XNAS.DE vs. SPYH.DE
Compare and contrast key facts about Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE).
XNAS.DE and SPYH.DE 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. SPYH.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Health Care 20/35 Capped. It was launched on Dec 5, 2014. Both XNAS.DE and SPYH.DE 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 SPYH.DE.
Key characteristics
| XNAS.DE | SPYH.DE | |
|---|---|---|
| YTD Return | 28.07% | 8.45% |
| 1Y Return | 37.33% | 11.58% |
| Sharpe Ratio | 2.12 | 1.01 |
| Sortino Ratio | 2.84 | 1.45 |
| Omega Ratio | 1.40 | 1.18 |
| Calmar Ratio | 2.63 | 1.03 |
| Martin Ratio | 8.70 | 3.84 |
| Ulcer Index | 4.05% | 3.20% |
| Daily Std Dev | 16.52% | 12.25% |
| Max Drawdown | -26.13% | -25.71% |
| Current Drawdown | 0.00% | -11.89% |
Correlation
The correlation between XNAS.DE and SPYH.DE is 0.41, 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. SPYH.DE - Performance Comparison
In the year-to-date period, XNAS.DE achieves a 28.07% return, which is significantly higher than SPYH.DE's 8.45% 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. SPYH.DE - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is higher than SPYH.DE's 0.18% 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%.
Risk-Adjusted Performance
XNAS.DE vs. SPYH.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and SPDR MSCI Europe Health Care UCITS ETF (SPYH.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.
Dividends
XNAS.DE vs. SPYH.DE - Dividend Comparison
Neither XNAS.DE nor SPYH.DE has paid dividends to shareholders.
Drawdowns
XNAS.DE vs. SPYH.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -26.13%, roughly equal to the maximum SPYH.DE drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and SPYH.DE. For additional features, visit the drawdowns tool.
Volatility
XNAS.DE vs. SPYH.DE - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.63% compared to SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) at 3.29%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than SPYH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.