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XNAS.L vs. FNCE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XNAS.L vs. FNCE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and SPDR MSCI Europe Financials UCITS ETF (FNCE.L). The values are adjusted to include any dividend payments, if applicable.

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XNAS.L vs. FNCE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
-8.15%19.83%26.60%56.41%-1.82%
FNCE.L
SPDR MSCI Europe Financials UCITS ETF
-8.03%66.18%18.28%25.14%20.32%
Different Trading Currencies

XNAS.L is traded in USD, while FNCE.L is traded in GBP. To make them comparable, the FNCE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XNAS.L having a -8.15% return and FNCE.L slightly higher at -8.03%.


XNAS.L

1D
0.50%
1M
-6.35%
YTD
-8.15%
6M
-4.86%
1Y
23.10%
3Y*
21.86%
5Y*
10Y*

FNCE.L

1D
1.90%
1M
-10.33%
YTD
-8.03%
6M
1.41%
1Y
25.86%
3Y*
28.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XNAS.L vs. FNCE.L - Expense Ratio Comparison

XNAS.L has a 0.20% expense ratio, which is higher than FNCE.L's 0.18% 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%.


Return for Risk

XNAS.L vs. FNCE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XNAS.L
XNAS.L Risk / Return Rank: 6969
Overall Rank
XNAS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XNAS.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.L Omega Ratio Rank: 6666
Omega Ratio Rank
XNAS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
XNAS.L Martin Ratio Rank: 6868
Martin Ratio Rank

FNCE.L
FNCE.L Risk / Return Rank: 6464
Overall Rank
FNCE.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FNCE.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
FNCE.L Omega Ratio Rank: 6363
Omega Ratio Rank
FNCE.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
FNCE.L Martin Ratio Rank: 6060
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.L vs. FNCE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and SPDR MSCI Europe Financials UCITS ETF (FNCE.L). 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.LFNCE.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.21

-0.04

Sortino ratio

Return per unit of downside risk

1.73

1.61

+0.12

Omega ratio

Gain probability vs. loss probability

1.23

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.82

1.66

+0.16

Martin ratio

Return relative to average drawdown

6.61

5.80

+0.81

XNAS.L vs. FNCE.L - Sharpe Ratio Comparison

The current XNAS.L Sharpe Ratio is 1.17, which is comparable to the FNCE.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of XNAS.L and FNCE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XNAS.LFNCE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.21

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

1.08

+0.20

Correlation

The correlation between XNAS.L and FNCE.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XNAS.L vs. FNCE.L - Dividend Comparison

Neither XNAS.L nor FNCE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XNAS.L vs. FNCE.L - Drawdown Comparison

The maximum XNAS.L drawdown since its inception was -22.92%, smaller than the maximum FNCE.L drawdown of -25.00%. Use the drawdown chart below to compare losses from any high point for XNAS.L and FNCE.L.


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Drawdown Indicators


XNAS.LFNCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-14.71%

-8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-12.90%

+0.28%

Current Drawdown

Current decline from peak

-10.47%

-8.96%

-1.51%

Average Drawdown

Average peak-to-trough decline

-3.11%

-3.04%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.55%

-0.54%

Volatility

XNAS.L vs. FNCE.L - Volatility Comparison

The current volatility for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) is 4.93%, while SPDR MSCI Europe Financials UCITS ETF (FNCE.L) has a volatility of 8.74%. This indicates that XNAS.L experiences smaller price fluctuations and is considered to be less risky than FNCE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNAS.LFNCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

8.74%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

13.95%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.63%

21.37%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

20.36%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

20.36%

-1.01%