XDDX.DE vs. XNAS.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDDX.DE is a Europe Equities fund tracking the FSE DAX TR EUR, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDDX.DE returned 8.66%/yr vs 15.95%/yr for XNAS.DE. A 0.56 correlation means they provide meaningful diversification when combined. XDDX.DE charges 0.09%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDDX.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than XNAS.DE's 17.93% return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
XNAS.DE
- 1D
- 0.00%
- 1M
- -1.54%
- 6M
- 16.10%
- YTD
- 17.93%
- 1Y
- 28.93%
- 3Y*
- 22.87%
- 5Y*
- 15.95%
- 10Y*
- —
XDDX.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 13.99% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 17.93% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between XDDX.DE and XNAS.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.56 |
The correlation between XDDX.DE and XNAS.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
XDDX.DE vs. XNAS.DE — Risk / Return Rank
XDDX.DE
XNAS.DE
XDDX.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.
| XDDX.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.91 | -2.40 |
| Martin ratioReturn relative to average drawdown | 1.44 | 8.31 | -6.87 |
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Drawdowns
XDDX.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, 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 XDDX.DE and XNAS.DE.
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Drawdown Indicators
| XDDX.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -31.25% | -7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.00% | -1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -26.72% | +10.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -31.25% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | — | — |
Current DrawdownCurrent decline from peak | -2.10% | -3.52% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -7.71% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.49% | +0.74% |
Volatility
XDDX.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) is 3.88%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 5.65%. This indicates that XDDX.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
| XDDX.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 5.65% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 12.50% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 17.15% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 20.10% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 19.92% | -1.85% |
XDDX.DE vs. XNAS.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% 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
XDDX.DE vs. XNAS.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while XNAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
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
XDDX.DE and XNAS.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for XNAS.DE.
XDDX.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. XDDX.DE tracks FSE DAX TR EUR, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.09% for XDDX.DE and 0.20% for XNAS.DE.
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