XNKY.DE vs. META
XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) is Japan Equities fund tracking the Nikkei 225®, while META (Meta Platforms, Inc.) is a stock. Over the past 5 years, XNKY.DE returned 12.43%/yr vs 13.53%/yr for META. At a 0.26 correlation, their price movements are largely independent.
Performance
XNKY.DE vs. META - Performance Comparison
Loading charts...
Different Trading Currencies
XNKY.DE is traded in EUR, while META is traded in USD. To make them comparable, the META values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XNKY.DE achieves a 32.35% return, which is significantly higher than META's -9.60% return.
XNKY.DE
- 1D
- -1.43%
- 1M
- 5.57%
- YTD
- 32.35%
- 6M
- 30.39%
- 1Y
- 59.52%
- 3Y*
- 20.83%
- 5Y*
- 12.43%
- 10Y*
- —
META
- 1D
- -1.40%
- 1M
- -1.88%
- YTD
- -9.60%
- 6M
- -11.27%
- 1Y
- -16.86%
- 3Y*
- 27.57%
- 5Y*
- 13.53%
- 10Y*
- 17.31%
XNKY.DE vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 32.35% | 16.16% | 14.34% | 18.03% | -15.35% | 3.16% | 13.56% |
META Meta Platforms, Inc. | -9.60% | -0.33% | 77.01% | 185.31% | -62.00% | 32.34% | -0.44% |
Correlation
The correlation between XNKY.DE and META is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2020 | 0.26 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XNKY.DE vs. META — Risk / Return Rank
XNKY.DE
META
XNKY.DE vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) and Meta Platforms, Inc. (META). 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.
| XNKY.DE | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +4.12 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.94 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | -0.52 | +5.11 |
| Martin ratioReturn relative to average drawdown | 13.91 | -1.07 | +14.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XNKY.DE | META | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | -0.48 | +3.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.31 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.56 | +0.18 |
Drawdowns
XNKY.DE vs. META - Drawdown Comparison
The maximum XNKY.DE drawdown since its inception was -21.47%, smaller than the maximum META drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for XNKY.DE and META.
Loading charts...
Drawdown Indicators
| XNKY.DE | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.47% | -71.76% | +50.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -32.44% | +19.45% |
Max Drawdown (3Y)Largest decline over 3 years | -20.16% | -39.99% | +19.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -71.76% | +50.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.76% | — |
Current DrawdownCurrent decline from peak | -1.43% | -27.43% | +26.00% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -14.53% | +6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 15.75% | -11.46% |
Volatility
XNKY.DE vs. META - Volatility Comparison
The current volatility for Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) is 6.59%, while Meta Platforms, Inc. (META) has a volatility of 10.25%. This indicates that XNKY.DE experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XNKY.DE | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 10.25% | -3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 26.30% | -7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.59% | 35.14% | -11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 43.87% | -25.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 38.92% | -20.50% |
Dividends
XNKY.DE vs. META - Dividend Comparison
XNKY.DE has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
META Meta Platforms, Inc. | 0.36% | 0.32% | 0.34% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XNKY.DE and META have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XNKY.DE and META
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer