XD5E.DE vs. XNAS.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XD5E.DE returned 10.59%/yr vs 18.79%/yr for XNAS.DE. A 0.60 correlation means they provide meaningful diversification when combined. XD5E.DE charges 0.12%/yr vs 0.20%/yr for XNAS.DE.
Performance
XD5E.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly lower than XNAS.DE's 20.53% return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XD5E.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 23.09% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XD5E.DE and XNAS.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.60 |
The correlation between XD5E.DE and XNAS.DE has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
XD5E.DE vs. XNAS.DE — Risk / Return Rank
XD5E.DE
XNAS.DE
XD5E.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| XD5E.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.77 | -2.02 |
| Martin ratioReturn relative to average drawdown | 6.40 | 11.16 | -4.77 |
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
| XD5E.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.40 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.91 | -0.35 |
Drawdowns
XD5E.DE vs. XNAS.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, 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 XD5E.DE and XNAS.DE.
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Drawdown Indicators
| XD5E.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -31.25% | -6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -10.00% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -26.72% | +11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -31.25% | +6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.83% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -7.83% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.38% | -0.56% |
Volatility
XD5E.DE vs. XNAS.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 4.54% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that XD5E.DE's price experiences larger fluctuations and is considered to be riskier 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
| XD5E.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.31% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 10.91% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 15.71% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 19.88% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 19.84% | -2.81% |
XD5E.DE vs. XNAS.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% 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
XD5E.DE vs. XNAS.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while XNAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XD5E.DE and XNAS.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XNAS.DE.
XD5E.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. XD5E.DE tracks MSCI EMU NR EUR, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.12% for XD5E.DE and 0.20% for XNAS.DE.
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