XM1D.DE vs. XNAS.DE
XM1D.DE (Xtrackers MSCI Japan UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XM1D.DE is a Japan Equities fund tracking the MSCI Japan, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, XM1D.DE returned 15.70%/yr vs 24.64%/yr for XNAS.DE. At a 0.47 correlation, their price movements are largely independent. XM1D.DE charges 0.12%/yr vs 0.20%/yr for XNAS.DE.
Performance
XM1D.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XM1D.DE achieves a 17.34% return, which is significantly lower than XNAS.DE's 20.53% return.
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XM1D.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 30.43% |
Correlation
The correlation between XM1D.DE and XNAS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.47 |
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Return for Risk
XM1D.DE vs. XNAS.DE — Risk / Return Rank
XM1D.DE
XNAS.DE
XM1D.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.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.
| XM1D.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 3.77 | -0.72 |
| Martin ratioReturn relative to average drawdown | 9.87 | 11.16 | -1.30 |
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
| XM1D.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 2.40 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.91 | +0.10 |
Drawdowns
XM1D.DE vs. XNAS.DE - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and XNAS.DE.
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Drawdown Indicators
| XM1D.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -31.25% | +14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -10.00% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -26.72% | +9.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.83% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -7.83% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.38% | -0.24% |
Volatility
XM1D.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) is 3.78%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XM1D.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
| XM1D.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 4.31% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 10.91% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 15.71% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 19.88% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 19.84% | -2.16% |
XM1D.DE vs. XNAS.DE - Expense Ratio Comparison
XM1D.DE has a 0.12% 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
XM1D.DE vs. XNAS.DE - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.47%, while XNAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XM1D.DE and XNAS.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XM1D.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XM1D.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XNAS.DE.
XM1D.DE is categorized as Japan Equities, while XNAS.DE is Nasdaq-100. XM1D.DE tracks MSCI Japan, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.12% for XM1D.DE and 0.20% for XNAS.DE.
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