XNAS.DE vs. VUAA.DE
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XNAS.DE returned 16.25%/yr vs 13.73%/yr for VUAA.DE. Their correlation of 0.91 suggests significant overlap in exposure. XNAS.DE charges 0.20%/yr vs 0.07%/yr for VUAA.DE.
Performance
XNAS.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XNAS.DE achieves a 19.50% return, which is significantly higher than VUAA.DE's 13.13% return.
XNAS.DE
- 1D
- 0.00%
- 1M
- -1.46%
- 6M
- 19.17%
- YTD
- 19.50%
- 1Y
- 31.24%
- 3Y*
- 23.42%
- 5Y*
- 16.25%
- 10Y*
- —
VUAA.DE
- 1D
- 0.22%
- 1M
- 1.44%
- 6M
- 11.74%
- YTD
- 13.13%
- 1Y
- 23.49%
- 3Y*
- 19.29%
- 5Y*
- 13.73%
- 10Y*
- —
XNAS.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.50% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 13.13% | 4.69% | 32.34% | 22.51% | -14.29% | 35.16% |
Correlation
The correlation between XNAS.DE and VUAA.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.91 |
The correlation between XNAS.DE and VUAA.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
XNAS.DE vs. VUAA.DE — Risk / Return Rank
XNAS.DE
VUAA.DE
XNAS.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.34 | -0.20 |
| Martin ratioReturn relative to average drawdown | 9.01 | 11.91 | -2.91 |
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Drawdowns
XNAS.DE vs. VUAA.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and VUAA.DE.
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Drawdown Indicators
| XNAS.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -33.67% | +2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -7.00% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -23.33% | -3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -23.33% | -7.92% |
Current DrawdownCurrent decline from peak | -2.23% | -0.18% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -4.98% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 1.97% | +1.51% |
Volatility
XNAS.DE vs. VUAA.DE - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 5.83% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.76%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 2.76% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 7.96% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 11.83% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.11% | 15.15% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 17.49% | +2.44% |
XNAS.DE vs. VUAA.DE - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is higher than VUAA.DE's 0.07% 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%.
Dividends
XNAS.DE vs. VUAA.DE - Dividend Comparison
Neither XNAS.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XNAS.DE and VUAA.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, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XNAS.DE.
XNAS.DE is categorized as Nasdaq-100, while VUAA.DE is S&P 500. XNAS.DE tracks Nasdaq 100®, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.20% for XNAS.DE and 0.07% for VUAA.DE.
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