DXSC.DE vs. XNAS.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - DXSC.DE is a Industrials Equities fund tracking the MSCI Europe Materials ESG Screened 20-35, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, DXSC.DE returned 4.03%/yr vs 18.79%/yr for XNAS.DE. At a 0.43 correlation, their price movements are largely independent. DXSC.DE charges 0.17%/yr vs 0.20%/yr for XNAS.DE.
Performance
DXSC.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 8.73% return, which is significantly lower than XNAS.DE's 20.53% return.
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
DXSC.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 23.86% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between DXSC.DE and XNAS.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.43 |
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Return for Risk
DXSC.DE vs. XNAS.DE — Risk / Return Rank
DXSC.DE
XNAS.DE
DXSC.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| DXSC.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.42 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.77 | -3.19 |
| Martin ratioReturn relative to average drawdown | 1.79 | 11.16 | -9.37 |
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
| DXSC.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 2.40 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.93 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.91 | -0.84 |
Drawdowns
DXSC.DE vs. XNAS.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, 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 DXSC.DE and XNAS.DE.
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Drawdown Indicators
| DXSC.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -31.25% | -42.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -10.00% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -26.72% | +9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -31.25% | +5.62% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | — | — |
Current DrawdownCurrent decline from peak | -1.80% | -0.83% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -7.83% | -22.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 3.38% | +1.23% |
Volatility
DXSC.DE vs. XNAS.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a higher volatility of 6.43% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that DXSC.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
| DXSC.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.31% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 10.91% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 15.71% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 19.88% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 19.84% | +3.94% |
DXSC.DE vs. XNAS.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% 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
DXSC.DE vs. XNAS.DE - Dividend Comparison
Neither DXSC.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and XNAS.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XNAS.DE.
DXSC.DE is categorized as Industrials Equities, while XNAS.DE is Nasdaq-100. DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.17% for DXSC.DE and 0.20% for XNAS.DE.
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