XEYX.DE vs. ^NDX
XEYX.DE (BNP Paribas Easy CAC 40 ESG UCITS ETF) is Europe Equities fund tracking the CAC 40® ESG, while ^NDX (NASDAQ 100 Index) is an index. Over the past 3 years, XEYX.DE returned 7.15%/yr vs 24.43%/yr for ^NDX. At a 0.30 correlation, their price movements are largely independent.
Performance
XEYX.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
XEYX.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XEYX.DE achieves a 0.36% return, which is significantly lower than ^NDX's 21.80% return.
XEYX.DE
- 1D
- 1.35%
- 1M
- 3.96%
- YTD
- 0.36%
- 6M
- 0.76%
- 1Y
- 4.88%
- 3Y*
- 7.15%
- 5Y*
- —
- 10Y*
- —
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
XEYX.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XEYX.DE BNP Paribas Easy CAC 40 ESG UCITS ETF | 0.36% | 15.20% | 2.43% | 20.02% | -9.59% | 9.61% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 12.89% |
Correlation
The correlation between XEYX.DE and ^NDX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2021 | 0.30 |
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Return for Risk
XEYX.DE vs. ^NDX — Risk / Return Rank
XEYX.DE
^NDX
XEYX.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) and NASDAQ 100 Index (^NDX). 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.
| XEYX.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.40 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.38 | -3.00 |
| Martin ratioReturn relative to average drawdown | 1.12 | 10.55 | -9.43 |
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
| XEYX.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 2.32 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.73 | -0.29 |
Drawdowns
XEYX.DE vs. ^NDX - Drawdown Comparison
The maximum XEYX.DE drawdown since its inception was -23.07%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for XEYX.DE and ^NDX.
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Drawdown Indicators
| XEYX.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.07% | -46.44% | +23.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -11.19% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -16.05% | -27.30% | +11.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -3.60% | -0.69% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -8.00% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 3.58% | +0.76% |
Volatility
XEYX.DE vs. ^NDX - Volatility Comparison
BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) has a higher volatility of 4.83% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that XEYX.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEYX.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.80% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 11.58% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 16.31% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 22.24% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 22.83% | -5.60% |
Frequently Asked Questions
XEYX.DE and ^NDX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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