DX2I.DE vs. XNAS.DE
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - DX2I.DE is a Europe Equities fund tracking the MSCI Europe Select ESG Screened, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, DX2I.DE returned 8.70%/yr vs 18.79%/yr for XNAS.DE. A 0.59 correlation means they provide meaningful diversification when combined. DX2I.DE charges 0.12%/yr vs 0.20%/yr for XNAS.DE.
Performance
DX2I.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2I.DE achieves a 7.29% return, which is significantly lower than XNAS.DE's 20.53% return.
DX2I.DE
- 1D
- 0.65%
- 1M
- 1.40%
- YTD
- 7.29%
- 6M
- 9.75%
- 1Y
- 15.02%
- 3Y*
- 12.44%
- 5Y*
- 8.70%
- 10Y*
- 9.22%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
DX2I.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DX2I.DE Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 7.29% | 17.29% | 7.42% | 16.27% | -10.82% | 22.11% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between DX2I.DE and XNAS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.59 |
The correlation between DX2I.DE and XNAS.DE shifts across timeframes, from 0.48 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DX2I.DE vs. XNAS.DE — Risk / Return Rank
DX2I.DE
XNAS.DE
DX2I.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.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.
| DX2I.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.77 | -2.22 |
| Martin ratioReturn relative to average drawdown | 5.61 | 11.16 | -5.55 |
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
| DX2I.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.40 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.93 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.91 | -0.51 |
Drawdowns
DX2I.DE vs. XNAS.DE - Drawdown Comparison
The maximum DX2I.DE drawdown since its inception was -53.79%, 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 DX2I.DE and XNAS.DE.
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Drawdown Indicators
| DX2I.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.79% | -31.25% | -22.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -10.00% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.75% | -26.72% | +9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -31.25% | +10.38% |
Max Drawdown (10Y)Largest decline over 10 years | -37.93% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.83% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -7.83% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.38% | -0.73% |
Volatility
DX2I.DE vs. XNAS.DE - Volatility Comparison
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) have volatilities of 4.21% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2I.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.31% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.91% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 15.71% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 19.88% | -5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 19.84% | -3.80% |
DX2I.DE vs. XNAS.DE - Expense Ratio Comparison
DX2I.DE has a 0.12% expense ratio, which is lower than XNAS.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DX2I.DE vs. XNAS.DE - Dividend Comparison
Neither DX2I.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2I.DE and XNAS.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2I.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2I.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XNAS.DE.
DX2I.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. DX2I.DE tracks MSCI Europe Select ESG Screened, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.12% for DX2I.DE and 0.20% for XNAS.DE.
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