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XDEQ.DE vs. 6AQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEQ.DE vs. 6AQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDEQ.DE achieves a 12.57% return, which is significantly lower than 6AQQ.DE's 16.74% return. Over the past 10 years, XDEQ.DE has underperformed 6AQQ.DE with an annualized return of 12.19%, while 6AQQ.DE has yielded a comparatively higher 20.24% annualized return.


XDEQ.DE

1D
0.15%
1M
1.66%
6M
10.45%
YTD
12.57%
1Y
22.01%
3Y*
15.57%
5Y*
10.70%
10Y*
12.19%
ALL TIME*
9.57%

6AQQ.DE

1D
1.19%
1M
-4.44%
6M
17.15%
YTD
16.74%
1Y
28.19%
3Y*
22.52%
5Y*
15.66%
10Y*
20.24%
ALL TIME*
20.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEQ.DE vs. 6AQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
12.57%2.87%23.81%21.83%-14.80%34.39%4.48%34.18%-3.32%8.20%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
16.74%7.08%33.77%51.54%-29.96%39.62%34.72%42.90%3.23%15.90%

Correlation

The correlation between XDEQ.DE and 6AQQ.DE is 0.75, 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

0.75

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

0.84

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

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.87

The correlation between XDEQ.DE and 6AQQ.DE shifts across timeframes, from 0.75 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDEQ.DE vs. 6AQQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEQ.DE
XDEQ.DE Risk / Return Rank: 8686
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 9090
Martin Ratio Rank

6AQQ.DE
6AQQ.DE Risk / Return Rank: 6767
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 6565
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 6262
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.

XDEQ.DE vs. 6AQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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.


XDEQ.DE6AQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.38

1.29

+0.09

Calmar ratioReturn relative to maximum drawdown

3.52

2.80

+0.72

Martin ratioReturn relative to average drawdown

14.82

7.97

+6.85

XDEQ.DE vs. 6AQQ.DE - Sharpe Ratio Comparison

The current XDEQ.DE Sharpe Ratio is 2.08, which is comparable to the 6AQQ.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of XDEQ.DE and 6AQQ.DE, 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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Drawdowns

XDEQ.DE vs. 6AQQ.DE - Drawdown Comparison

The maximum XDEQ.DE drawdown since its inception was -32.18%, roughly equal to the maximum 6AQQ.DE drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and 6AQQ.DE.


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Drawdown Indicators


XDEQ.DE6AQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.18%

-31.19%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-10.01%

+3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.59%

-26.73%

+6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-31.19%

+10.60%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

-31.19%

-0.99%

Current Drawdown

Current decline from peak

-1.07%

-4.45%

+3.38%

Average Drawdown

Average peak-to-trough decline

-6.53%

-5.34%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

3.53%

-2.05%

Volatility

XDEQ.DE vs. 6AQQ.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.75%, while Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) has a volatility of 6.04%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than 6AQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEQ.DE6AQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

6.04%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

12.53%

-5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

16.87%

-6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

20.04%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

19.74%

-3.92%

XDEQ.DE vs. 6AQQ.DE - Expense Ratio Comparison

XDEQ.DE has a 0.25% expense ratio, which is higher than 6AQQ.DE's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDEQ.DE vs. 6AQQ.DE - Dividend Comparison

Neither XDEQ.DE nor 6AQQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEQ.DE and 6AQQ.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6AQQ.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6AQQ.DE is cheaper with a 0.23% expense ratio, compared with 0.25% for XDEQ.DE.

XDEQ.DE is categorized as Global Equities, while 6AQQ.DE is Nasdaq-100. XDEQ.DE tracks MSCI ACWI NR USD, while 6AQQ.DE tracks Nasdaq 100®. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDEQ.DE and 0.23% for 6AQQ.DE.

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