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XNAQ.L vs. AVGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNAQ.L vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XNAQ.L is traded in GBP, while AVGO is traded in USD. To make them comparable, the AVGO values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XNAQ.L achieves a 17.14% return, which is significantly higher than AVGO's 11.19% return.


XNAQ.L

1D
2.42%
1M
0.57%
YTD
17.14%
6M
17.33%
1Y
38.43%
3Y*
23.76%
5Y*
17.97%
10Y*

AVGO

1D
-0.82%
1M
-10.69%
YTD
11.19%
6M
6.31%
1Y
56.80%
3Y*
63.80%
5Y*
56.69%
10Y*
41.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNAQ.L vs. AVGO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
17.14%11.72%28.64%47.82%-25.44%-8.88%
AVGO
Broadcom Inc.
11.19%39.90%114.17%93.98%-2.96%49.67%

Correlation

The correlation between XNAQ.L and AVGO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.52

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

0.48

The correlation between XNAQ.L and AVGO has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

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Return for Risk

XNAQ.L vs. AVGO — Risk / Return Rank

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

XNAQ.L
XNAQ.L Risk / Return Rank: 7878
Overall Rank
XNAQ.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XNAQ.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XNAQ.L Omega Ratio Rank: 8383
Omega Ratio Rank
XNAQ.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAQ.L Martin Ratio Rank: 6262
Martin Ratio Rank

AVGO
AVGO Risk / Return Rank: 7474
Overall Rank
AVGO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7272
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7474
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7474
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.

XNAQ.L vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) and Broadcom Inc. (AVGO). 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.


XNAQ.LAVGODifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.43

1.23

+0.20

Calmar ratioReturn relative to maximum drawdown

3.40

1.92

+1.48

Martin ratioReturn relative to average drawdown

9.85

4.25

+5.60

XNAQ.L vs. AVGO - Sharpe Ratio Comparison

The current XNAQ.L Sharpe Ratio is 2.45, which is higher than the AVGO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XNAQ.L and AVGO, 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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Drawdowns

XNAQ.L vs. AVGO - Drawdown Comparison

The maximum XNAQ.L drawdown since its inception was -34.26%, smaller than the maximum AVGO drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for XNAQ.L and AVGO.


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Drawdown Indicators


XNAQ.LAVGODifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-42.16%

+7.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-27.60%

+16.61%

Max Drawdown (3Y)

Largest decline over 3 years

-24.55%

-42.09%

+17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

-42.09%

+14.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

Current Drawdown

Current decline from peak

-2.90%

-20.30%

+17.40%

Average Drawdown

Average peak-to-trough decline

-13.67%

-7.46%

-6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

12.46%

-8.66%

Volatility

XNAQ.L vs. AVGO - Volatility Comparison

The current volatility for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) is 5.78%, while Broadcom Inc. (AVGO) has a volatility of 20.40%. This indicates that XNAQ.L experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNAQ.LAVGODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

20.40%

-14.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

33.99%

-22.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

44.73%

-29.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

42.53%

-18.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.98%

39.06%

-13.08%

Dividends

XNAQ.L vs. AVGO - Dividend Comparison

XNAQ.L has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.65%.


PositionTTM20252024202320222021202020192018201720162015
AVGO
Broadcom Inc.
0.65%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
XNAQ.L
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%0.00%

Frequently Asked Questions


XNAQ.L and AVGO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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