XDN0.DE vs. XNZN.DE
Compare and contrast key facts about Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.DE).
XDN0.DE and XNZN.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDN0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Nordic Countries NR EUR. It was launched on Sep 4, 2013. XNZN.DE is a passively managed fund by DWS that tracks the performance of the MSCI Nordic Countries NR EUR. It was launched on Apr 12, 2023. Both XDN0.DE and XNZN.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDN0.DE or XNZN.DE.
Key characteristics
| XDN0.DE | XNZN.DE | |
|---|---|---|
| YTD Return | 3.31% | 6.49% |
| 1Y Return | 13.21% | 23.84% |
| Sharpe Ratio | 0.92 | 1.45 |
| Sortino Ratio | 1.37 | 2.09 |
| Omega Ratio | 1.17 | 1.26 |
| Calmar Ratio | 1.14 | 2.40 |
| Martin Ratio | 3.20 | 7.43 |
| Ulcer Index | 3.95% | 2.74% |
| Daily Std Dev | 13.74% | 14.40% |
| Max Drawdown | -32.67% | -13.52% |
| Current Drawdown | -11.06% | -7.99% |
Correlation
The correlation between XDN0.DE and XNZN.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDN0.DE vs. XNZN.DE - Performance Comparison
In the year-to-date period, XDN0.DE achieves a 3.31% return, which is significantly lower than XNZN.DE's 6.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDN0.DE vs. XNZN.DE - Expense Ratio Comparison
XDN0.DE has a 0.30% expense ratio, which is higher than XNZN.DE's 0.15% expense ratio.
Risk-Adjusted Performance
XDN0.DE vs. XNZN.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.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.
Dividends
XDN0.DE vs. XNZN.DE - Dividend Comparison
XDN0.DE's dividend yield for the trailing twelve months is around 2.64%, while XNZN.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | 2.64% | 2.54% | 4.77% | 1.05% | 4.85% | 4.09% | 1.09% | 2.45% | 1.64% | 0.00% | 3.10% |
XNZN.DE Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDN0.DE vs. XNZN.DE - Drawdown Comparison
The maximum XDN0.DE drawdown since its inception was -32.67%, which is greater than XNZN.DE's maximum drawdown of -13.52%. Use the drawdown chart below to compare losses from any high point for XDN0.DE and XNZN.DE. For additional features, visit the drawdowns tool.
Volatility
XDN0.DE vs. XNZN.DE - Volatility Comparison
Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.DE) have volatilities of 4.59% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.