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DX2I.DE vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2I.DE vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2I.DE vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

DX2I.DE
DX2I.DE Risk / Return Rank: 3333
Overall Rank
DX2I.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DX2I.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
DX2I.DE Omega Ratio Rank: 3333
Omega Ratio Rank
DX2I.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
DX2I.DE Martin Ratio Rank: 3737
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.

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.DEXNAS.DEDifference
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

DX2I.DE vs. XNAS.DE - Sharpe Ratio Comparison

The current DX2I.DE Sharpe Ratio is 1.15, which is lower than the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DX2I.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


DX2I.DEXNAS.DEDifference

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.DEXNAS.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.37%

-0.83%

-0.54%

Average Drawdown

Average peak-to-trough decline

-7.98%

-7.83%

-0.15%

Ulcer Index

Depth 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.DEXNAS.DEDifference

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.


Tickers have no history of dividend payments

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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