XDEW.DE vs. XNAS.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDEW.DE returned 9.22%/yr vs 18.79%/yr for XNAS.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
XDEW.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly lower than XNAS.DE's 20.53% return.
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDEW.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 36.85% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XDEW.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 | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.65 |
The correlation between XDEW.DE and XNAS.DE shifts across timeframes, from 0.52 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. XNAS.DE — Risk / Return Rank
XDEW.DE
XNAS.DE
XDEW.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
| XDEW.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.77 | -0.26 |
| Martin ratioReturn relative to average drawdown | 10.36 | 11.16 | -0.81 |
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
| XDEW.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.40 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.93 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.91 | -0.23 |
Drawdowns
XDEW.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, 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 XDEW.DE and XNAS.DE.
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Drawdown Indicators
| XDEW.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -31.25% | -7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -10.00% | +4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -26.72% | +4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -31.25% | +8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -7.83% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 3.38% | -1.66% |
Volatility
XDEW.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XDEW.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
| XDEW.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 4.31% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 10.91% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 15.71% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 19.88% | -4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 19.84% | -2.98% |
XDEW.DE vs. XNAS.DE - Expense Ratio Comparison
Both XDEW.DE and XNAS.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDEW.DE vs. XNAS.DE - Dividend Comparison
Neither XDEW.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE and XNAS.DE have the same expense ratio: 0.20% per year.
XDEW.DE is categorized as S&P 500, while XNAS.DE is Nasdaq-100. XDEW.DE tracks S&P 500 Equal Weight Index, while XNAS.DE tracks Nasdaq 100®.
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