GOOGL vs. XNKY.DE
GOOGL (Alphabet Inc. Class A) is a stock, while XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) is Japan Equities fund tracking the Nikkei 225®. Over the past 5 years, GOOGL returned 24.94%/yr vs 11.38%/yr for XNKY.DE. At a 0.33 correlation, their price movements are largely independent.
Performance
GOOGL vs. XNKY.DE - Performance Comparison
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Different Trading Currencies
GOOGL is traded in USD, while XNKY.DE is traded in EUR. To make them comparable, the XNKY.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GOOGL achieves a 16.22% return, which is significantly lower than XNKY.DE's 30.80% return.
GOOGL
- 1D
- -1.36%
- 1M
- -9.30%
- YTD
- 16.22%
- 6M
- 15.96%
- 1Y
- 110.03%
- 3Y*
- 44.20%
- 5Y*
- 24.94%
- 10Y*
- 25.89%
XNKY.DE
- 1D
- -1.33%
- 1M
- 4.00%
- YTD
- 30.80%
- 6M
- 31.21%
- 1Y
- 62.58%
- 3Y*
- 24.12%
- 5Y*
- 11.38%
- 10Y*
- —
GOOGL vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 16.22% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 7.90% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 30.80% | 31.13% | 7.80% | 21.76% | -20.02% | -4.98% | 19.91% |
Correlation
The correlation between GOOGL and XNKY.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2020 | 0.33 |
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Return for Risk
GOOGL vs. XNKY.DE — Risk / Return Rank
GOOGL
XNKY.DE
GOOGL vs. XNKY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and Xtrackers Nikkei 225 UCITS ETF (XNKY.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.
| GOOGL | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.42 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 4.10 | +1.33 |
| Martin ratioReturn relative to average drawdown | 19.79 | 13.45 | +6.34 |
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
| GOOGL | XNKY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.78 | 2.49 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.56 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.68 | +0.16 |
Drawdowns
GOOGL vs. XNKY.DE - Drawdown Comparison
The maximum GOOGL drawdown since its inception was -65.29%, which is greater than XNKY.DE's maximum drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for GOOGL and XNKY.DE.
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Drawdown Indicators
| GOOGL | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.29% | -35.76% | -29.53% |
Max Drawdown (1Y)Largest decline over 1 year | -20.37% | -15.19% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -18.89% | -10.92% |
Max Drawdown (5Y)Largest decline over 5 years | -44.32% | -33.88% | -10.44% |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | — | — |
Current DrawdownCurrent decline from peak | -9.71% | -1.33% | -8.38% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -12.31% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 4.64% | +0.94% |
Volatility
GOOGL vs. XNKY.DE - Volatility Comparison
Alphabet Inc. Class A (GOOGL) has a higher volatility of 8.68% compared to Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) at 6.98%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than XNKY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOGL | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.68% | 6.98% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.90% | 19.80% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.33% | 25.01% | +4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.33% | 20.03% | +11.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 19.90% | +9.23% |
Dividends
GOOGL vs. XNKY.DE - Dividend Comparison
GOOGL's dividend yield for the trailing twelve months is around 0.29%, while XNKY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOGL Alphabet Inc. Class A | 0.29% | 0.27% | 0.32% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GOOGL and XNKY.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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