XNAS.DE vs. ASME.DE
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) is Nasdaq-100 fund tracking the Nasdaq 100®, while ASME.DE (ASML Holding NV) is a stock. Over the past 5 years, XNAS.DE returned 18.79%/yr vs 24.52%/yr for ASME.DE. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
XNAS.DE vs. ASME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XNAS.DE achieves a 20.53% return, which is significantly lower than ASME.DE's 77.51% return.
XNAS.DE
- 1D
- -0.83%
- 1M
- 2.97%
- YTD
- 20.53%
- 6M
- 22.04%
- 1Y
- 39.25%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
ASME.DE
- 1D
- 3.40%
- 1M
- 19.29%
- YTD
- 77.51%
- 6M
- 76.86%
- 1Y
- 147.00%
- 3Y*
- 34.93%
- 5Y*
- 24.52%
- 10Y*
- 35.85%
XNAS.DE vs. ASME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
ASME.DE ASML Holding NV | 77.51% | 37.42% | -0.38% | 36.52% | -28.25% | 56.94% |
Correlation
The correlation between XNAS.DE and ASME.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.67 |
The correlation between XNAS.DE and ASME.DE has been stable across timeframes, ranging from 0.60 to 0.67 - a consistent structural relationship.
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Return for Risk
XNAS.DE vs. ASME.DE — Risk / Return Rank
XNAS.DE
ASME.DE
XNAS.DE vs. ASME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and ASML Holding NV (ASME.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.
| XNAS.DE | ASME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.50 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 8.97 | -5.20 |
| Martin ratioReturn relative to average drawdown | 11.16 | 23.23 | -12.07 |
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Drawdowns
XNAS.DE vs. ASME.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum ASME.DE drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and ASME.DE.
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Drawdown Indicators
| XNAS.DE | ASME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -51.21% | +19.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -15.76% | +5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -44.67% | +17.95% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -47.94% | +16.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.94% | — |
Current DrawdownCurrent decline from peak | -0.83% | 0.00% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -13.30% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 6.10% | -2.72% |
Volatility
XNAS.DE vs. ASME.DE - Volatility Comparison
The current volatility for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) is 4.31%, while ASML Holding NV (ASME.DE) has a volatility of 13.30%. This indicates that XNAS.DE experiences smaller price fluctuations and is considered to be less risky than ASME.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XNAS.DE | ASME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 13.30% | -8.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 30.78% | -19.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 40.20% | -24.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 38.24% | -18.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 35.44% | -15.59% |
Dividends
XNAS.DE vs. ASME.DE - Dividend Comparison
XNAS.DE has not paid dividends to shareholders, while ASME.DE's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASME.DE ASML Holding NV | 0.46% | 0.71% | 0.92% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% |
XNAS.DE 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
XNAS.DE and ASME.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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