XDWF.DE vs. XNAS.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDWF.DE returned 12.85%/yr vs 18.79%/yr for XNAS.DE. A 0.53 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDWF.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than XNAS.DE's 20.53% return.
XDWF.DE
- 1D
- 2.02%
- 1M
- 2.66%
- YTD
- 1.15%
- 6M
- 4.89%
- 1Y
- 12.52%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDWF.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 37.38% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XDWF.DE and XNAS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.53 |
The correlation between XDWF.DE and XNAS.DE has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. XNAS.DE — Risk / Return Rank
XDWF.DE
XNAS.DE
XDWF.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| XDWF.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.77 | -2.48 |
| Martin ratioReturn relative to average drawdown | 3.98 | 11.16 | -7.18 |
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
| XDWF.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.40 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.93 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.91 | -0.27 |
Drawdowns
XDWF.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, 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 XDWF.DE and XNAS.DE.
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Drawdown Indicators
| XDWF.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -31.25% | -10.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -10.00% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -26.72% | +6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -31.25% | +11.51% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.83% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -7.83% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.38% | -0.24% |
Volatility
XDWF.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XDWF.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
| XDWF.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 4.31% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.91% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 15.71% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 19.88% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 19.84% | -1.23% |
XDWF.DE vs. XNAS.DE - Expense Ratio Comparison
XDWF.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
XDWF.DE vs. XNAS.DE - Dividend Comparison
Neither XDWF.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and XNAS.DE have a correlation of 0.48, 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 XDWF.DE.
XDWF.DE is categorized as Financials Equities, while XNAS.DE is Nasdaq-100. XDWF.DE tracks MSCI World Financials, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XDWF.DE and 0.20% for XNAS.DE.
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