XDWU.DE vs. XNAS.DE
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDWU.DE returned 9.86%/yr vs 18.79%/yr for XNAS.DE. At a 0.24 correlation, their price movements are largely independent. XDWU.DE charges 0.25%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDWU.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWU.DE achieves a 5.92% return, which is significantly lower than XNAS.DE's 20.53% return.
XDWU.DE
- 1D
- -1.48%
- 1M
- -3.92%
- YTD
- 5.92%
- 6M
- 5.19%
- 1Y
- 13.84%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDWU.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 19.82% | -3.19% | 2.23% | 17.52% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XDWU.DE and XNAS.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.24 |
The correlation between XDWU.DE and XNAS.DE shifts across timeframes, from 0.12 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWU.DE vs. XNAS.DE — Risk / Return Rank
XDWU.DE
XNAS.DE
XDWU.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.
| XDWU.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.77 | -2.00 |
| Martin ratioReturn relative to average drawdown | 4.77 | 11.16 | -6.39 |
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
| XDWU.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.40 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.91 | -0.36 |
Drawdowns
XDWU.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDWU.DE drawdown since its inception was -33.61%, 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 XDWU.DE and XNAS.DE.
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Drawdown Indicators
| XDWU.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -31.25% | -2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -10.00% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.68% | -26.72% | +14.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -31.25% | +7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | — | — |
Current DrawdownCurrent decline from peak | -7.22% | -0.83% | -6.39% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -7.83% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.38% | -0.67% |
Volatility
XDWU.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) is 4.08%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XDWU.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
| XDWU.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.31% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.91% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 15.71% | -3.62% |
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 | 15.16% | 19.84% | -4.68% |
XDWU.DE vs. XNAS.DE - Expense Ratio Comparison
XDWU.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
XDWU.DE vs. XNAS.DE - Dividend Comparison
Neither XDWU.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWU.DE and XNAS.DE have a correlation of 0.13, 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 XDWU.DE.
XDWU.DE is categorized as Utilities Equities, while XNAS.DE is Nasdaq-100. XDWU.DE tracks MSCI World/Utilities NR USD, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XDWU.DE and 0.20% for XNAS.DE.
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