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XHY1.DE vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHY1.DE vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHY1.DE achieves a 0.57% return, which is significantly lower than XNAS.DE's 20.53% return.


XHY1.DE

1D
0.06%
1M
0.25%
YTD
0.57%
6M
0.97%
1Y
3.27%
3Y*
5.12%
5Y*
2.77%
10Y*
2.58%

XNAS.DE

1D
-0.83%
1M
7.97%
YTD
20.53%
6M
18.71%
1Y
37.14%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHY1.DE vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
0.57%4.80%5.09%6.88%-3.97%3.01%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%33.56%

Correlation

The correlation between XHY1.DE and XNAS.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.41

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Return for Risk

XHY1.DE vs. XNAS.DE — Risk / Return Rank

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

XHY1.DE
XHY1.DE Risk / Return Rank: 4444
Overall Rank
XHY1.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XHY1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XHY1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XHY1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
XHY1.DE Martin Ratio Rank: 5858
Martin Ratio Rank

XNAS.DE
XNAS.DE Risk / Return Rank: 7171
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAS.DE Martin Ratio Rank: 6363
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.

XHY1.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.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.


XHY1.DEXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.25

1.42

-0.17

Calmar ratioReturn relative to maximum drawdown

2.26

3.77

-1.51

Martin ratioReturn relative to average drawdown

10.14

11.16

-1.02

XHY1.DE vs. XNAS.DE - Sharpe Ratio Comparison

The current XHY1.DE Sharpe Ratio is 1.26, which is lower than the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XHY1.DE and XNAS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XHY1.DEXNAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.40

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.93

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.91

-0.60

Drawdowns

XHY1.DE vs. XNAS.DE - Drawdown Comparison

The maximum XHY1.DE drawdown since its inception was -25.91%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XHY1.DE and XNAS.DE.


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Drawdown Indicators


XHY1.DEXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.91%

-31.25%

+5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-10.00%

+8.57%

Max Drawdown (3Y)

Largest decline over 3 years

-2.78%

-26.72%

+23.94%

Max Drawdown (5Y)

Largest decline over 5 years

-8.53%

-31.25%

+22.72%

Max Drawdown (10Y)

Largest decline over 10 years

-25.91%

Current Drawdown

Current decline from peak

-0.12%

-0.83%

+0.71%

Average Drawdown

Average peak-to-trough decline

-1.55%

-7.83%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

3.38%

-3.06%

Volatility

XHY1.DE vs. XNAS.DE - Volatility Comparison

The current volatility for Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) is 0.63%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XHY1.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


XHY1.DEXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

4.31%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

10.91%

-8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

2.56%

15.71%

-13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

19.88%

-15.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

19.84%

-12.30%

XHY1.DE vs. XNAS.DE - Expense Ratio Comparison

XHY1.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

XHY1.DE vs. XNAS.DE - Dividend Comparison

XHY1.DE's dividend yield for the trailing twelve months is around 4.02%, while XNAS.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
4.02%3.93%5.53%6.87%4.97%5.12%2.95%1.78%1.35%3.10%3.14%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XHY1.DE and XNAS.DE have a correlation of 0.40, 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 XHY1.DE.

XHY1.DE is categorized as European High Yield Bonds, while XNAS.DE is Nasdaq-100. XHY1.DE tracks iBoxx® EUR Liquid High Yield 1-3, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XHY1.DE and 0.20% for XNAS.DE.

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