XNDX.DE vs. XDEQ.DE
XNDX.DE (Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XNDX.DE is a Nasdaq-100 fund tracking the Nasdaq 100 Index, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past year, XNDX.DE returned 11.18% vs 21.18% for XDEQ.DE. A 0.69 correlation means they provide meaningful diversification when combined. XNDX.DE charges 0.18%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XNDX.DE vs. XDEQ.DE - Performance Comparison
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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 XDEQ.DE's 12.40% return.
XNDX.DE
- 1D
- 0.00%
- 1M
- -1.63%
- 6M
- 16.17%
- YTD
- 18.01%
- 1Y
- 11.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEQ.DE
- 1D
- -1.22%
- 1M
- 1.35%
- 6M
- 8.74%
- YTD
- 12.40%
- 1Y
- 21.18%
- 3Y*
- 15.92%
- 5Y*
- 10.72%
- 10Y*
- 12.21%
XNDX.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 18.01% | -4.86% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.40% | 8.63% |
Correlation
The correlation between XNDX.DE and XDEQ.DE is 0.69, 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 | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | 0.69 |
The correlation between XNDX.DE and XDEQ.DE has been stable across timeframes, ranging from 0.69 to 0.69 - a consistent structural relationship.
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Return for Risk
XNDX.DE vs. XDEQ.DE — Risk / Return Rank
XNDX.DE
XDEQ.DE
XNDX.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.37 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.39 | -2.83 |
| Martin ratioReturn relative to average drawdown | 0.96 | 14.28 | -13.32 |
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Drawdowns
XNDX.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XNDX.DE drawdown since its inception was -20.10%, smaller than the maximum XDEQ.DE drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and XDEQ.DE.
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Drawdown Indicators
| XNDX.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -32.18% | +12.08% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -6.22% | -13.88% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.18% | — |
Current DrawdownCurrent decline from peak | -3.50% | -1.22% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -6.53% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.68% | 1.48% | +10.20% |
Volatility
XNDX.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) has a higher volatility of 5.56% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.76%. This indicates that XNDX.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 2.76% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 7.35% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.87% | 10.70% | +20.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.69% | 14.14% | +16.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.69% | 15.81% | +14.88% |
XNDX.DE vs. XDEQ.DE - Expense Ratio Comparison
XNDX.DE has a 0.18% expense ratio, which is lower than XDEQ.DE'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
XNDX.DE vs. XDEQ.DE - Dividend Comparison
XNDX.DE's dividend yield for the trailing twelve months is around 0.10%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM |
|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% |
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 0.10% |
Frequently Asked Questions
XNDX.DE and XDEQ.DE have a correlation of 0.69, 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 0.25% for XDEQ.DE.
XNDX.DE is categorized as Nasdaq-100, while XDEQ.DE is Global Equities. XNDX.DE tracks Nasdaq 100 Index, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.18% for XNDX.DE and 0.25% for XDEQ.DE.
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