XNAQ.L vs. XDUS.L
Compare and contrast key facts about Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.L).
XNAQ.L and XDUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNAQ.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jan 21, 2021. XDUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on May 9, 2014. Both XNAQ.L and XDUS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XNAQ.L or XDUS.L.
Key characteristics
| XNAQ.L | XDUS.L | |
|---|---|---|
| YTD Return | 11.09% | 13.73% |
| 1Y Return | 20.12% | 19.55% |
| 3Y Return (Ann) | 10.15% | 10.21% |
| Sharpe Ratio | 1.24 | 1.70 |
| Daily Std Dev | 16.17% | 11.53% |
| Max Drawdown | -27.52% | -25.82% |
| Current Drawdown | -8.18% | -2.37% |
Correlation
The correlation between XNAQ.L and XDUS.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XNAQ.L vs. XDUS.L - Performance Comparison
In the year-to-date period, XNAQ.L achieves a 11.09% return, which is significantly lower than XDUS.L's 13.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XNAQ.L vs. XDUS.L - Expense Ratio Comparison
XNAQ.L has a 0.20% expense ratio, which is higher than XDUS.L's 0.07% 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%.
Risk-Adjusted Performance
XNAQ.L vs. XDUS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.L). 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.
Dividends
XNAQ.L vs. XDUS.L - Dividend Comparison
Neither XNAQ.L nor XDUS.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDUS.L Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
Drawdowns
XNAQ.L vs. XDUS.L - Drawdown Comparison
The maximum XNAQ.L drawdown since its inception was -27.52%, which is greater than XDUS.L's maximum drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for XNAQ.L and XDUS.L. For additional features, visit the drawdowns tool.
Volatility
XNAQ.L vs. XDUS.L - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) has a higher volatility of 5.62% compared to Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) at 4.04%. This indicates that XNAQ.L's price experiences larger fluctuations and is considered to be riskier than XDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.