XDW0.DE vs. XNAS.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDW0.DE returned 20.33%/yr vs 18.79%/yr for XNAS.DE. At a 0.17 correlation, their price movements are largely independent. XDW0.DE charges 0.25%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDW0.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than XNAS.DE's 20.53% return.
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDW0.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 41.51% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XDW0.DE and XNAS.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.17 |
The correlation between XDW0.DE and XNAS.DE shifts across timeframes, from -0.09 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDW0.DE vs. XNAS.DE — Risk / Return Rank
XDW0.DE
XNAS.DE
XDW0.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
| XDW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.77 | -0.79 |
| Martin ratioReturn relative to average drawdown | 9.92 | 11.16 | -1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.40 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.93 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.91 | -0.54 |
Drawdowns
XDW0.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, 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 XDW0.DE and XNAS.DE.
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Drawdown Indicators
| XDW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -31.25% | -30.19% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -10.00% | -5.05% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -26.72% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -31.25% | +7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | — | — |
Current DrawdownCurrent decline from peak | -7.38% | -0.83% | -6.55% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -7.83% | -6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 3.38% | +1.15% |
Volatility
XDW0.DE vs. XNAS.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.96% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that XDW0.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.
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Volatility by Period
| XDW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 4.31% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 10.91% | +7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 15.71% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 19.88% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 19.84% | +6.18% |
XDW0.DE vs. XNAS.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDW0.DE vs. XNAS.DE - Dividend Comparison
Neither XDW0.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and XNAS.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDW0.DE.
XDW0.DE is categorized as Energy Equities, while XNAS.DE is Nasdaq-100. XDW0.DE tracks MSCI World/Energy NR USD, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XDW0.DE and 0.20% for XNAS.DE.
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