DBXW.DE vs. XNAS.DE
DBXW.DE (Xtrackers MSCI World Swap UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - DBXW.DE is a Global Equities fund tracking the MSCI World, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, DBXW.DE returned 12.79%/yr vs 18.79%/yr for XNAS.DE. Their correlation of 0.89 suggests significant overlap in exposure. DBXW.DE charges 0.45%/yr vs 0.20%/yr for XNAS.DE.
Performance
DBXW.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXW.DE achieves a 10.90% return, which is significantly lower than XNAS.DE's 20.53% return.
DBXW.DE
- 1D
- -0.01%
- 1M
- 4.86%
- YTD
- 10.90%
- 6M
- 11.35%
- 1Y
- 23.71%
- 3Y*
- 17.46%
- 5Y*
- 12.79%
- 10Y*
- 12.75%
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
DBXW.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBXW.DE Xtrackers MSCI World Swap UCITS ETF 1C | 10.90% | 7.77% | 25.74% | 20.10% | -13.86% | 29.66% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between DBXW.DE and XNAS.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.89 |
The correlation between DBXW.DE and XNAS.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
DBXW.DE vs. XNAS.DE — Risk / Return Rank
DBXW.DE
XNAS.DE
DBXW.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.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.
| DBXW.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.77 | -0.19 |
| Martin ratioReturn relative to average drawdown | 14.33 | 11.16 | +3.16 |
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
| DBXW.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.40 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.91 | -0.41 |
Drawdowns
DBXW.DE vs. XNAS.DE - Drawdown Comparison
The maximum DBXW.DE drawdown since its inception was -53.36%, 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 DBXW.DE and XNAS.DE.
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Drawdown Indicators
| DBXW.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.36% | -31.25% | -22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -10.00% | +3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -26.72% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -31.25% | +9.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.83% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -7.83% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.38% | -1.73% |
Volatility
DBXW.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) is 2.60%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that DBXW.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
| DBXW.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 4.31% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 10.91% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 15.71% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 19.88% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 19.84% | -4.30% |
DBXW.DE vs. XNAS.DE - Expense Ratio Comparison
DBXW.DE has a 0.45% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
DBXW.DE vs. XNAS.DE - Dividend Comparison
Neither DBXW.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXW.DE and XNAS.DE have a correlation of 0.90, 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 0.45% for DBXW.DE.
DBXW.DE is categorized as Global Equities, while XNAS.DE is Nasdaq-100. DBXW.DE tracks MSCI World, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.45% for DBXW.DE and 0.20% for XNAS.DE.
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