XDPE.DE vs. XNAS.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDPE.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDPE.DE returned 10.14%/yr vs 16.39%/yr for XNAS.DE. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
XDPE.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPE.DE achieves a 7.74% return, which is significantly lower than XNAS.DE's 19.10% return.
XDPE.DE
- 1D
- 0.19%
- 1M
- -1.02%
- 6M
- 8.95%
- YTD
- 7.74%
- 1Y
- 17.57%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 10Y*
- 12.45%
XNAS.DE
- 1D
- 0.00%
- 1M
- -2.01%
- 6M
- 20.42%
- YTD
- 19.10%
- 1Y
- 33.14%
- 3Y*
- 23.27%
- 5Y*
- 16.39%
- 10Y*
- —
XDPE.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDPE.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) | 7.74% | 15.08% | 22.74% | 23.31% | -21.95% | 24.76% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.10% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between XDPE.DE and XNAS.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.83 |
The correlation between XDPE.DE and XNAS.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
XDPE.DE vs. XNAS.DE — Risk / Return Rank
XDPE.DE
XNAS.DE
XDPE.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.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.
| XDPE.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.33 | -1.31 |
| Martin ratioReturn relative to average drawdown | 8.11 | 9.64 | -1.53 |
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Drawdowns
XDPE.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, 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 XDPE.DE and XNAS.DE.
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Drawdown Indicators
| XDPE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -31.25% | -3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -10.00% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -26.72% | +8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -31.25% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | -2.56% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -7.75% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 3.45% | -1.29% |
Volatility
XDPE.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) is 4.08%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 6.66%. This indicates that XDPE.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
| XDPE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 6.66% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 12.34% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 16.97% | -4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 20.06% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 19.92% | -3.64% |
XDPE.DE vs. XNAS.DE - Expense Ratio Comparison
Both XDPE.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
XDPE.DE vs. XNAS.DE - Dividend Comparison
Neither XDPE.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and XNAS.DE have a correlation of 0.80, 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.
XDPE.DE and XNAS.DE have the same expense ratio: 0.20% per year.
XDPE.DE is categorized as S&P 500, while XNAS.DE is Nasdaq-100. XDPE.DE tracks S&P 500 Index (EUR Hedged), while XNAS.DE tracks Nasdaq 100®.
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