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XNKY.DE vs. XBAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNKY.DE vs. XBAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) and Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.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, XNKY.DE achieves a 34.73% return, which is significantly higher than XBAS.DE's 18.59% return.


XNKY.DE

1D
0.00%
1M
-1.17%
6M
26.91%
YTD
34.73%
1Y
62.74%
3Y*
22.79%
5Y*
13.15%
10Y*

XBAS.DE

1D
1.29%
1M
11.85%
6M
16.83%
YTD
18.59%
1Y
28.96%
3Y*
22.62%
5Y*
12.49%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNKY.DE vs. XBAS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
34.73%16.16%14.34%18.03%-15.35%3.16%7.65%
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
18.59%15.70%34.37%0.79%-4.51%12.71%9.26%

Correlation

The correlation between XNKY.DE and XBAS.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.42

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2020

0.44

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Return for Risk

XNKY.DE vs. XBAS.DE — Risk / Return Rank

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

XNKY.DE
XNKY.DE Risk / Return Rank: 8888
Overall Rank
XNKY.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XNKY.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XNKY.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XNKY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XNKY.DE Martin Ratio Rank: 8686
Martin Ratio Rank

XBAS.DE
XBAS.DE Risk / Return Rank: 8080
Overall Rank
XBAS.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XBAS.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XBAS.DE Omega Ratio Rank: 8080
Omega Ratio Rank
XBAS.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XBAS.DE Martin Ratio Rank: 6969
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.

XNKY.DE vs. XBAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) and Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.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.


XNKY.DEXBAS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

4.85

4.04

+0.82

Martin ratioReturn relative to average drawdown

14.07

10.09

+3.98

XNKY.DE vs. XBAS.DE - Sharpe Ratio Comparison

The current XNKY.DE Sharpe Ratio is 2.45, which is comparable to the XBAS.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XNKY.DE and XBAS.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

XNKY.DE vs. XBAS.DE - Drawdown Comparison

The maximum XNKY.DE drawdown since its inception was -21.47%, smaller than the maximum XBAS.DE drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for XNKY.DE and XBAS.DE.


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Drawdown Indicators


XNKY.DEXBAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.47%

-36.43%

+14.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-7.14%

-5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-20.54%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-20.54%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.43%

Current Drawdown

Current decline from peak

-6.74%

0.00%

-6.74%

Average Drawdown

Average peak-to-trough decline

-7.79%

-10.44%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.86%

+1.61%

Volatility

XNKY.DE vs. XBAS.DE - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a higher volatility of 9.42% compared to Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) at 3.49%. This indicates that XNKY.DE's price experiences larger fluctuations and is considered to be riskier than XBAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNKY.DEXBAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

3.49%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

20.75%

10.14%

+10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

13.92%

+11.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

15.71%

+3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

16.54%

+2.24%

XNKY.DE vs. XBAS.DE - Expense Ratio Comparison

XNKY.DE has a 0.09% expense ratio, which is lower than XBAS.DE's 0.50% expense ratio.


Dividends

XNKY.DE vs. XBAS.DE - Dividend Comparison

Neither XNKY.DE nor XBAS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNKY.DE and XBAS.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.50% for XBAS.DE.

XNKY.DE is categorized as Japan Equities, while XBAS.DE is Asia Pacific Equities. XNKY.DE tracks Nikkei 225®, while XBAS.DE tracks MSCI Singapore Investable Market Index. Their fees differ too: 0.09% for XNKY.DE and 0.50% for XBAS.DE.

Portfolio Optimizer

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