VWCE.DE vs. XNAS.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, VWCE.DE returned 11.89%/yr vs 18.79%/yr for XNAS.DE. Their correlation of 0.88 suggests significant overlap in exposure. VWCE.DE charges 0.19%/yr vs 0.20%/yr for XNAS.DE.
Performance
VWCE.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly lower than XNAS.DE's 20.53% return.
VWCE.DE
- 1D
- 1.82%
- 1M
- 0.89%
- YTD
- 11.72%
- 6M
- 13.39%
- 1Y
- 26.35%
- 3Y*
- 17.02%
- 5Y*
- 11.89%
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 2.97%
- YTD
- 20.53%
- 6M
- 22.04%
- 1Y
- 39.25%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
VWCE.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 9.16% | 24.41% | 18.18% | -13.47% | 23.36% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between VWCE.DE and XNAS.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.88 |
The correlation between VWCE.DE and XNAS.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
VWCE.DE vs. XNAS.DE — Risk / Return Rank
VWCE.DE
XNAS.DE
VWCE.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VWCE.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 3.77 | +0.15 |
| Martin ratioReturn relative to average drawdown | 16.07 | 11.16 | +4.91 |
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Drawdowns
VWCE.DE vs. XNAS.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and XNAS.DE.
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Drawdown Indicators
| VWCE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -31.25% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -10.00% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -26.72% | +5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -31.25% | +10.18% |
Current DrawdownCurrent decline from peak | -1.47% | -0.83% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -7.83% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.38% | -1.78% |
Volatility
VWCE.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that VWCE.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.
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Volatility by Period
| VWCE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 4.31% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 10.91% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 15.71% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 19.88% | -6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 19.85% | -3.69% |
VWCE.DE vs. XNAS.DE - Expense Ratio Comparison
VWCE.DE has a 0.19% expense ratio, which is lower than XNAS.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VWCE.DE vs. XNAS.DE - Dividend Comparison
Neither VWCE.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and XNAS.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XNAS.DE.
VWCE.DE is categorized as Global Equities, while XNAS.DE is Nasdaq-100. VWCE.DE tracks FTSE All-World Index, while XNAS.DE tracks Nasdaq 100®. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.19% for VWCE.DE and 0.20% for XNAS.DE.
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