XPQP.DE vs. XNAS.DE
XPQP.DE (Xtrackers MSCI Philippines UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XPQP.DE is a Emerging Markets Equities fund tracking the MSCI Philippines Investable Market Total Return Net Index, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XPQP.DE returned -2.71%/yr vs 18.79%/yr for XNAS.DE. At a 0.29 correlation, their price movements are largely independent. XPQP.DE charges 0.65%/yr vs 0.20%/yr for XNAS.DE.
Performance
XPQP.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XPQP.DE achieves a -2.31% return, which is significantly lower than XNAS.DE's 20.53% return.
XPQP.DE
- 1D
- 0.05%
- 1M
- -0.41%
- YTD
- -2.31%
- 6M
- -1.01%
- 1Y
- -12.08%
- 3Y*
- -3.20%
- 5Y*
- -2.71%
- 10Y*
- -3.84%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XPQP.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XPQP.DE Xtrackers MSCI Philippines UCITS ETF 1C | -2.31% | -10.06% | 3.70% | -2.43% | -11.20% | 11.51% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XPQP.DE and XNAS.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.29 |
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Return for Risk
XPQP.DE vs. XNAS.DE — Risk / Return Rank
XPQP.DE
XNAS.DE
XPQP.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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.
| XPQP.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.81 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.42 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 3.77 | -4.38 |
| Martin ratioReturn relative to average drawdown | -1.09 | 11.16 | -12.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XPQP.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.42 | 2.40 | -2.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.93 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.91 | -0.89 |
Drawdowns
XPQP.DE vs. XNAS.DE - Drawdown Comparison
The maximum XPQP.DE drawdown since its inception was -53.15%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XPQP.DE and XNAS.DE.
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Drawdown Indicators
| XPQP.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.15% | -31.25% | -21.90% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -10.00% | -9.19% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -26.72% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -31.25% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -48.68% | — | — |
Current DrawdownCurrent decline from peak | -42.03% | -0.83% | -41.20% |
Average DrawdownAverage peak-to-trough decline | -26.75% | -7.83% | -18.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.82% | 3.38% | +7.44% |
Volatility
XPQP.DE vs. XNAS.DE - Volatility Comparison
Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.DE) has a higher volatility of 6.03% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that XPQP.DE's price experiences larger fluctuations and is considered to be riskier than XNAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPQP.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 4.31% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 10.91% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.33% | 15.71% | +12.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 19.88% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 19.84% | +1.93% |
XPQP.DE vs. XNAS.DE - Expense Ratio Comparison
XPQP.DE has a 0.65% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
XPQP.DE vs. XNAS.DE - Dividend Comparison
Neither XPQP.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XPQP.DE and XNAS.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for XPQP.DE.
XPQP.DE is categorized as Emerging Markets Equities, while XNAS.DE is Nasdaq-100. XPQP.DE tracks MSCI Philippines Investable Market Total Return Net Index, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.65% for XPQP.DE and 0.20% for XNAS.DE.
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