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

Performance

XNAQ.L vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) and Netflix, Inc. (NFLX). 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 NFLX is traded in USD. To make them comparable, the NFLX 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 NFLX's -13.88% 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*

NFLX

1D
-1.06%
1M
-7.61%
YTD
-13.88%
6M
-15.81%
1Y
-32.90%
3Y*
20.15%
5Y*
11.59%
10Y*
24.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNAQ.L vs. NFLX - 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%
NFLX
Netflix, Inc.
-13.88%-2.30%86.27%56.86%-45.23%3.66%

Correlation

The correlation between XNAQ.L and NFLX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.29

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

0.33

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

0.34

Over the past year, the correlation between XNAQ.L and NFLX has dropped to 0.11 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

XNAQ.L vs. NFLX — 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

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
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. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) and Netflix, Inc. (NFLX). 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.LNFLXDifference
Sharpe ratioReturn per unit of total volatility

+3.42

Sortino ratioReturn per unit of downside risk

+4.55

Omega ratioGain probability vs. loss probability

1.43

0.83

+0.60

Calmar ratioReturn relative to maximum drawdown

3.40

-0.77

+4.17

Martin ratioReturn relative to average drawdown

9.85

-1.38

+11.23

XNAQ.L vs. NFLX - Sharpe Ratio Comparison

The current XNAQ.L Sharpe Ratio is 2.45, which is higher than the NFLX Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of XNAQ.L and NFLX, 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. NFLX - Drawdown Comparison

The maximum XNAQ.L drawdown since its inception was -34.26%, smaller than the maximum NFLX drawdown of -82.03%. Use the drawdown chart below to compare losses from any high point for XNAQ.L and NFLX.


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Drawdown Indicators


XNAQ.LNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-82.03%

+47.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-42.91%

+31.92%

Max Drawdown (3Y)

Largest decline over 3 years

-24.55%

-42.91%

+18.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

-73.51%

+45.99%

Max Drawdown (10Y)

Largest decline over 10 years

-73.51%

Current Drawdown

Current decline from peak

-2.90%

-38.56%

+35.66%

Average Drawdown

Average peak-to-trough decline

-13.67%

-19.72%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

23.85%

-20.05%

Volatility

XNAQ.L vs. NFLX - Volatility Comparison

Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) and Netflix, Inc. (NFLX) have volatilities of 5.78% and 5.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNAQ.LNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

5.81%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

24.97%

-13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

33.90%

-18.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

42.16%

-18.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.98%

41.27%

-15.29%

Dividends

XNAQ.L vs. NFLX - Dividend Comparison

Neither XNAQ.L nor NFLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNAQ.L and NFLX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for XNAQ.L and NFLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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