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XNZN.DE vs. XNZE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNZN.DE vs. XNZE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.DE) and Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.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, XNZN.DE achieves a 0.62% return, which is significantly lower than XNZE.DE's 9.92% return.


XNZN.DE

1D
0.80%
1M
-0.39%
YTD
0.62%
6M
2.71%
1Y
1.15%
3Y*
5.54%
5Y*
10Y*

XNZE.DE

1D
0.62%
1M
4.62%
YTD
9.92%
6M
10.75%
1Y
14.11%
3Y*
11.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNZN.DE vs. XNZE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XNZN.DE
Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C
0.62%1.04%3.46%12.19%
XNZE.DE
Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C
9.92%13.33%5.47%6.77%

Correlation

The correlation between XNZN.DE and XNZE.DE is 0.77, 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

0.77

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

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2023

0.76

The correlation between XNZN.DE and XNZE.DE has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

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Return for Risk

XNZN.DE vs. XNZE.DE — Risk / Return Rank

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

XNZN.DE
XNZN.DE Risk / Return Rank: 1010
Overall Rank
XNZN.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XNZN.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XNZN.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XNZN.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XNZN.DE Martin Ratio Rank: 1111
Martin Ratio Rank

XNZE.DE
XNZE.DE Risk / Return Rank: 2828
Overall Rank
XNZE.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XNZE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XNZE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XNZE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XNZE.DE Martin Ratio Rank: 3030
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.

XNZN.DE vs. XNZE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.DE) and Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.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.


XNZN.DEXNZE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.03

1.18

-0.15

Calmar ratioReturn relative to maximum drawdown

0.11

1.25

-1.14

Martin ratioReturn relative to average drawdown

0.29

4.26

-3.97

XNZN.DE vs. XNZE.DE - Sharpe Ratio Comparison

The current XNZN.DE Sharpe Ratio is 0.09, which is lower than the XNZE.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XNZN.DE and XNZE.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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Sharpe Ratios by Period


XNZN.DEXNZE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.94

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.65

-0.31

Drawdowns

XNZN.DE vs. XNZE.DE - Drawdown Comparison

The maximum XNZN.DE drawdown since its inception was -23.90%, which is greater than XNZE.DE's maximum drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for XNZN.DE and XNZE.DE.


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Drawdown Indicators


XNZN.DEXNZE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-18.68%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-11.49%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.90%

-17.36%

-6.54%

Current Drawdown

Current decline from peak

-9.13%

-0.34%

-8.79%

Average Drawdown

Average peak-to-trough decline

-7.13%

-4.16%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.37%

+1.47%

Volatility

XNZN.DE vs. XNZE.DE - Volatility Comparison

The current volatility for Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.DE) is 4.52%, while Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) has a volatility of 5.15%. This indicates that XNZN.DE experiences smaller price fluctuations and is considered to be less risky than XNZE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNZN.DEXNZE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

5.15%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

12.62%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

15.33%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

16.84%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

16.84%

-0.72%

XNZN.DE vs. XNZE.DE - Expense Ratio Comparison

Both XNZN.DE and XNZE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XNZN.DE vs. XNZE.DE - Dividend Comparison

Neither XNZN.DE nor XNZE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNZN.DE and XNZE.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XNZN.DE and XNZE.DE have the same expense ratio: 0.15% per year.

XNZN.DE tracks MSCI Nordic Countries NR EUR, while XNZE.DE tracks MSCI EMU NR EUR.

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