XNAS.L vs. SGL.DE
XNAS.L (Xtrackers NASDAQ 100 UCITS ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while SGL.DE (SGL Carbon SE) is a stock. Over the past 5 years, XNAS.L returned 25.23%/yr vs -7.58%/yr for SGL.DE. At a 0.36 correlation, their price movements are largely independent.
Performance
XNAS.L vs. SGL.DE - Performance Comparison
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Different Trading Currencies
XNAS.L is traded in USD, while SGL.DE is traded in EUR. To make them comparable, the SGL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XNAS.L achieves a 16.34% return, which is significantly lower than SGL.DE's 64.20% return.
XNAS.L
- 1D
- -0.36%
- 1M
- 1.62%
- YTD
- 16.34%
- 6M
- 15.52%
- 1Y
- 36.22%
- 3Y*
- 27.22%
- 5Y*
- 25.23%
- 10Y*
- —
SGL.DE
- 1D
- -3.42%
- 1M
- 14.48%
- YTD
- 64.20%
- 6M
- 78.29%
- 1Y
- 40.20%
- 3Y*
- -13.12%
- 5Y*
- -7.58%
- 10Y*
- -6.97%
XNAS.L vs. SGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XNAS.L Xtrackers NASDAQ 100 UCITS ETF | 16.34% | 19.82% | 26.59% | 88.40% | -25.44% | -8.88% |
SGL.DE SGL Carbon SE | 64.20% | -11.66% | -42.07% | -3.09% | -14.85% | 20.29% |
Correlation
The correlation between XNAS.L and SGL.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2021 | 0.36 |
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Return for Risk
XNAS.L vs. SGL.DE — Risk / Return Rank
XNAS.L
SGL.DE
XNAS.L vs. SGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and SGL Carbon SE (SGL.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.L | SGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.19 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 1.13 | +2.17 |
| Martin ratioReturn relative to average drawdown | 11.81 | 2.29 | +9.52 |
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.L | SGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 0.85 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | -0.17 | +1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | -0.17 | +0.82 |
Drawdowns
XNAS.L vs. SGL.DE - Drawdown Comparison
The maximum XNAS.L drawdown since its inception was -34.26%, smaller than the maximum SGL.DE drawdown of -96.42%. Use the drawdown chart below to compare losses from any high point for XNAS.L and SGL.DE.
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Drawdown Indicators
| XNAS.L | SGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -96.42% | +62.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -35.41% | +24.50% |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | -68.32% | +45.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -76.61% | +49.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -86.12% | — |
Current DrawdownCurrent decline from peak | -3.52% | -90.95% | +87.43% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -70.48% | +60.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 17.56% | -14.50% |
Volatility
XNAS.L vs. SGL.DE - Volatility Comparison
The current volatility for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) is 5.49%, while SGL Carbon SE (SGL.DE) has a volatility of 18.07%. This indicates that XNAS.L experiences smaller price fluctuations and is considered to be less risky than SGL.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.L | SGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 18.07% | -12.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 39.56% | -27.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 47.42% | -31.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.70% | 44.93% | -22.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.23% | 46.58% | -21.35% |
Dividends
XNAS.L vs. SGL.DE - Dividend Comparison
Neither XNAS.L nor SGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XNAS.L and SGL.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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