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

Performance

XNAS.L vs. XYLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNAS.L achieves a 15.56% return, which is significantly higher than XYLD.L's 0.88% return.


XNAS.L

1D
-0.50%
1M
-1.93%
YTD
15.56%
6M
14.86%
1Y
32.35%
3Y*
26.07%
5Y*
23.79%
10Y*

XYLD.L

1D
0.05%
1M
0.33%
YTD
0.88%
6M
0.99%
1Y
3.93%
3Y*
5.26%
5Y*
1.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
15.56%19.82%26.59%88.40%-25.44%-8.88%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
0.88%6.20%4.88%5.72%-8.68%0.87%

Correlation

The correlation between XNAS.L and XYLD.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

0.19

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Return for Risk

XNAS.L vs. XYLD.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: 6767
Overall Rank
XNAS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XNAS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
XNAS.L Omega Ratio Rank: 6666
Omega Ratio Rank
XNAS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XNAS.L Martin Ratio Rank: 6565
Martin Ratio Rank

XYLD.L
XYLD.L Risk / Return Rank: 7676
Overall Rank
XYLD.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 7272
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 8181
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. XYLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XNAS.LXYLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.95

3.78

-0.83

Martin ratioReturn relative to average drawdown

10.21

14.12

-3.92

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

The current XNAS.L Sharpe Ratio is 1.93, which is comparable to the XYLD.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of XNAS.L and XYLD.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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Drawdowns

XNAS.L vs. XYLD.L - Drawdown Comparison

The maximum XNAS.L drawdown since its inception was -34.26%, which is greater than XYLD.L's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for XNAS.L and XYLD.L.


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Drawdown Indicators


XNAS.LXYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-18.92%

-15.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-1.03%

-9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

-1.38%

-21.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

-12.40%

-15.12%

Current Drawdown

Current decline from peak

-4.17%

-0.05%

-4.12%

Average Drawdown

Average peak-to-trough decline

-10.29%

-3.08%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

0.28%

+2.88%

Volatility

XNAS.L vs. XYLD.L - Volatility Comparison

Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) has a higher volatility of 6.53% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) at 0.55%. This indicates that XNAS.L's price experiences larger fluctuations and is considered to be riskier than XYLD.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.LXYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

0.55%

+5.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

1.52%

+11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

1.97%

+14.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

3.19%

+19.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.22%

5.79%

+19.43%

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

XNAS.L has a 0.20% expense ratio, which is higher than XYLD.L's 0.16% 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%.


Dividends

XNAS.L vs. XYLD.L - Dividend Comparison

XNAS.L has not paid dividends to shareholders, while XYLD.L's dividend yield for the trailing twelve months is around 3.76%.


PositionTTM2025202420232022202120202019
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.76%3.61%3.34%2.88%6.03%3.88%3.78%2.92%

Frequently Asked Questions


XNAS.L and XYLD.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLD.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLD.L is cheaper with a 0.16% expense ratio, compared with 0.20% for XNAS.L.

XNAS.L is categorized as Nasdaq-100, while XYLD.L is Corporate Bonds. XNAS.L tracks NASDAQ-100 Index, while XYLD.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.20% for XNAS.L and 0.16% for XYLD.L.

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