XSX6.DE vs. ^NDX
Compare and contrast key facts about Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and NASDAQ 100 (^NDX).
XSX6.DE is a passively managed fund by Xtrackers that tracks the performance of the STOXX® Europe 600. It was launched on Jan 20, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSX6.DE or ^NDX.
Key characteristics
| XSX6.DE | ^NDX | |
|---|---|---|
| YTD Return | 8.67% | 25.50% |
| 1Y Return | 16.35% | 39.04% |
| 3Y Return (Ann) | 4.39% | 9.22% |
| 5Y Return (Ann) | 7.20% | 20.70% |
| 10Y Return (Ann) | 6.97% | 17.60% |
| Sharpe Ratio | 1.48 | 2.14 |
| Sortino Ratio | 2.07 | 2.83 |
| Omega Ratio | 1.26 | 1.38 |
| Calmar Ratio | 2.12 | 2.79 |
| Martin Ratio | 8.75 | 10.09 |
| Ulcer Index | 1.72% | 3.76% |
| Daily Std Dev | 10.25% | 17.69% |
| Max Drawdown | -36.05% | -82.90% |
| Current Drawdown | -3.88% | 0.00% |
Correlation
The correlation between XSX6.DE and ^NDX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XSX6.DE vs. ^NDX - Performance Comparison
In the year-to-date period, XSX6.DE achieves a 8.67% return, which is significantly lower than ^NDX's 25.50% return. Over the past 10 years, XSX6.DE has underperformed ^NDX with an annualized return of 6.97%, while ^NDX has yielded a comparatively higher 17.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XSX6.DE vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and NASDAQ 100 (^NDX). 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.
Drawdowns
XSX6.DE vs. ^NDX - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
XSX6.DE vs. ^NDX - Volatility Comparison
The current volatility for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) is 4.03%, while NASDAQ 100 (^NDX) has a volatility of 5.17%. This indicates that XSX6.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.