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EXXT.DE vs. NDX1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXT.DE vs. NDX1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Nordex SE (NDX1.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, EXXT.DE achieves a 20.57% return, which is significantly lower than NDX1.DE's 40.38% return. Over the past 10 years, EXXT.DE has outperformed NDX1.DE with an annualized return of 21.13%, while NDX1.DE has yielded a comparatively lower 5.45% 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%

NDX1.DE

1D
-0.29%
1M
-18.24%
YTD
40.38%
6M
56.87%
1Y
124.86%
3Y*
51.74%
5Y*
21.00%
10Y*
5.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXT.DE vs. NDX1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
NDX1.DE
Nordex SE
40.38%158.39%8.37%-21.21%1.84%-33.05%83.44%59.24%-14.51%-56.48%

Correlation

The correlation between EXXT.DE and NDX1.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2006

0.32

The correlation between EXXT.DE and NDX1.DE shifts across timeframes, from 0.16 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXXT.DE vs. NDX1.DE — Risk / Return Rank

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

EXXT.DE
EXXT.DE Risk / Return Rank: 7171
Overall Rank
EXXT.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EXXT.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EXXT.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EXXT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EXXT.DE Martin Ratio Rank: 6262
Martin Ratio Rank

NDX1.DE
NDX1.DE Risk / Return Rank: 9494
Overall Rank
NDX1.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NDX1.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
NDX1.DE Omega Ratio Rank: 9191
Omega Ratio Rank
NDX1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
NDX1.DE Martin Ratio Rank: 9595
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.

EXXT.DE vs. NDX1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Nordex SE (NDX1.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.


EXXT.DENDX1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.42

1.46

-0.05

Calmar ratioReturn relative to maximum drawdown

3.73

6.79

-3.07

Martin ratioReturn relative to average drawdown

11.05

20.53

-9.48

EXXT.DE vs. NDX1.DE - Sharpe Ratio Comparison

The current EXXT.DE Sharpe Ratio is 2.38, which is comparable to the NDX1.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of EXXT.DE and NDX1.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


EXXT.DENDX1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.69

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.44

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.11

+0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

-0.03

+0.82

Drawdowns

EXXT.DE vs. NDX1.DE - Drawdown Comparison

The maximum EXXT.DE drawdown since its inception was -46.75%, smaller than the maximum NDX1.DE drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and NDX1.DE.


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Drawdown Indicators


EXXT.DENDX1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.75%

-98.49%

+51.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-18.28%

+8.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-31.43%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

-59.68%

+28.29%

Max Drawdown (10Y)

Largest decline over 10 years

-31.39%

-79.90%

+48.51%

Current Drawdown

Current decline from peak

-0.82%

-53.93%

+53.11%

Average Drawdown

Average peak-to-trough decline

-7.74%

-83.12%

+75.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

5.95%

-2.55%

Volatility

EXXT.DE vs. NDX1.DE - Volatility Comparison

The current volatility for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) is 4.28%, while Nordex SE (NDX1.DE) has a volatility of 11.48%. This indicates that EXXT.DE experiences smaller price fluctuations and is considered to be less risky than NDX1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXT.DENDX1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

11.48%

-7.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

31.47%

-20.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

46.26%

-30.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

47.15%

-27.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

49.42%

-29.72%

Dividends

EXXT.DE vs. NDX1.DE - Dividend Comparison

EXXT.DE's dividend yield for the trailing twelve months is around 0.15%, while NDX1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
NDX1.DE
Nordex SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXXT.DE and NDX1.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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