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

Performance

XNAS.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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 VWCE.DE's 11.72% return.


XNAS.DE

1D
-0.83%
1M
2.97%
YTD
20.53%
6M
22.04%
1Y
39.25%
3Y*
24.64%
5Y*
18.79%
10Y*

VWCE.DE

1D
1.82%
1M
0.89%
YTD
11.72%
6M
13.39%
1Y
26.35%
3Y*
17.02%
5Y*
11.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNAS.DE vs. VWCE.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%31.23%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.72%9.16%24.41%18.18%-13.47%23.36%

Correlation

The correlation between XNAS.DE and VWCE.DE is 0.85, 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

0.85

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

0.86

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

0.88

The correlation between XNAS.DE and VWCE.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

XNAS.DE vs. VWCE.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

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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. VWCE.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 FTSE All-World UCITS ETF (VWCE.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.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.77

3.92

-0.15

Martin ratioReturn relative to average drawdown

11.16

16.07

-4.91

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

The current XNAS.DE Sharpe Ratio is 2.40, which is comparable to the VWCE.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of XNAS.DE and VWCE.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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Drawdowns

XNAS.DE vs. VWCE.DE - Drawdown Comparison

The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and VWCE.DE.


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Drawdown Indicators


XNAS.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.25%

-33.43%

+2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-6.55%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-21.07%

-5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

-21.07%

-10.18%

Current Drawdown

Current decline from peak

-0.83%

-1.47%

+0.64%

Average Drawdown

Average peak-to-trough decline

-7.83%

-4.68%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

1.60%

+1.78%

Volatility

XNAS.DE vs. VWCE.DE - Volatility Comparison

Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.31% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.40%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.40%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

8.51%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

11.63%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

13.79%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

16.16%

+3.69%

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

XNAS.DE has a 0.20% expense ratio, which is higher than VWCE.DE's 0.19% 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. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XNAS.DE and VWCE.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XNAS.DE.

XNAS.DE is categorized as Nasdaq-100, while VWCE.DE is Global Equities. XNAS.DE tracks Nasdaq 100®, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.20% for XNAS.DE and 0.19% for VWCE.DE.

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