EXXT.DE vs. CG1.L
EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) and CG1.L (Amundi ETF DAX UCITS ETF DR) are both exchange-traded funds - EXXT.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while CG1.L is a Europe Equities fund tracking the FSE DAX TR EUR. Both are passively managed. Over the past 10 years, EXXT.DE returned 21.13%/yr vs 8.90%/yr for CG1.L. A 0.54 correlation means they provide meaningful diversification when combined. EXXT.DE charges 0.31%/yr vs 0.10%/yr for CG1.L.
Performance
EXXT.DE vs. CG1.L - Performance Comparison
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Different Trading Currencies
EXXT.DE is traded in EUR, while CG1.L is traded in GBp. To make them comparable, the CG1.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXXT.DE achieves a 20.57% return, which is significantly higher than CG1.L's 1.40% return. Over the past 10 years, EXXT.DE has outperformed CG1.L with an annualized return of 21.13%, while CG1.L has yielded a comparatively lower 8.90% annualized return.
EXXT.DE
- 1D
- -0.82%
- 1M
- 9.30%
- YTD
- 20.57%
- 6M
- 19.41%
- 1Y
- 37.71%
- 3Y*
- 24.48%
- 5Y*
- 18.61%
- 10Y*
- 21.13%
CG1.L
- 1D
- 0.46%
- 1M
- 2.05%
- YTD
- 1.40%
- 6M
- 4.07%
- 1Y
- 2.29%
- 3Y*
- 15.43%
- 5Y*
- 9.13%
- 10Y*
- 8.90%
EXXT.DE vs. CG1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 20.57% | 6.87% | 33.51% | 51.27% | -30.11% | 39.07% | 34.53% | 42.79% | 2.90% | 15.46% |
CG1.L Amundi ETF DAX UCITS ETF DR | 1.40% | 21.77% | 18.63% | 19.55% | -12.37% | 15.02% | 3.39% | 24.19% | -18.06% | 12.01% |
Correlation
The correlation between EXXT.DE and CG1.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2011 | 0.54 |
The correlation between EXXT.DE and CG1.L has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
EXXT.DE vs. CG1.L — Risk / Return Rank
EXXT.DE
CG1.L
EXXT.DE vs. CG1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Amundi ETF DAX UCITS ETF DR (CG1.L). 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.
| EXXT.DE | CG1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.04 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 0.18 | +3.54 |
| Martin ratioReturn relative to average drawdown | 11.05 | 0.58 | +10.47 |
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
| EXXT.DE | CG1.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 0.15 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.53 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.48 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.44 | +0.35 |
Drawdowns
EXXT.DE vs. CG1.L - Drawdown Comparison
The maximum EXXT.DE drawdown since its inception was -46.75%, which is greater than CG1.L's maximum drawdown of -39.31%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and CG1.L.
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Drawdown Indicators
| EXXT.DE | CG1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.75% | -39.31% | -7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -12.38% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -15.67% | -10.95% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -26.74% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | -39.31% | +7.92% |
Current DrawdownCurrent decline from peak | -0.82% | -2.33% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -7.52% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.94% | -0.54% |
Volatility
EXXT.DE vs. CG1.L - Volatility Comparison
The current volatility for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) is 4.28%, while Amundi ETF DAX UCITS ETF DR (CG1.L) has a volatility of 4.92%. This indicates that EXXT.DE experiences smaller price fluctuations and is considered to be less risky than CG1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXT.DE | CG1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.92% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 12.49% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 15.66% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 17.15% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 18.45% | +1.25% |
EXXT.DE vs. CG1.L - Expense Ratio Comparison
EXXT.DE has a 0.31% expense ratio, which is higher than CG1.L's 0.10% expense ratio.
Dividends
EXXT.DE vs. CG1.L - Dividend Comparison
EXXT.DE's dividend yield for the trailing twelve months is around 0.15%, while CG1.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG1.L Amundi ETF DAX UCITS ETF DR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 0.15% | 0.19% | 0.26% | 0.53% | 0.41% | 0.15% | 0.32% | 0.40% | 0.28% | 1.84% | 0.84% | 0.88% |
Frequently Asked Questions
EXXT.DE and CG1.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CG1.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CG1.L is cheaper with a 0.10% expense ratio, compared with 0.31% for EXXT.DE.
EXXT.DE is categorized as Nasdaq-100, while CG1.L is Europe Equities. EXXT.DE tracks Nasdaq 100®, while CG1.L tracks FSE DAX TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.31% for EXXT.DE and 0.10% for CG1.L.
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