XNAS.DE vs. IEFV.L
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both exchange-traded funds - XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while IEFV.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, XNAS.DE returned 18.79%/yr vs 14.40%/yr for IEFV.L. At a 0.41 correlation, their price movements are largely independent. XNAS.DE charges 0.20%/yr vs 0.25%/yr for IEFV.L.
Performance
XNAS.DE vs. IEFV.L - Performance Comparison
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Different Trading Currencies
XNAS.DE is traded in EUR, while IEFV.L is traded in GBp. To make them comparable, the IEFV.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XNAS.DE achieves a 20.53% return, which is significantly higher than IEFV.L's 14.51% 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*
- —
IEFV.L
- 1D
- 2.24%
- 1M
- 2.51%
- YTD
- 14.51%
- 6M
- 16.80%
- 1Y
- 34.14%
- 3Y*
- 21.11%
- 5Y*
- 14.40%
- 10Y*
- 11.59%
XNAS.DE vs. IEFV.L - 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% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 14.51% | 34.79% | 10.49% | 13.77% | -3.76% | 23.30% |
Correlation
The correlation between XNAS.DE and IEFV.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.41 |
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Return for Risk
XNAS.DE vs. IEFV.L — Risk / Return Rank
XNAS.DE
IEFV.L
XNAS.DE vs. IEFV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.
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 | IEFV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.29 | +0.48 |
| Martin ratioReturn relative to average drawdown | 11.16 | 12.14 | -0.98 |
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Drawdowns
XNAS.DE vs. IEFV.L - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum IEFV.L drawdown of -40.78%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and IEFV.L.
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Drawdown Indicators
| XNAS.DE | IEFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -40.78% | +9.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -9.82% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -16.66% | -10.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -19.43% | -11.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.78% | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.11% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -7.72% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.67% | +0.71% |
Volatility
XNAS.DE vs. IEFV.L - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) have volatilities of 4.31% and 4.29%, 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
| XNAS.DE | IEFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 4.29% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 11.08% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 13.84% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 17.48% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 18.49% | +1.36% |
XNAS.DE vs. IEFV.L - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is lower than IEFV.L's 0.25% expense ratio. Despite the difference, 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. IEFV.L - Dividend Comparison
Neither XNAS.DE nor IEFV.L has paid dividends to shareholders.
Frequently Asked Questions
XNAS.DE and IEFV.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IEFV.L.
XNAS.DE is categorized as Nasdaq-100, while IEFV.L is Europe Equities. XNAS.DE tracks Nasdaq 100®, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XNAS.DE and 0.25% for IEFV.L.
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