XJSE.DE vs. XNAS.DE
XJSE.DE (Xtrackers II Japan Government Bond UCITS ETF (Acc)) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XJSE.DE is a Government Bonds fund tracking the FTSE Japanese Government Bond Index, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XJSE.DE returned -11.28%/yr vs 16.39%/yr for XNAS.DE. At a correlation of -0.11, they often move in opposite directions. XJSE.DE charges 0.15%/yr vs 0.20%/yr for XNAS.DE.
Performance
XJSE.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XJSE.DE achieves a -5.80% return, which is significantly lower than XNAS.DE's 19.10% return.
XJSE.DE
- 1D
- -0.34%
- 1M
- -0.34%
- 6M
- -5.19%
- YTD
- -5.80%
- 1Y
- -15.95%
- 3Y*
- -11.78%
- 5Y*
- -11.28%
- 10Y*
- -7.50%
XNAS.DE
- 1D
- 0.00%
- 1M
- -2.01%
- 6M
- 20.42%
- YTD
- 19.10%
- 1Y
- 33.14%
- 3Y*
- 23.27%
- 5Y*
- 16.39%
- 10Y*
- —
XJSE.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XJSE.DE Xtrackers II Japan Government Bond UCITS ETF (Acc) | -5.80% | -17.53% | -8.95% | -9.72% | -14.55% | -3.42% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.10% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between XJSE.DE and XNAS.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | -0.11 |
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Return for Risk
XJSE.DE vs. XNAS.DE — Risk / Return Rank
XJSE.DE
XNAS.DE
XJSE.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XJSE.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.69 | ||
| Sortino ratioReturn per unit of downside risk | -4.97 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.35 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 3.33 | -4.29 |
| Martin ratioReturn relative to average drawdown | -1.49 | 9.64 | -11.13 |
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Drawdowns
XJSE.DE vs. XNAS.DE - Drawdown Comparison
The maximum XJSE.DE drawdown since its inception was -55.06%, 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 XJSE.DE and XNAS.DE.
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Drawdown Indicators
| XJSE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -31.25% | -23.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.50% | -10.00% | -6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -32.72% | -26.72% | -6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -47.28% | -31.25% | -16.03% |
Max Drawdown (10Y)Largest decline over 10 years | -55.06% | — | — |
Current DrawdownCurrent decline from peak | -54.83% | -2.56% | -52.27% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -7.75% | -12.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 3.45% | +6.57% |
Volatility
XJSE.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) is 1.82%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 6.66%. This indicates that XJSE.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
| XJSE.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 6.66% | -4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 12.34% | -5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 16.97% | -7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 20.06% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.92% | 19.92% | -10.00% |
XJSE.DE vs. XNAS.DE - Expense Ratio Comparison
XJSE.DE has a 0.15% expense ratio, which is lower than XNAS.DE's 0.20% 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
XJSE.DE vs. XNAS.DE - Dividend Comparison
Neither XJSE.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XJSE.DE and XNAS.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XJSE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XJSE.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XNAS.DE.
XJSE.DE is categorized as Government Bonds, while XNAS.DE is Nasdaq-100. XJSE.DE tracks FTSE Japanese Government Bond Index, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for XJSE.DE and 0.20% for XNAS.DE.
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