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

Performance

XNAS.DE vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XNAS.DE is traded in EUR, while QGRW is traded in USD. To make them comparable, the QGRW 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 QGRW's 16.74% return.


XNAS.DE

1D
-0.83%
1M
7.97%
YTD
20.53%
6M
18.71%
1Y
37.14%
3Y*
24.64%
5Y*
18.79%
10Y*

QGRW

1D
0.00%
1M
6.91%
YTD
16.74%
6M
14.16%
1Y
33.89%
3Y*
25.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNAS.DE vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-5.02%
QGRW
WisdomTree U.S. Quality Growth Fund
12.48%5.06%43.75%51.37%-4.02%

Correlation

The correlation between XNAS.DE and QGRW is 0.70, 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

0.70

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

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2022

0.65

The correlation between XNAS.DE and QGRW has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

XNAS.DE vs. QGRW — 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

QGRW
QGRW Risk / Return Rank: 4646
Overall Rank
QGRW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 4646
Sortino Ratio Rank
QGRW Omega Ratio Rank: 4848
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4141
Calmar Ratio Rank
QGRW Martin Ratio Rank: 4747
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. QGRW - Risk-Adjusted Trends 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.


XNAS.DEQGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

3.77

2.31

+1.46

Martin ratioReturn relative to average drawdown

11.16

7.57

+3.59

XNAS.DE vs. QGRW - Sharpe Ratio Comparison

The current XNAS.DE Sharpe Ratio is 2.40, which is comparable to the QGRW Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of XNAS.DE and QGRW, 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.DEQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.95

+0.45

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

1.44

-0.54

Drawdowns

XNAS.DE vs. QGRW - Drawdown Comparison

The maximum XNAS.DE drawdown since its inception was -31.25%, which is greater than QGRW's maximum drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and QGRW.


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Drawdown Indicators


XNAS.DEQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-31.25%

-28.68%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-14.75%

+4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-28.68%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

Current Drawdown

Current decline from peak

-0.83%

-1.15%

+0.32%

Average Drawdown

Average peak-to-trough decline

-7.83%

-4.18%

-3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.49%

-1.11%

Volatility

XNAS.DE vs. QGRW - Volatility Comparison

Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.31% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 3.88%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNAS.DEQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.88%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

12.99%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

17.50%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

21.72%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

21.72%

-1.88%

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.


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%.


PositionTTM202520242023
QGRW
WisdomTree U.S. Quality Growth Fund
0.08%0.09%0.14%0.11%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XNAS.DE and QGRW have a correlation of 0.70, 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 0.28% for QGRW.

XNAS.DE is categorized as Nasdaq-100, while QGRW is Large Cap Growth Equities. XNAS.DE tracks Nasdaq 100®, while QGRW tracks WisdomTree U.S. Quality Growth Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.20% for XNAS.DE and 0.28% for QGRW.

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