DXSK.DE vs. XNAS.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - DXSK.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples 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, DXSK.DE returned -2.86%/yr vs 18.79%/yr for XNAS.DE. At a 0.28 correlation, their price movements are largely independent. DXSK.DE charges 0.17%/yr vs 0.20%/yr for XNAS.DE.
Performance
DXSK.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSK.DE achieves a -1.77% return, which is significantly lower than XNAS.DE's 20.53% return.
DXSK.DE
- 1D
- -0.60%
- 1M
- -3.00%
- YTD
- -1.77%
- 6M
- -1.94%
- 1Y
- -8.43%
- 3Y*
- -5.20%
- 5Y*
- -2.86%
- 10Y*
- 1.68%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
DXSK.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -1.77% | -1.90% | -8.81% | 1.36% | -10.89% | 24.11% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between DXSK.DE and XNAS.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.28 |
The correlation between DXSK.DE and XNAS.DE shifts across timeframes, from -0.00 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSK.DE vs. XNAS.DE — Risk / Return Rank
DXSK.DE
XNAS.DE
DXSK.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.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.
| DXSK.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.01 | ||
| Sortino ratioReturn per unit of downside risk | -3.97 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.42 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 3.77 | -4.32 |
| Martin ratioReturn relative to average drawdown | -1.17 | 11.16 | -12.33 |
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
| DXSK.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 2.40 | -3.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.93 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.91 | -0.53 |
Drawdowns
DXSK.DE vs. XNAS.DE - Drawdown Comparison
The maximum DXSK.DE drawdown since its inception was -39.67%, 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 DXSK.DE and XNAS.DE.
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Drawdown Indicators
| DXSK.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -31.25% | -8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -10.00% | -6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -26.72% | +7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -31.25% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | — | — |
Current DrawdownCurrent decline from peak | -21.72% | -0.83% | -20.89% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -7.83% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 3.38% | +4.70% |
Volatility
DXSK.DE vs. XNAS.DE - Volatility Comparison
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a higher volatility of 5.14% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that DXSK.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
| DXSK.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.31% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 10.91% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 15.71% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 19.88% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 19.84% | -5.45% |
DXSK.DE vs. XNAS.DE - Expense Ratio Comparison
DXSK.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
DXSK.DE vs. XNAS.DE - Dividend Comparison
Neither DXSK.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSK.DE and XNAS.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XNAS.DE.
DXSK.DE is categorized as Consumer Staples Equities, while XNAS.DE is Nasdaq-100. DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.17% for DXSK.DE and 0.20% for XNAS.DE.
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