PortfoliosLab logoPortfoliosLab logo
EXXT.DE vs. XNDX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXT.DE vs. XNDX.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 Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EXXT.DE having a 20.57% return and XNDX.DE slightly higher at 20.67%.


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%

XNDX.DE

1D
-0.82%
1M
9.31%
YTD
20.67%
6M
19.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
20.57%11.24%
XNDX.DE
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD
20.67%-4.86%

Correlation

The correlation between EXXT.DE and XNDX.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.90

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXXT.DE vs. XNDX.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

XNDX.DE
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. XNDX.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 Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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.DEXNDX.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.73

Martin ratioReturn relative to average drawdown

11.05

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


Loading charts...

Sharpe Ratios by Period


EXXT.DEXNDX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.53

+0.26

Drawdowns

EXXT.DE vs. XNDX.DE - Drawdown Comparison

The maximum EXXT.DE drawdown since its inception was -46.75%, which is greater than XNDX.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and XNDX.DE.


Loading charts...

Drawdown Indicators


EXXT.DEXNDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.75%

-20.11%

-26.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.39%

Current Drawdown

Current decline from peak

-0.82%

-0.82%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.74%

-10.66%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

Volatility

EXXT.DE vs. XNDX.DE - Volatility Comparison


Loading charts...

Volatility by Period


EXXT.DEXNDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

31.84%

-16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

31.84%

-11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

31.84%

-12.14%

EXXT.DE vs. XNDX.DE - Expense Ratio Comparison

EXXT.DE has a 0.31% expense ratio, which is higher than XNDX.DE's 0.18% expense ratio.


Dividends

EXXT.DE vs. XNDX.DE - Dividend Comparison

EXXT.DE's dividend yield for the trailing twelve months is around 0.15%, more than XNDX.DE's 0.09% yield.


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%
XNDX.DE
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD
0.09%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


With a correlation of 0.90, EXXT.DE and XNDX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XNDX.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNDX.DE is cheaper with a 0.18% expense ratio, compared with 0.31% for EXXT.DE.

EXXT.DE tracks Nasdaq 100®, while XNDX.DE tracks Nasdaq 100 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.31% for EXXT.DE and 0.18% for XNDX.DE.

Portfolio Optimizer

Find the right allocation for EXXT.DE and XNDX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer