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XNAS.L vs. SGL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNAS.L vs. SGL.DE - Performance Comparison

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

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

XNAS.L vs. SGL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

XNAS.L
XNAS.L Risk / Return Rank: 7474
Overall Rank
XNAS.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XNAS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XNAS.L Omega Ratio Rank: 7474
Omega Ratio Rank
XNAS.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
XNAS.L Martin Ratio Rank: 7070
Martin Ratio Rank

SGL.DE
SGL.DE Risk / Return Rank: 6464
Overall Rank
SGL.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SGL.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
SGL.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SGL.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SGL.DE Martin Ratio Rank: 6262
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. 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.LSGL.DEDifference
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

XNAS.L vs. SGL.DE - Sharpe Ratio Comparison

The current XNAS.L Sharpe Ratio is 2.26, which is higher than the SGL.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XNAS.L and SGL.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.LSGL.DEDifference

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.LSGL.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.52%

-90.95%

+87.43%

Average Drawdown

Average peak-to-trough decline

-10.37%

-70.48%

+60.11%

Ulcer Index

Depth 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.LSGL.DEDifference

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.


Tickers have no history of dividend payments

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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