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DX2G.DE vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2G.DE vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers CAC 40 UCITS ETF (DX2G.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, DX2G.DE achieves a 3.56% return, which is significantly lower than XNAS.DE's 20.53% return.


DX2G.DE

1D
1.24%
1M
3.92%
YTD
3.56%
6M
3.92%
1Y
8.98%
3Y*
7.75%
5Y*
7.91%
10Y*
9.43%

XNAS.DE

1D
-0.83%
1M
9.23%
YTD
20.53%
6M
19.39%
1Y
37.85%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2G.DE vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DX2G.DE
Xtrackers CAC 40 UCITS ETF
3.56%14.51%-0.04%19.30%-6.47%33.85%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%33.56%

Correlation

The correlation between DX2G.DE and XNAS.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.40

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

0.51

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

0.51

The correlation between DX2G.DE and XNAS.DE shifts across timeframes, from 0.38 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DX2G.DE vs. XNAS.DE — Risk / Return Rank

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

DX2G.DE
DX2G.DE Risk / Return Rank: 2020
Overall Rank
DX2G.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DX2G.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DX2G.DE Omega Ratio Rank: 2020
Omega Ratio Rank
DX2G.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DX2G.DE Martin Ratio Rank: 2121
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.

DX2G.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.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.


DX2G.DEXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.12

1.42

-0.30

Calmar ratioReturn relative to maximum drawdown

0.82

3.77

-2.95

Martin ratioReturn relative to average drawdown

2.51

11.16

-8.65

DX2G.DE vs. XNAS.DE - Sharpe Ratio Comparison

The current DX2G.DE Sharpe Ratio is 0.62, which is lower than the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DX2G.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


DX2G.DEXNAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.40

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.93

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.91

-0.43

Drawdowns

DX2G.DE vs. XNAS.DE - Drawdown Comparison

The maximum DX2G.DE drawdown since its inception was -38.70%, 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 DX2G.DE and XNAS.DE.


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Drawdown Indicators


DX2G.DEXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-31.25%

-7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-10.00%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-26.72%

+10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-31.25%

+10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

Current Drawdown

Current decline from peak

-2.30%

-0.83%

-1.47%

Average Drawdown

Average peak-to-trough decline

-6.46%

-7.83%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.38%

+0.18%

Volatility

DX2G.DE vs. XNAS.DE - Volatility Comparison

Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a higher volatility of 4.71% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that DX2G.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


DX2G.DEXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.31%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

10.91%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

15.71%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

19.88%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

19.84%

-1.89%

DX2G.DE vs. XNAS.DE - Expense Ratio Comparison

Both DX2G.DE and XNAS.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

DX2G.DE vs. XNAS.DE - Dividend Comparison

DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while XNAS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DX2G.DE
Xtrackers CAC 40 UCITS ETF
2.97%2.78%3.06%2.92%4.66%1.41%3.38%2.74%2.51%2.99%2.25%0.24%
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


DX2G.DE and XNAS.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DX2G.DE and XNAS.DE have the same expense ratio: 0.20% per year.

DX2G.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. DX2G.DE tracks CAC 40®, while XNAS.DE tracks Nasdaq 100®.

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