XNAS.DE vs. QGRW
Compare and contrast key facts about Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and WisdomTree U.S. Quality Growth Fund (QGRW).
XNAS.DE and QGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNAS.DE is a passively managed fund by Xtrackers that tracks the performance of the Nasdaq 100®. It was launched on Jan 21, 2021. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. Both XNAS.DE and QGRW 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: XNAS.DE or QGRW.
Key characteristics
| XNAS.DE | QGRW | |
|---|---|---|
| YTD Return | 30.14% | 33.84% |
| 1Y Return | 38.30% | 45.14% |
| Sharpe Ratio | 2.17 | 2.54 |
| Sortino Ratio | 2.90 | 3.25 |
| Omega Ratio | 1.41 | 1.45 |
| Calmar Ratio | 2.70 | 3.31 |
| Martin Ratio | 8.93 | 12.36 |
| Ulcer Index | 4.05% | 3.90% |
| Daily Std Dev | 16.56% | 18.88% |
| Max Drawdown | -26.13% | -14.54% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XNAS.DE and QGRW is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XNAS.DE vs. QGRW - Performance Comparison
In the year-to-date period, XNAS.DE achieves a 30.14% return, which is significantly lower than QGRW's 33.84% 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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XNAS.DE vs. QGRW - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is lower than QGRW's 0.28% expense ratio.
Risk-Adjusted Performance
XNAS.DE vs. QGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and WisdomTree U.S. Quality Growth Fund (QGRW). 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
XNAS.DE vs. QGRW - Dividend Comparison
XNAS.DE has not paid dividends to shareholders, while QGRW's dividend yield for the trailing twelve months is around 0.08%.
| TTM | 2023 | |
|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% |
Drawdowns
XNAS.DE vs. QGRW - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -26.13%, which is greater than QGRW's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and QGRW. For additional features, visit the drawdowns tool.
Volatility
XNAS.DE vs. QGRW - Volatility Comparison
The current volatility for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) is 4.61%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 5.67%. This indicates that XNAS.DE experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.