XDJE.DE vs. XNAS.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDJE.DE is a Japan Equities fund tracking the Nikkei 225 Index (EUR Hedged), while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDJE.DE returned 22.73%/yr vs 16.39%/yr for XNAS.DE. A 0.61 correlation means they provide meaningful diversification when combined. XDJE.DE charges 0.19%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDJE.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJE.DE achieves a 39.34% return, which is significantly higher than XNAS.DE's 19.10% return.
XDJE.DE
- 1D
- 1.66%
- 1M
- 2.25%
- 6M
- 38.79%
- YTD
- 39.34%
- 1Y
- 77.62%
- 3Y*
- 32.58%
- 5Y*
- 22.73%
- 10Y*
- —
XNAS.DE
- 1D
- 0.00%
- 1M
- -2.01%
- 6M
- 20.42%
- YTD
- 19.10%
- 1Y
- 33.14%
- 3Y*
- 23.27%
- 5Y*
- 16.39%
- 10Y*
- —
XDJE.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 39.34% | 30.93% | 23.55% | 35.26% | -9.02% | 0.82% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.10% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between XDJE.DE and XNAS.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.61 |
The correlation between XDJE.DE and XNAS.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. XNAS.DE — Risk / Return Rank
XDJE.DE
XNAS.DE
XDJE.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.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.
| XDJE.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.35 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 3.33 | +2.72 |
| Martin ratioReturn relative to average drawdown | 19.40 | 9.64 | +9.76 |
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Drawdowns
XDJE.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, roughly equal to the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and XNAS.DE.
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Drawdown Indicators
| XDJE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -31.25% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -10.00% | -2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -26.72% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -31.25% | +8.38% |
Current DrawdownCurrent decline from peak | -4.38% | -2.56% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -7.75% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.45% | +0.54% |
Volatility
XDJE.DE vs. XNAS.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 10.10% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 6.66%. This indicates that XDJE.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
| XDJE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 6.66% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 12.34% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 16.97% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 20.06% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 19.92% | +2.08% |
XDJE.DE vs. XNAS.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% 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
XDJE.DE vs. XNAS.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, while XNAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.79% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDJE.DE and XNAS.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJE.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XNAS.DE.
XDJE.DE is categorized as Japan Equities, while XNAS.DE is Nasdaq-100. XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.19% for XDJE.DE and 0.20% for XNAS.DE.
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