EXXT.DE vs. XD5E.DE
EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) and XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) are both exchange-traded funds - EXXT.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, EXXT.DE returned 21.13%/yr vs 10.03%/yr for XD5E.DE. A 0.63 correlation means they provide meaningful diversification when combined. EXXT.DE charges 0.31%/yr vs 0.12%/yr for XD5E.DE.
Performance
EXXT.DE vs. XD5E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXT.DE achieves a 20.57% return, which is significantly higher than XD5E.DE's 8.92% return. Over the past 10 years, EXXT.DE has outperformed XD5E.DE with an annualized return of 21.13%, while XD5E.DE has yielded a comparatively lower 10.03% 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%
XD5E.DE
- 1D
- 0.52%
- 1M
- 4.50%
- YTD
- 8.92%
- 6M
- 10.66%
- 1Y
- 18.06%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
EXXT.DE vs. XD5E.DE - 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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
Correlation
The correlation between EXXT.DE and XD5E.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.63 |
The correlation between EXXT.DE and XD5E.DE shifts across timeframes, from 0.52 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXXT.DE vs. XD5E.DE — Risk / Return Rank
EXXT.DE
XD5E.DE
EXXT.DE vs. XD5E.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 Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.DE | XD5E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 1.75 | +1.97 |
| Martin ratioReturn relative to average drawdown | 11.05 | 6.40 | +4.66 |
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 | XD5E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 1.24 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.65 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.59 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.55 | +0.23 |
Drawdowns
EXXT.DE vs. XD5E.DE - Drawdown Comparison
The maximum EXXT.DE drawdown since its inception was -46.75%, which is greater than XD5E.DE's maximum drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and XD5E.DE.
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Drawdown Indicators
| EXXT.DE | XD5E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.75% | -38.04% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -10.26% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -15.30% | -11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -24.56% | -6.83% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | -38.04% | +6.65% |
Current DrawdownCurrent decline from peak | -0.82% | -0.44% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -5.74% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.82% | +0.58% |
Volatility
EXXT.DE vs. XD5E.DE - Volatility Comparison
The current volatility for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) is 4.28%, while Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a volatility of 4.54%. This indicates that EXXT.DE experiences smaller price fluctuations and is considered to be less risky than XD5E.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.DE | XD5E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.54% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 11.91% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 14.52% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 16.13% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 17.03% | +2.67% |
EXXT.DE vs. XD5E.DE - Expense Ratio Comparison
EXXT.DE has a 0.31% expense ratio, which is higher than XD5E.DE's 0.12% expense ratio.
Dividends
EXXT.DE vs. XD5E.DE - Dividend Comparison
EXXT.DE's dividend yield for the trailing twelve months is around 0.15%, less than XD5E.DE's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
EXXT.DE and XD5E.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.31% for EXXT.DE.
EXXT.DE is categorized as Nasdaq-100, while XD5E.DE is Europe Equities. EXXT.DE tracks Nasdaq 100®, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.31% for EXXT.DE and 0.12% for XD5E.DE.
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