XNAS.DE vs. XDWL.DE
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) are both exchange-traded funds - XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while XDWL.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 12.94%/yr for XDWL.DE. Their correlation of 0.89 suggests significant overlap in exposure. XNAS.DE charges 0.20%/yr vs 0.12%/yr for XDWL.DE.
Performance
XNAS.DE vs. XDWL.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 XDWL.DE's 10.94% 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*
- —
XDWL.DE
- 1D
- 0.00%
- 1M
- 4.82%
- YTD
- 10.94%
- 6M
- 11.37%
- 1Y
- 23.87%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
XNAS.DE vs. XDWL.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% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 10.94% | 7.90% | 26.08% | 20.26% | -13.81% | 29.90% |
Correlation
The correlation between XNAS.DE and XDWL.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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.89 |
The correlation between XNAS.DE and XDWL.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
XNAS.DE vs. XDWL.DE — Risk / Return Rank
XNAS.DE
XDWL.DE
XNAS.DE vs. XDWL.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 1D (XDWL.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 | XDWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.66 | +0.11 |
| 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 | XDWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.14 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.91 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.68 | +0.23 |
Drawdowns
XNAS.DE vs. XDWL.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum XDWL.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and XDWL.DE.
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Drawdown Indicators
| XNAS.DE | XDWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -33.65% | +2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -6.49% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -21.63% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -21.63% | -9.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.29% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -4.56% | -3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.65% | +1.73% |
Volatility
XNAS.DE vs. XDWL.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 1D (XDWL.DE) at 2.62%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than XDWL.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 | XDWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 2.62% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 7.73% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.09% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 14.14% | +5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 15.12% | +4.72% |
XNAS.DE vs. XDWL.DE - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is higher than XDWL.DE's 0.12% 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. XDWL.DE - Dividend Comparison
XNAS.DE has not paid dividends to shareholders, while XDWL.DE's dividend yield for the trailing twelve months is around 1.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 1.17% | 1.28% | 1.65% | 1.58% | 1.77% | 2.08% | 1.95% | 1.98% | 1.40% | 1.94% | 1.83% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XNAS.DE and XDWL.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, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XNAS.DE.
XNAS.DE is categorized as Nasdaq-100, while XDWL.DE is Global Equities. XNAS.DE tracks Nasdaq 100®, while XDWL.DE tracks MSCI World. Their fees differ too: 0.20% for XNAS.DE and 0.12% for XDWL.DE.
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