PortfoliosLab logoPortfoliosLab logo
XSLE.DE vs. XNAQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSLE.DE vs. XNAQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XSLE.DE vs. XNAQ.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-2.51%149.28%20.14%-4.86%0.29%-15.79%
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
-3.84%5.88%34.82%50.96%-29.29%32.78%
Different Trading Currencies

XSLE.DE is traded in EUR, while XNAQ.L is traded in GBP. To make them comparable, the XNAQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSLE.DE achieves a -2.51% return, which is significantly higher than XNAQ.L's -3.84% return.


XSLE.DE

1D
2.62%
1M
-13.98%
YTD
-2.51%
6M
55.64%
1Y
113.49%
3Y*
40.95%
5Y*
20.36%
10Y*

XNAQ.L

1D
0.00%
1M
-1.98%
YTD
-3.84%
6M
-1.85%
1Y
15.42%
3Y*
20.63%
5Y*
13.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XSLE.DE vs. XNAQ.L - Expense Ratio Comparison

XSLE.DE has a 0.73% expense ratio, which is higher than XNAQ.L's 0.20% expense ratio.


Return for Risk

XSLE.DE vs. XNAQ.L — Risk / Return Rank

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

XSLE.DE
XSLE.DE Risk / Return Rank: 8484
Overall Rank
XSLE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XSLE.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XSLE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XSLE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
XSLE.DE Martin Ratio Rank: 7373
Martin Ratio Rank

XNAQ.L
XNAQ.L Risk / Return Rank: 6363
Overall Rank
XNAQ.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XNAQ.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
XNAQ.L Omega Ratio Rank: 5555
Omega Ratio Rank
XNAQ.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XNAQ.L Martin Ratio Rank: 6464
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.

XSLE.DE vs. XNAQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L). 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.


XSLE.DEXNAQ.LDifference

Sharpe ratio

Return per unit of total volatility

2.11

0.76

+1.35

Sortino ratio

Return per unit of downside risk

2.38

1.16

+1.23

Omega ratio

Gain probability vs. loss probability

1.38

1.16

+0.23

Calmar ratio

Return relative to maximum drawdown

2.73

2.31

+0.42

Martin ratio

Return relative to average drawdown

8.50

7.00

+1.50

XSLE.DE vs. XNAQ.L - Sharpe Ratio Comparison

The current XSLE.DE Sharpe Ratio is 2.11, which is higher than the XNAQ.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of XSLE.DE and XNAQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XSLE.DEXNAQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

0.76

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.68

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.69

+0.01

Correlation

The correlation between XSLE.DE and XNAQ.L is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XSLE.DE vs. XNAQ.L - Dividend Comparison

Neither XSLE.DE nor XNAQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSLE.DE vs. XNAQ.L - Drawdown Comparison

The maximum XSLE.DE drawdown since its inception was -42.43%, which is greater than XNAQ.L's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for XSLE.DE and XNAQ.L.


Loading graphics...

Drawdown Indicators


XSLE.DEXNAQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-27.52%

-14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-41.35%

-10.99%

-30.36%

Max Drawdown (5Y)

Largest decline over 5 years

-41.35%

-27.52%

-13.83%

Current Drawdown

Current decline from peak

-34.43%

-8.02%

-26.41%

Average Drawdown

Average peak-to-trough decline

-17.84%

-7.19%

-10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.29%

3.68%

+9.61%

Volatility

XSLE.DE vs. XNAQ.L - Volatility Comparison

Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) has a higher volatility of 18.30% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) at 4.93%. This indicates that XSLE.DE's price experiences larger fluctuations and is considered to be riskier than XNAQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XSLE.DEXNAQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.30%

4.93%

+13.37%

Volatility (6M)

Calculated over the trailing 6-month period

51.61%

11.89%

+39.72%

Volatility (1Y)

Calculated over the trailing 1-year period

53.44%

20.23%

+33.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.00%

19.77%

+14.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.38%

19.87%

+14.51%