META vs. XNKY.DE
META (Meta Platforms, Inc.) is a stock, while XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) is Japan Equities fund tracking the Nikkei 225®. Over the past 5 years, META returned 12.31%/yr vs 11.38%/yr for XNKY.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
META vs. XNKY.DE - Performance Comparison
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Different Trading Currencies
META 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, META achieves a -11.24% return, which is significantly lower than XNKY.DE's 30.80% return.
META
- 1D
- -1.28%
- 1M
- -3.98%
- YTD
- -11.24%
- 6M
- -12.06%
- 1Y
- -15.84%
- 3Y*
- 30.58%
- 5Y*
- 12.31%
- 10Y*
- 17.60%
XNKY.DE
- 1D
- -1.33%
- 1M
- 4.00%
- YTD
- 30.80%
- 6M
- 31.21%
- 1Y
- 62.58%
- 3Y*
- 24.12%
- 5Y*
- 11.38%
- 10Y*
- —
META vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -11.24% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 4.51% |
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 META and XNKY.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
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 | 0.32 |
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Return for Risk
META vs. XNKY.DE — Risk / Return Rank
META
XNKY.DE
META vs. XNKY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) 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.
| META | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -3.97 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.42 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 4.10 | -4.58 |
| Martin ratioReturn relative to average drawdown | -1.01 | 13.45 | -14.46 |
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
| META | XNKY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 2.49 | -2.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.56 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.68 | -0.14 |
Drawdowns
META vs. XNKY.DE - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, 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 META and XNKY.DE.
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Drawdown Indicators
| META | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -35.76% | -40.98% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -15.19% | -18.11% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -18.89% | -15.26% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -33.88% | -42.86% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -25.73% | -1.33% | -24.40% |
Average DrawdownAverage peak-to-trough decline | -15.26% | -12.31% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 4.64% | +11.05% |
Volatility
META vs. XNKY.DE - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.48% compared to Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) at 6.98%. This indicates that META'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
| META | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.48% | 6.98% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 26.95% | 19.80% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.56% | 25.01% | +10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.05% | 20.03% | +24.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.69% | 19.90% | +18.79% |
Dividends
META vs. XNKY.DE - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, while XNKY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
META Meta Platforms, Inc. | 0.36% | 0.32% | 0.34% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
META and XNKY.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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