XNAS.DE vs. EXUS.DE
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XNAS.DE returned 37.85% vs 20.10% for EXUS.DE. A 0.57 correlation means they provide meaningful diversification when combined. XNAS.DE charges 0.20%/yr vs 0.15%/yr for EXUS.DE.
Performance
XNAS.DE vs. EXUS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XNAS.DE achieves a 20.53% return, which is significantly higher than EXUS.DE's 9.64% return.
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNAS.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 23.26% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XNAS.DE and EXUS.DE is 0.57, 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 | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.57 |
The correlation between XNAS.DE and EXUS.DE has been stable across timeframes, ranging from 0.57 to 0.57 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XNAS.DE vs. EXUS.DE — Risk / Return Rank
XNAS.DE
EXUS.DE
XNAS.DE vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
| XNAS.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 2.30 | +1.47 |
| Martin ratioReturn relative to average drawdown | 11.16 | 9.01 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XNAS.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.62 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.10 | -0.20 |
Drawdowns
XNAS.DE vs. EXUS.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and EXUS.DE.
Loading charts...
Drawdown Indicators
| XNAS.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -16.21% | -15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -8.68% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.76% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -1.78% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.23% | +1.15% |
Volatility
XNAS.DE vs. EXUS.DE - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.31% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XNAS.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.28% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 10.06% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 12.37% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 13.39% | +6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 13.39% | +6.45% |
XNAS.DE vs. EXUS.DE - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is higher than EXUS.DE's 0.15% 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%.
Dividends
XNAS.DE vs. EXUS.DE - Dividend Comparison
Neither XNAS.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XNAS.DE and EXUS.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XNAS.DE.
XNAS.DE is categorized as Nasdaq-100, while EXUS.DE is Global Equities. XNAS.DE tracks Nasdaq 100®, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.20% for XNAS.DE and 0.15% for EXUS.DE.
Find the right allocation for XNAS.DE and EXUS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer