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NKE.DE vs. XMCX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NKE.DE vs. XMCX.L

Last updated Jun 5, 2026

NKE.DE (Nike Inc) is a stock, while XMCX.L (Xtrackers FTSE 250 UCITS ETF 1D) is Europe Equities fund tracking the FTSE 250 Ex Investment Trust TR GBP. Over the past 5 years, NKE.DE returned -18.13%/yr vs -0.33%/yr for XMCX.L. At a 0.42 correlation, their price movements are largely independent.

Performance

NKE.DE vs. XMCX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Nike Inc (NKE.DE) and Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NKE.DE is traded in EUR, while XMCX.L is traded in GBp. To make them comparable, the XMCX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NKE.DE achieves a -27.40% return, which is significantly lower than XMCX.L's 4.76% return.

NKE.DE

1D
-0.09%
1M
2.51%
YTD
-27.40%
6M
-32.72%
1Y
-30.32%
3Y*
-26.40%
5Y*
-18.13%
10Y*
—

XMCX.L

1D
0.55%
1M
3.22%
YTD
4.76%
6M
7.07%
1Y
6.97%
3Y*
6.09%
5Y*
-0.33%
10Y*
1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NKE.DE vs. XMCX.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
NKE.DE
Nike Inc		-27.40%-26.59%-25.28%-8.81%-26.07%29.93%28.05%11.74%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D		4.76%3.16%8.41%5.46%-24.89%22.09%-13.69%10.37%

Correlation

The correlation between NKE.DE and XMCX.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.42

The correlation between NKE.DE and XMCX.L shifts across timeframes, from 0.27 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Nike Inc

Xtrackers FTSE 250 UCITS ETF 1D

Often compared with NKE.DE:
NKE.DE vs. LVMUYNKE.DE vs. VOONKE.DE vs. XLKNKE.DE vs. SPYNKE.DE vs. ERNX.DENKE.DE vs. EUNY.DENKE.DE vs. NU
Often compared with XMCX.L:
XMCX.L vs. VMID.LXMCX.L vs. TDGB.LXMCX.L vs. IMV.LXMCX.L vs. WDEP.LXMCX.L vs. FLXD.LXMCX.L vs. MMS.LXMCX.L vs. XCX5.L

Return for Risk

NKE.DE vs. XMCX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NKE.DE
NKE.DE Risk / Return Rank: 1212
Overall Rank
NKE.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NKE.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
NKE.DE Omega Ratio Rank: 1010
Omega Ratio Rank
NKE.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
NKE.DE Martin Ratio Rank: 1313
Martin Ratio Rank
XMCX.L
XMCX.L Risk / Return Rank: 2222
Overall Rank
XMCX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XMCX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XMCX.L Omega Ratio Rank: 2323
Omega Ratio Rank
XMCX.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XMCX.L Martin Ratio Rank: 2323
Martin Ratio Rank
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.

NKE.DE vs. XMCX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nike Inc (NKE.DE) and Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L). 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.

NKE.DEXMCX.LDifference
Sharpe ratioReturn per unit of total volatility
-0.81
0.52

-1.33

Sortino ratioReturn per unit of downside risk
-1.12
0.83

-1.95

Omega ratioGain probability vs. loss probability

0.86

1.10

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.65

0.60

-1.25

Martin ratioReturn relative to average drawdown

-1.27

2.03

-3.30

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NKE.DE vs. XMCX.L - Sharpe Ratio Comparison

The current NKE.DE Sharpe Ratio is -0.81, which is lower than the XMCX.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of NKE.DE and XMCX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

NKE.DEXMCX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

0.52

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

-0.02

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.07

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

0.13

-0.42

Drawdowns

NKE.DE vs. XMCX.L - Drawdown Comparison

The maximum NKE.DE drawdown since its inception was -75.61%, which is greater than XMCX.L's maximum drawdown of -60.76%. Use the drawdown chart below to compare losses from any high point for NKE.DE and XMCX.L.

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Drawdown Indicators

NKE.DEXMCX.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.61%

-60.76%

-14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-46.73%

-11.62%

-35.11%

Max Drawdown (3Y)

Largest decline over 3 years

-66.57%

-19.97%

-46.60%

Max Drawdown (5Y)

Largest decline over 5 years

-75.61%

-34.92%

-40.69%

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.07%

—

Current Drawdown

Current decline from peak

-74.39%

-9.32%

-65.07%

Average Drawdown

Average peak-to-trough decline

-32.02%

-17.03%

-14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.86%

3.44%

+20.42%

Volatility

NKE.DE vs. XMCX.L - Volatility Comparison

Nike Inc (NKE.DE) has a higher volatility of 9.46% compared to Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) at 3.67%. This indicates that NKE.DE's price experiences larger fluctuations and is considered to be riskier than XMCX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NKE.DEXMCX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

3.67%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

27.40%

10.37%

+17.03%

Volatility (1Y)

Calculated over the trailing 1-year period

37.15%

13.43%

+23.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.99%

16.40%

+16.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.89%

18.96%

+14.93%

Dividends

NKE.DE vs. XMCX.L - Dividend Comparison

NKE.DE's dividend yield for the trailing twelve months is around 3.22%, more than XMCX.L's 0.04% yield.

PositionTTM20252024202320222021202020192018201720162015
NKE.DE
Nike Inc		3.22%2.36%1.66%1.13%0.94%0.55%0.65%0.21%0.00%0.00%0.00%0.00%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D		0.04%0.04%0.04%0.03%0.05%0.01%0.03%0.03%0.04%0.03%0.03%0.00%

Frequently Asked Questions

NKE.DE and XMCX.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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