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

Performance

XNAS.L vs. WENS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). 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 WENS.L is traded in GBP. To make them comparable, the WENS.L 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 19.67% return, which is significantly lower than WENS.L's 31.06% return.


XNAS.L

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

WENS.L

1D
-0.38%
1M
-1.47%
YTD
31.06%
6M
27.61%
1Y
42.63%
3Y*
16.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
19.67%19.83%26.60%56.41%-1.82%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
31.06%11.03%0.39%3.17%3.27%

Correlation

The correlation between XNAS.L and WENS.L is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2022

0.11

The correlation between XNAS.L and WENS.L shifts across timeframes, from -0.15 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XNAS.L vs. WENS.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

WENS.L
WENS.L Risk / Return Rank: 5959
Overall Rank
WENS.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 6262
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 5656
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. WENS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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.LWENS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.44

1.36

+0.08

Calmar ratioReturn relative to maximum drawdown

3.67

3.39

+0.28

Martin ratioReturn relative to average drawdown

13.19

11.47

+1.72

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

The current XNAS.L Sharpe Ratio is 2.54, which is comparable to the WENS.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of XNAS.L and WENS.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.


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Sharpe Ratios by Period


XNAS.LWENS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.06

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.69

+0.99

Drawdowns

XNAS.L vs. WENS.L - Drawdown Comparison

The maximum XNAS.L drawdown since its inception was -22.92%, which is greater than WENS.L's maximum drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for XNAS.L and WENS.L.


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Drawdown Indicators


XNAS.LWENS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-20.04%

-2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-12.53%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

-20.04%

-2.88%

Current Drawdown

Current decline from peak

-0.76%

-5.96%

+5.20%

Average Drawdown

Average peak-to-trough decline

-3.03%

-5.44%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.71%

-0.66%

Volatility

XNAS.L vs. WENS.L - Volatility Comparison

The current volatility for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) is 4.96%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a volatility of 7.63%. This indicates that XNAS.L experiences smaller price fluctuations and is considered to be less risky than WENS.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.LWENS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

7.63%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

17.84%

-6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

20.64%

-4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

22.39%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

22.39%

-3.00%

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

XNAS.L has a 0.20% expense ratio, which is lower than WENS.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XNAS.L vs. WENS.L - Dividend Comparison

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


PositionTTM2025202420232022
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
0.00%0.00%1.75%3.61%1.77%
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XNAS.L and WENS.L have a correlation of -0.15, 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 0.25% for WENS.L.

XNAS.L is categorized as Nasdaq-100, while WENS.L is Energy Equities. XNAS.L tracks NASDAQ-100 Index, while WENS.L tracks MSCI World/Energy NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XNAS.L and 0.25% for WENS.L.

Portfolio Optimizer

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