
- 3Y*
- 13.37%
- 5Y*
- 0.17%
- 10Y*
- 3.94%
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
DBX9.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 9.85% | 10.01% | 37.68% | -16.44% | -13.62% | -23.68% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between DBX9.DE and XNAS.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.32 |
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Return for Risk
DBX9.DE vs. XNAS.DE — Risk / Return Rank
DBX9.DE
XNAS.DE
DBX9.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.
| DBX9.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.77 | -1.87 |
| Martin ratioReturn relative to average drawdown | 3.67 | 11.16 | -7.50 |
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
| DBX9.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.40 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.93 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.91 | -0.82 |
Drawdowns
DBX9.DE vs. XNAS.DE - Drawdown Comparison
The maximum DBX9.DE drawdown since its inception was -66.51%, 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 DBX9.DE and XNAS.DE.
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Drawdown Indicators
| DBX9.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.51% | -31.25% | -35.26% |
Max Drawdown (1Y)Largest decline over 1 year | -17.20% | -10.00% | -7.20% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -26.72% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -47.59% | -31.25% | -16.34% |
Max Drawdown (10Y)Largest decline over 10 years | -53.98% | — | — |
Current DrawdownCurrent decline from peak | -14.62% | -0.83% | -13.79% |
Average DrawdownAverage peak-to-trough decline | -29.50% | -7.83% | -21.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.91% | 3.38% | +5.53% |
Volatility
DBX9.DE vs. XNAS.DE - Volatility Comparison
Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) has a higher volatility of 5.29% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that DBX9.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
| DBX9.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.31% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 10.91% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 15.71% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.75% | 19.88% | +8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 19.84% | +5.58% |
DBX9.DE vs. XNAS.DE - Expense Ratio Comparison
DBX9.DE has a 0.60% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
DBX9.DE vs. XNAS.DE - Dividend Comparison
Neither DBX9.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX9.DE and XNAS.DE have a correlation of 0.33, 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 0.60% for DBX9.DE.
DBX9.DE is categorized as China Equities, while XNAS.DE is Nasdaq-100. DBX9.DE tracks FTSE China 50, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.60% for DBX9.DE and 0.20% for XNAS.DE.
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