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XNAS.DE vs. NQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNAS.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNAS.DE achieves a 20.53% return, which is significantly higher than NQSE.DE's 17.82% 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*

NQSE.DE

1D
-0.77%
1M
8.32%
YTD
17.82%
6M
17.54%
1Y
36.74%
3Y*
25.27%
5Y*
14.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNAS.DE vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%33.56%
NQSE.DE
iShares NASDAQ 100 UCITS ETF
17.82%18.16%24.07%52.10%-36.29%23.90%

Correlation

The correlation between XNAS.DE and NQSE.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.92

The correlation between XNAS.DE and NQSE.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

XNAS.DE vs. NQSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XNAS.DE
XNAS.DE Risk / Return Rank: 7171
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAS.DE Martin Ratio Rank: 6363
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 6666
Overall Rank
NQSE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6060
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.

XNAS.DE vs. NQSE.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 iShares NASDAQ 100 UCITS ETF (NQSE.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.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

3.77

3.08

+0.69

Martin ratioReturn relative to average drawdown

11.16

10.77

+0.40

XNAS.DE vs. NQSE.DE - Sharpe Ratio Comparison

The current XNAS.DE Sharpe Ratio is 2.40, which is comparable to the NQSE.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XNAS.DE and NQSE.DE, 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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Sharpe Ratios by Period


XNAS.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.28

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.71

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.82

+0.09

Drawdowns

XNAS.DE vs. NQSE.DE - Drawdown Comparison

The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and NQSE.DE.


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Drawdown Indicators


XNAS.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.25%

-37.67%

+6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-11.87%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-22.40%

-4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

-37.67%

+6.42%

Current Drawdown

Current decline from peak

-0.83%

-0.84%

+0.01%

Average Drawdown

Average peak-to-trough decline

-7.83%

-8.56%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.40%

-0.02%

Volatility

XNAS.DE vs. NQSE.DE - Volatility Comparison

The current volatility for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) is 4.31%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that XNAS.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.75%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

11.99%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

16.05%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

20.91%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

21.54%

-1.70%

XNAS.DE vs. NQSE.DE - Expense Ratio Comparison

XNAS.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.


Dividends

XNAS.DE vs. NQSE.DE - Dividend Comparison

Neither XNAS.DE nor NQSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, XNAS.DE and NQSE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.33% for NQSE.DE.

XNAS.DE tracks Nasdaq 100®, while NQSE.DE tracks NASDAQ-100 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XNAS.DE and 0.33% for NQSE.DE.

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