XDUK.DE vs. XNAS.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDUK.DE is a Europe Equities fund tracking the FTSE AllSh TR GBP, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDUK.DE returned 11.55%/yr vs 18.79%/yr for XNAS.DE. At a 0.44 correlation, their price movements are largely independent. XDUK.DE charges 0.09%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDUK.DE vs. XNAS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDUK.DE achieves a 6.84% return, which is significantly lower than XNAS.DE's 20.53% return.
XDUK.DE
- 1D
- 0.16%
- 1M
- -0.51%
- YTD
- 6.84%
- 6M
- 9.86%
- 1Y
- 17.54%
- 3Y*
- 14.66%
- 5Y*
- 11.55%
- 10Y*
- 7.99%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDUK.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 6.84% | 20.16% | 14.10% | 9.87% | -1.71% | 22.86% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XDUK.DE and XNAS.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.44 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDUK.DE vs. XNAS.DE — Risk / Return Rank
XDUK.DE
XNAS.DE
XDUK.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.
| XDUK.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.77 | -1.53 |
| Martin ratioReturn relative to average drawdown | 7.89 | 11.16 | -3.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDUK.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 2.40 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.93 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.91 | -0.47 |
Drawdowns
XDUK.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.87%, 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 XDUK.DE and XNAS.DE.
Loading charts...
Drawdown Indicators
| XDUK.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -31.25% | -8.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -10.00% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -26.72% | +9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -17.05% | -31.25% | +14.20% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | -0.83% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -7.83% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.38% | -1.16% |
Volatility
XDUK.DE vs. XNAS.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) has a higher volatility of 4.93% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that XDUK.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.
Loading charts...
Volatility by Period
| XDUK.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.31% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 10.91% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 15.71% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 19.88% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 19.84% | -3.06% |
XDUK.DE vs. XNAS.DE - Expense Ratio Comparison
XDUK.DE has a 0.09% 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
XDUK.DE vs. XNAS.DE - Dividend Comparison
Neither XDUK.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.DE and XNAS.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for XNAS.DE.
XDUK.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. XDUK.DE tracks FTSE AllSh TR GBP, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.09% for XDUK.DE and 0.20% for XNAS.DE.
Find the right allocation for XDUK.DE and XNAS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer