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XNDX.DE vs. HNDX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNDX.DE vs. HNDX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) and Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNDX.DE achieves a 18.01% return, which is significantly higher than HNDX.DE's 10.63% return.


XNDX.DE

1D
0.00%
1M
-1.63%
6M
16.17%
YTD
18.01%
1Y
11.18%
3Y*
5Y*
10Y*

HNDX.DE

1D
-1.19%
1M
-5.04%
6M
10.67%
YTD
10.63%
1Y
21.31%
3Y*
20.04%
5Y*
11.94%
10Y*
17.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNDX.DE vs. HNDX.DE - Yearly Performance Comparison


Correlation

The correlation between XNDX.DE and HNDX.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.72

The correlation between XNDX.DE and HNDX.DE has been stable across timeframes, ranging from 0.72 to 0.72 - a consistent structural relationship.

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Return for Risk

XNDX.DE vs. HNDX.DE — Risk / Return Rank

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

XNDX.DE
XNDX.DE Risk / Return Rank: 1818
Overall Rank
XNDX.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XNDX.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XNDX.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XNDX.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XNDX.DE Martin Ratio Rank: 1616
Martin Ratio Rank

HNDX.DE
HNDX.DE Risk / Return Rank: 4141
Overall Rank
HNDX.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HNDX.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
HNDX.DE Omega Ratio Rank: 3838
Omega Ratio Rank
HNDX.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
HNDX.DE Martin Ratio Rank: 4646
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.

XNDX.DE vs. HNDX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) and Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.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.

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.


XNDX.DEHNDX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.13

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

0.55

1.75

-1.19

Martin ratioReturn relative to average drawdown

0.96

5.63

-4.67

XNDX.DE vs. HNDX.DE - Sharpe Ratio Comparison

The current XNDX.DE Sharpe Ratio is 0.36, which is lower than the HNDX.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of XNDX.DE and HNDX.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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Drawdowns

XNDX.DE vs. HNDX.DE - Drawdown Comparison

The maximum XNDX.DE drawdown since its inception was -20.10%, smaller than the maximum HNDX.DE drawdown of -37.18%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and HNDX.DE.


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Drawdown Indicators


XNDX.DEHNDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-37.18%

+17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-12.13%

-7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

Current Drawdown

Current decline from peak

-3.50%

-6.90%

+3.40%

Average Drawdown

Average peak-to-trough decline

-9.61%

-5.90%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.68%

3.78%

+7.90%

Volatility

XNDX.DE vs. HNDX.DE - Volatility Comparison

The current volatility for Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) is 5.56%, while Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.DE) has a volatility of 6.94%. This indicates that XNDX.DE experiences smaller price fluctuations and is considered to be less risky than HNDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNDX.DEHNDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

6.94%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

15.78%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

30.87%

19.36%

+11.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.69%

21.44%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.69%

20.24%

+10.45%

XNDX.DE vs. HNDX.DE - Expense Ratio Comparison

XNDX.DE has a 0.18% expense ratio, which is lower than HNDX.DE's 0.35% expense ratio.


Dividends

XNDX.DE vs. HNDX.DE - Dividend Comparison

XNDX.DE's dividend yield for the trailing twelve months is around 0.10%, while HNDX.DE has not paid dividends to shareholders.


Frequently Asked Questions


XNDX.DE and HNDX.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNDX.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNDX.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for HNDX.DE.

XNDX.DE tracks Nasdaq 100 Index, while HNDX.DE tracks Nasdaq-100 Index (EUR Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.18% for XNDX.DE and 0.35% for HNDX.DE.

Portfolio Optimizer

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