GTIL.DE vs. XNAS.DE
GTIL.DE (Xtrackers World Green Tech Innovators UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - GTIL.DE is a Global Equities fund actively managed by Xtrackers, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. GTIL.DE is actively managed, while XNAS.DE is passively managed. Over the past year, GTIL.DE returned 23.20% vs 37.14% for XNAS.DE. Their correlation of 0.88 suggests significant overlap in exposure. GTIL.DE charges 0.35%/yr vs 0.20%/yr for XNAS.DE.
Performance
GTIL.DE vs. XNAS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTIL.DE achieves a 8.33% return, which is significantly lower than XNAS.DE's 20.53% return.
GTIL.DE
- 1D
- 0.89%
- 1M
- 3.73%
- YTD
- 8.33%
- 6M
- 8.71%
- 1Y
- 23.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
GTIL.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GTIL.DE Xtrackers World Green Tech Innovators UCITS ETF 1C | 8.33% | 7.95% | -2.33% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | -0.37% |
Correlation
The correlation between GTIL.DE and XNAS.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2024 | 0.88 |
The correlation between GTIL.DE and XNAS.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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
GTIL.DE vs. XNAS.DE — Risk / Return Rank
GTIL.DE
XNAS.DE
GTIL.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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.
| GTIL.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.77 | -1.10 |
| Martin ratioReturn relative to average drawdown | 10.00 | 11.16 | -1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GTIL.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.40 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.91 | -0.30 |
Drawdowns
GTIL.DE vs. XNAS.DE - Drawdown Comparison
The maximum GTIL.DE drawdown since its inception was -21.90%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for GTIL.DE and XNAS.DE.
Loading charts...
Drawdown Indicators
| GTIL.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -31.25% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -10.00% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -7.83% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 3.38% | -1.06% |
Volatility
GTIL.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) is 2.86%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that GTIL.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GTIL.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 4.31% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 10.91% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 15.71% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 19.88% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 19.84% | -4.33% |
GTIL.DE vs. XNAS.DE - Expense Ratio Comparison
GTIL.DE has a 0.35% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
GTIL.DE vs. XNAS.DE - Dividend Comparison
Neither GTIL.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
GTIL.DE and XNAS.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for GTIL.DE.
GTIL.DE is categorized as Global Equities, while XNAS.DE is Nasdaq-100. Their fees differ too: 0.35% for GTIL.DE and 0.20% for XNAS.DE.
Find the right allocation for GTIL.DE and XNAS.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