XNAS.L vs. RUSG.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.L).

XNAS.L and RUSG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNAS.L is a passively managed fund by Xtrackers that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 21, 2021. RUSG.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth Net Index. It was launched on Oct 27, 2011. Both XNAS.L and RUSG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XNAS.L vs. RUSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
XNAS.L Xtrackers NASDAQ 100 UCITS ETF	-5.13%	19.83%	26.60%	56.41%	-1.82%
RUSG.L Lyxor Russell 1000 Growth UCITS ETF	0.00%	0.00%	24.09%	43.28%	0.00%

Returns By Period

XNAS.L

• 1D: 3.29%
• 1M: -3.00%
• YTD: -5.13%
• 6M: -2.24%
• 1Y: 24.79%
• 3Y*: 23.19%
• 5Y*: —
• 10Y*: —

RUSG.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XNAS.L has a 0.20% expense ratio, which is higher than RUSG.L'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%.

XNAS.L

Xtrackers NASDAQ 100 UCITS ETF

RUSG.L

Lyxor Russell 1000 Growth UCITS ETF

Return for Risk

XNAS.L vs. RUSG.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: 74
XNAS.L Sharpe Ratio Rank: 68
XNAS.L Sortino Ratio Rank: 70
XNAS.L Omega Ratio Rank: 65
XNAS.L Calmar Ratio Rank: 85
XNAS.L Martin Ratio Rank: 84

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. RUSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.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.L	RUSG.L	Difference
Sharpe ratio Return per unit of total volatility	1.24	—	—
Sortino ratio Return per unit of downside risk	1.84	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	2.71	—	—
Martin ratio Return relative to average drawdown	10.04	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XNAS.L	RUSG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	—	—

Correlation

The correlation between XNAS.L and RUSG.L is 0.61, 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. RUSG.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	XNAS.L	RUSG.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.92%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	—	—
Current Drawdown Current decline from peak	-7.52%	—	—
Average Drawdown Average peak-to-trough decline	-3.12%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	—	—

Volatility

Volatility by Period

	XNAS.L	RUSG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.82%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.42%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.42%	—	—