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XDN0.L vs. FNORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDN0.L vs. FNORX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) and Fidelity Nordic Fund (FNORX). The values are adjusted to include any dividend payments, if applicable.

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XDN0.L vs. FNORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDN0.L
Xtrackers MSCI Nordic UCITS ETF 1D
1.25%12.19%-5.68%14.11%-5.97%20.44%23.02%16.30%-6.01%15.05%
FNORX
Fidelity Nordic Fund
3.52%16.89%-2.85%14.81%-9.70%13.84%38.83%12.80%-6.32%11.89%
Different Trading Currencies

XDN0.L is traded in GBp, while FNORX is traded in USD. To make them comparable, the FNORX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDN0.L achieves a 1.25% return, which is significantly lower than FNORX's 3.52% return. Both investments have delivered pretty close results over the past 10 years, with XDN0.L having a 9.29% annualized return and FNORX not far ahead at 9.64%.


XDN0.L

1D
2.25%
1M
-2.25%
YTD
1.25%
6M
6.31%
1Y
11.75%
3Y*
5.47%
5Y*
5.90%
10Y*
9.29%

FNORX

1D
3.71%
1M
-2.09%
YTD
3.52%
6M
8.46%
1Y
13.74%
3Y*
7.78%
5Y*
6.36%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDN0.L vs. FNORX - Expense Ratio Comparison

XDN0.L has a 0.30% expense ratio, which is lower than FNORX's 0.92% expense ratio.


Return for Risk

XDN0.L vs. FNORX — Risk / Return Rank

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

XDN0.L
XDN0.L Risk / Return Rank: 3434
Overall Rank
XDN0.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XDN0.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XDN0.L Omega Ratio Rank: 3030
Omega Ratio Rank
XDN0.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
XDN0.L Martin Ratio Rank: 3636
Martin Ratio Rank

FNORX
FNORX Risk / Return Rank: 4242
Overall Rank
FNORX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FNORX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FNORX Omega Ratio Rank: 3737
Omega Ratio Rank
FNORX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FNORX Martin Ratio Rank: 3636
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.L vs. FNORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) and Fidelity Nordic Fund (FNORX). 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.


XDN0.LFNORXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.94

-0.26

Sortino ratio

Return per unit of downside risk

1.00

1.36

-0.36

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

1.12

1.50

-0.38

Martin ratio

Return relative to average drawdown

3.54

4.11

-0.57

XDN0.L vs. FNORX - Sharpe Ratio Comparison

The current XDN0.L Sharpe Ratio is 0.68, which is comparable to the FNORX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XDN0.L and FNORX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDN0.LFNORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.94

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.40

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.57

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.41

+0.19

Correlation

The correlation between XDN0.L and FNORX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDN0.L vs. FNORX - Dividend Comparison

XDN0.L's dividend yield for the trailing twelve months is around 2.66%, less than FNORX's 8.60% yield.


TTM20252024202320222021202020192018201720162015
XDN0.L
Xtrackers MSCI Nordic UCITS ETF 1D
2.66%2.80%2.83%2.51%4.53%1.09%4.82%4.18%1.05%2.34%1.52%0.00%
FNORX
Fidelity Nordic Fund
8.60%8.74%6.14%0.05%0.00%14.85%3.29%4.59%10.78%3.13%1.71%1.32%

Drawdowns

XDN0.L vs. FNORX - Drawdown Comparison

The maximum XDN0.L drawdown since its inception was -24.85%, smaller than the maximum FNORX drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for XDN0.L and FNORX.


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Drawdown Indicators


XDN0.LFNORXDifference

Max Drawdown

Largest peak-to-trough decline

-24.85%

-69.72%

+44.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-12.98%

+2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-38.15%

+13.37%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

-38.15%

+13.30%

Current Drawdown

Current decline from peak

-5.08%

-8.55%

+3.47%

Average Drawdown

Average peak-to-trough decline

-6.19%

-17.53%

+11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

4.24%

-0.61%

Volatility

XDN0.L vs. FNORX - Volatility Comparison

The current volatility for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) is 5.82%, while Fidelity Nordic Fund (FNORX) has a volatility of 6.93%. This indicates that XDN0.L experiences smaller price fluctuations and is considered to be less risky than FNORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDN0.LFNORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

6.93%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

11.39%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

16.14%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

15.85%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

16.90%

+1.41%