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XNAS.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNAS.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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 XSX6.DE's 7.40% 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*

XSX6.DE

1D
0.59%
1M
3.14%
YTD
7.40%
6M
9.99%
1Y
16.44%
3Y*
13.95%
5Y*
9.70%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNAS.DE vs. XSX6.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%33.56%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
7.40%20.91%8.35%15.54%-10.63%24.52%

Correlation

The correlation between XNAS.DE and XSX6.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

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

0.49

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.59

The correlation between XNAS.DE and XSX6.DE has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.

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Return for Risk

XNAS.DE vs. XSX6.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

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.42

1.24

+0.18

Calmar ratioReturn relative to maximum drawdown

3.77

1.73

+2.04

Martin ratioReturn relative to average drawdown

11.16

6.55

+4.61

XNAS.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XNAS.DE Sharpe Ratio is 2.40, which is higher than the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XNAS.DE and XSX6.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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Sharpe Ratios by Period


XNAS.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.26

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.66

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.59

+0.31

Drawdowns

XNAS.DE vs. XSX6.DE - Drawdown Comparison

The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and XSX6.DE.


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Drawdown Indicators


XNAS.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.25%

-36.05%

+4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-9.46%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-16.37%

-10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-31.25%

-20.84%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-0.83%

-1.56%

+0.73%

Average Drawdown

Average peak-to-trough decline

-7.83%

-5.27%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.50%

+0.88%

Volatility

XNAS.DE vs. XSX6.DE - Volatility Comparison

Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) have volatilities of 4.31% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNAS.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.26%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

10.73%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

12.95%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

14.44%

+5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

15.61%

+4.23%

XNAS.DE vs. XSX6.DE - Expense Ratio Comparison

Both XNAS.DE and XSX6.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XNAS.DE vs. XSX6.DE - Dividend Comparison

Neither XNAS.DE nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNAS.DE and XSX6.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XNAS.DE and XSX6.DE have the same expense ratio: 0.20% per year.

XNAS.DE is categorized as Nasdaq-100, while XSX6.DE is Europe Equities. XNAS.DE tracks Nasdaq 100®, while XSX6.DE tracks STOXX® Europe 600.

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