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

Performance

XNDX.DE vs. MWOT.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 Russell 1000 Growth UCITS ETF Acc (MWOT.DE). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

XNDX.DE is traded in EUR, while MWOT.DE is traded in USD. To make them comparable, the MWOT.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XNDX.DE achieves a -4.23% return, which is significantly higher than MWOT.DE's -8.15% return.


XNDX.DE

1D
2.54%
1M
-2.46%
YTD
-4.23%
6M
-1.18%
1Y
3Y*
5Y*
10Y*

MWOT.DE

1D
2.88%
1M
-2.96%
YTD
-8.15%
6M
-6.54%
1Y
11.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XNDX.DE has a 0.18% expense ratio, which is lower than MWOT.DE's 0.19% 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%.


Return for Risk

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

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

XNDX.DE

MWOT.DE
MWOT.DE Risk / Return Rank: 4444
Overall Rank
MWOT.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MWOT.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
MWOT.DE Omega Ratio Rank: 4646
Omega Ratio Rank
MWOT.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
MWOT.DE Martin Ratio Rank: 3737
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. MWOT.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 Russell 1000 Growth UCITS ETF Acc (MWOT.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


XNDX.DEMWOT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.20

-0.55

Correlation

The correlation between XNDX.DE and MWOT.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XNDX.DE vs. MWOT.DE - Dividend Comparison

XNDX.DE's dividend yield for the trailing twelve months is around 0.12%, while MWOT.DE has not paid dividends to shareholders.


Drawdowns

XNDX.DE vs. MWOT.DE - Drawdown Comparison

The maximum XNDX.DE drawdown since its inception was -20.11%, smaller than the maximum MWOT.DE drawdown of -27.04%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and MWOT.DE.


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Drawdown Indicators


XNDX.DEMWOT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-23.24%

+3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

Current Drawdown

Current decline from peak

-17.95%

-12.01%

-5.94%

Average Drawdown

Average peak-to-trough decline

-11.71%

-4.41%

-7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

Volatility

XNDX.DE vs. MWOT.DE - Volatility Comparison


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Volatility by Period


XNDX.DEMWOT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

20.79%

+13.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.49%

21.08%

+13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.49%

21.08%

+13.41%