XNAS.DE vs. XDWD.DE
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, XNAS.DE returned 18.79%/yr vs 12.89%/yr for XDWD.DE. Their correlation of 0.89 suggests significant overlap in exposure. XNAS.DE charges 0.20%/yr vs 0.19%/yr for XDWD.DE.
Performance
XNAS.DE vs. XDWD.DE - Performance Comparison
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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 XDWD.DE's 10.91% return.
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XNAS.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 29.67% |
Correlation
The correlation between XNAS.DE and XDWD.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.89 |
The correlation between XNAS.DE and XDWD.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
XNAS.DE vs. XDWD.DE — Risk / Return Rank
XNAS.DE
XDWD.DE
XNAS.DE vs. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XNAS.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.63 | +0.14 |
| Martin ratioReturn relative to average drawdown | 11.16 | 14.44 | -3.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XNAS.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.14 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.90 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.78 | +0.12 |
Drawdowns
XNAS.DE vs. XDWD.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and XDWD.DE.
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Drawdown Indicators
| XNAS.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -33.55% | +2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -6.54% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -21.64% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -21.64% | -9.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.33% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -4.55% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.65% | +1.73% |
Volatility
XNAS.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.31% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 2.60% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 7.77% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.12% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 14.13% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 15.16% | +4.68% |
XNAS.DE vs. XDWD.DE - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is higher than XDWD.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. XDWD.DE - Dividend Comparison
Neither XNAS.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XNAS.DE and XDWD.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XNAS.DE.
XNAS.DE is categorized as Nasdaq-100, while XDWD.DE is Global Equities. XNAS.DE tracks Nasdaq 100®, while XDWD.DE tracks MSCI World. Their fees differ too: 0.20% for XNAS.DE and 0.19% for XDWD.DE.
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