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XDN0.DE vs. EXXX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDN0.DE vs. EXXX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and iShares ATX UCITS ETF (DE) (EXXX.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, XDN0.DE achieves a 8.55% return, which is significantly lower than EXXX.DE's 22.53% return. Over the past 10 years, XDN0.DE has underperformed EXXX.DE with an annualized return of 8.78%, while EXXX.DE has yielded a comparatively higher 14.21% annualized return.


XDN0.DE

1D
-0.26%
1M
1.38%
6M
2.31%
YTD
8.55%
1Y
15.16%
3Y*
8.69%
5Y*
4.88%
10Y*
8.78%

EXXX.DE

1D
-1.55%
1M
-2.82%
6M
19.05%
YTD
22.53%
1Y
45.03%
3Y*
30.20%
5Y*
17.45%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDN0.DE vs. EXXX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDN0.DE
Xtrackers MSCI Nordic UCITS ETF 1D
8.55%7.26%-1.39%16.41%-11.36%28.46%16.10%25.06%-7.73%10.71%
EXXX.DE
iShares ATX UCITS ETF (DE)
22.53%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-18.96%32.71%

Correlation

The correlation between XDN0.DE and EXXX.DE is 0.60, 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

0.60

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

0.57

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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2013

0.66

The correlation between XDN0.DE and EXXX.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

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Return for Risk

XDN0.DE vs. EXXX.DE — Risk / Return Rank

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

XDN0.DE
XDN0.DE Risk / Return Rank: 3434
Overall Rank
XDN0.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XDN0.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
XDN0.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XDN0.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
XDN0.DE Martin Ratio Rank: 3939
Martin Ratio Rank

EXXX.DE
EXXX.DE Risk / Return Rank: 9191
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 8989
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8888
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.

XDN0.DE vs. EXXX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and iShares ATX UCITS ETF (DE) (EXXX.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.


XDN0.DEEXXX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratioReturn relative to maximum drawdown

1.56

4.19

-2.62

Martin ratioReturn relative to average drawdown

4.74

14.04

-9.30

XDN0.DE vs. EXXX.DE - Sharpe Ratio Comparison

The current XDN0.DE Sharpe Ratio is 0.94, which is lower than the EXXX.DE Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of XDN0.DE and EXXX.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

XDN0.DE vs. EXXX.DE - Drawdown Comparison

The maximum XDN0.DE drawdown since its inception was -32.65%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for XDN0.DE and EXXX.DE.


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Drawdown Indicators


XDN0.DEEXXX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.65%

-71.43%

+38.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-10.71%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-26.41%

-16.11%

-10.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.41%

-32.69%

+6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

-52.90%

+20.25%

Current Drawdown

Current decline from peak

-1.72%

-3.48%

+1.76%

Average Drawdown

Average peak-to-trough decline

-6.56%

-28.47%

+21.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.20%

-0.01%

Volatility

XDN0.DE vs. EXXX.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) is 3.63%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 4.88%. This indicates that XDN0.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDN0.DEEXXX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

4.88%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

14.74%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

17.54%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

19.15%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

19.93%

-3.08%

XDN0.DE vs. EXXX.DE - Expense Ratio Comparison

XDN0.DE has a 0.30% expense ratio, which is lower than EXXX.DE's 0.32% expense ratio.


Dividends

XDN0.DE vs. EXXX.DE - Dividend Comparison

XDN0.DE's dividend yield for the trailing twelve months is around 2.49%, less than EXXX.DE's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
EXXX.DE
iShares ATX UCITS ETF (DE)
3.01%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%
XDN0.DE
Xtrackers MSCI Nordic UCITS ETF 1D
2.49%2.84%2.76%2.54%4.77%1.05%4.85%4.09%1.09%2.45%1.64%0.00%

Frequently Asked Questions


XDN0.DE and EXXX.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDN0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDN0.DE is cheaper with a 0.30% expense ratio, compared with 0.32% for EXXX.DE.

XDN0.DE tracks MSCI Nordic Countries NR EUR, while EXXX.DE tracks ATX Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XDN0.DE and 0.32% for EXXX.DE.

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