PortfoliosLab logoPortfoliosLab logo
XECT.DE vs. QQQM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XECT.DE vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XECT.DE is traded in EUR, while QQQM is traded in USD. To make them comparable, the QQQM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XECT.DE achieves a 6.46% return, which is significantly lower than QQQM's 22.88% return.


XECT.DE

1D
-0.56%
1M
4.21%
YTD
6.46%
6M
9.40%
1Y
14.72%
3Y*
11.71%
5Y*
10Y*

QQQM

1D
0.00%
1M
11.49%
YTD
22.88%
6M
20.44%
1Y
39.19%
3Y*
25.48%
5Y*
19.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XECT.DE vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023
XECT.DE
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C
6.46%16.87%7.18%7.63%
QQQM
Invesco NASDAQ 100 ETF
22.85%6.51%33.98%35.26%

Correlation

The correlation between XECT.DE and QQQM is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.31

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

XECT.DE vs. QQQM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XECT.DE
XECT.DE Risk / Return Rank: 3030
Overall Rank
XECT.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XECT.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XECT.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XECT.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XECT.DE Martin Ratio Rank: 3333
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 7474
Overall Rank
QQQM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQM Omega Ratio Rank: 7575
Omega Ratio Rank
QQQM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XECT.DE vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Invesco NASDAQ 100 ETF (QQQM). 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.


XECT.DEQQQMDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratioReturn relative to maximum drawdown

1.31

3.58

-2.27

Martin ratioReturn relative to average drawdown

4.80

11.22

-6.41

XECT.DE vs. QQQM - Sharpe Ratio Comparison

The current XECT.DE Sharpe Ratio is 1.08, which is lower than the QQQM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of XECT.DE and QQQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XECT.DEQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.44

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.87

+0.03

Drawdowns

XECT.DE vs. QQQM - Drawdown Comparison

The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum QQQM drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for XECT.DE and QQQM.


Loading charts...

Drawdown Indicators


XECT.DEQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-30.95%

+14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-10.99%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-27.16%

+10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.95%

Current Drawdown

Current decline from peak

-2.31%

0.00%

-2.31%

Average Drawdown

Average peak-to-trough decline

-2.28%

-7.34%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.50%

-0.44%

Volatility

XECT.DE vs. QQQM - Volatility Comparison

Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) has a higher volatility of 5.02% compared to Invesco NASDAQ 100 ETF (QQQM) at 3.68%. This indicates that XECT.DE's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XECT.DEQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

3.68%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

11.45%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

16.16%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

21.90%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

21.72%

-8.66%

XECT.DE vs. QQQM - Expense Ratio Comparison

XECT.DE has a 0.12% expense ratio, which is lower than QQQM's 0.15% 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

XECT.DE vs. QQQM - Dividend Comparison

XECT.DE has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.41%.


PositionTTM202520242023202220212020
QQQM
Invesco NASDAQ 100 ETF
0.41%0.50%0.61%0.65%0.83%0.40%0.16%
XECT.DE
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XECT.DE and QQQM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for QQQM.

XECT.DE is categorized as Europe Equities, while QQQM is Nasdaq-100. XECT.DE tracks MSCI Europe NR EUR, while QQQM tracks NASDAQ-100 Index. They also come from different issuers: DWS and Invesco. Their fees differ too: 0.12% for XECT.DE and 0.15% for QQQM.

Portfolio Optimizer

Find the right allocation for XECT.DE and QQQM

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