XDEQ.DE vs. XNAS.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDEQ.DE returned 11.42%/yr vs 18.79%/yr for XNAS.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDEQ.DE charges 0.25%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDEQ.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly lower than XNAS.DE's 20.53% return.
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDEQ.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 32.79% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XDEQ.DE and XNAS.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.87 |
The correlation between XDEQ.DE and XNAS.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. XNAS.DE — Risk / Return Rank
XDEQ.DE
XNAS.DE
XDEQ.DE vs. XNAS.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 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.
| XDEQ.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.77 | -0.73 |
| Martin ratioReturn relative to average drawdown | 12.17 | 11.16 | +1.01 |
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
| XDEQ.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.40 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.93 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.91 | -0.10 |
Drawdowns
XDEQ.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, roughly equal to the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XNAS.DE.
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Drawdown Indicators
| XDEQ.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -31.25% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -10.00% | +3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -26.72% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -31.25% | +10.66% |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -7.83% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 3.38% | -1.82% |
Volatility
XDEQ.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XDEQ.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
| XDEQ.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 4.31% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 10.91% | -3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 15.71% | -5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 19.88% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 19.84% | -4.49% |
XDEQ.DE vs. XNAS.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than XNAS.DE's 0.20% 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. XNAS.DE - Dividend Comparison
Neither XDEQ.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and XNAS.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEQ.DE.
XDEQ.DE is categorized as Global Equities, while XNAS.DE is Nasdaq-100. XDEQ.DE tracks MSCI ACWI NR USD, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XDEQ.DE and 0.20% for XNAS.DE.
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