PortfoliosLab logoPortfoliosLab logo
XNAS.L vs. QQQY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNAS.L vs. QQQY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XNAS.L achieves a 19.67% return, which is significantly higher than QQQY.L's 15.10% return.


XNAS.L

1D
-0.68%
1M
8.53%
YTD
19.67%
6M
19.16%
1Y
40.41%
3Y*
28.10%
5Y*
10Y*

QQQY.L

1D
-0.82%
1M
7.64%
YTD
15.10%
6M
14.75%
1Y
31.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
19.67%19.83%10.45%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
15.10%14.25%7.28%

Correlation

The correlation between XNAS.L and QQQY.L is 0.75, 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

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

0.67

The correlation between XNAS.L and QQQY.L has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XNAS.L vs. QQQY.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: 7676
Overall Rank
XNAS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XNAS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XNAS.L Omega Ratio Rank: 7575
Omega Ratio Rank
XNAS.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
XNAS.L Martin Ratio Rank: 7171
Martin Ratio Rank

QQQY.L
QQQY.L Risk / Return Rank: 7171
Overall Rank
QQQY.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 7070
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 7373
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. QQQY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.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.LQQQY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

3.67

4.32

-0.65

Martin ratioReturn relative to average drawdown

13.19

13.40

-0.22

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

The current XNAS.L Sharpe Ratio is 2.54, which is comparable to the QQQY.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of XNAS.L and QQQY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XNAS.LQQQY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.18

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

1.02

+0.66

Drawdowns

XNAS.L vs. QQQY.L - Drawdown Comparison

The maximum XNAS.L drawdown since its inception was -22.92%, which is greater than QQQY.L's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for XNAS.L and QQQY.L.


Loading charts...

Drawdown Indicators


XNAS.LQQQY.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-19.23%

-3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-7.34%

-3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

Current Drawdown

Current decline from peak

-0.76%

-0.93%

+0.17%

Average Drawdown

Average peak-to-trough decline

-3.03%

-3.18%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.37%

+0.68%

Volatility

XNAS.L vs. QQQY.L - Volatility Comparison

Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) have volatilities of 4.96% and 4.78%, 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.


Loading charts...

Volatility by Period


XNAS.LQQQY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.78%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

10.22%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

14.52%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

20.98%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

20.98%

-1.59%

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

XNAS.L has a 0.20% expense ratio, which is lower than QQQY.L's 0.45% expense ratio.


Dividends

XNAS.L vs. QQQY.L - Dividend Comparison

XNAS.L has not paid dividends to shareholders, while QQQY.L's dividend yield for the trailing twelve months is around 67.73%.


PositionTTM20252024
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
67.73%120.60%18.65%
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
0.00%0.00%0.00%

Frequently Asked Questions


XNAS.L and QQQY.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNAS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNAS.L is cheaper with a 0.20% expense ratio, compared with 0.45% for QQQY.L.

They also come from different issuers: Xtrackers and Leverage Shares. Their fees differ too: 0.20% for XNAS.L and 0.45% for QQQY.L.

Portfolio Optimizer

Find the right allocation for XNAS.L and QQQY.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer