XSXD.DE vs. XNAS.DE
XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XSXD.DE is a S&P 500 fund tracking the S&P 500 Index, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, XSXD.DE returned 19.04%/yr vs 24.64%/yr for XNAS.DE. Their correlation of 0.93 suggests significant overlap in exposure. XSXD.DE charges 0.07%/yr vs 0.20%/yr for XNAS.DE.
Performance
XSXD.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXD.DE achieves a 11.41% return, which is significantly lower than XNAS.DE's 20.53% return.
XSXD.DE
- 1D
- -0.13%
- 1M
- 4.37%
- YTD
- 11.41%
- 6M
- 10.90%
- 1Y
- 25.68%
- 3Y*
- 19.04%
- 5Y*
- —
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XSXD.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 11.41% | 4.89% | 32.52% | 22.75% | 0.51% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -6.32% |
Correlation
The correlation between XSXD.DE and XNAS.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2022 | 0.93 |
The correlation between XSXD.DE and XNAS.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
XSXD.DE vs. XNAS.DE — Risk / Return Rank
XSXD.DE
XNAS.DE
XSXD.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.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.
| XSXD.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 3.77 | -0.15 |
| Martin ratioReturn relative to average drawdown | 12.87 | 11.16 | +1.71 |
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
| XSXD.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.40 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.91 | +0.30 |
Drawdowns
XSXD.DE vs. XNAS.DE - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -23.31%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and XNAS.DE.
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Drawdown Indicators
| XSXD.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -31.25% | +7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -10.00% | +2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.31% | -26.72% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.83% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -7.83% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.38% | -1.39% |
Volatility
XSXD.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) is 2.67%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XSXD.DE experiences smaller price fluctuations and is considered to be less risky 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
| XSXD.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 4.31% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 10.91% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 15.71% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 19.88% | -5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 19.84% | -5.25% |
XSXD.DE vs. XNAS.DE - Expense Ratio Comparison
XSXD.DE has a 0.07% expense ratio, which is lower than XNAS.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XSXD.DE vs. XNAS.DE - Dividend Comparison
XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, while XNAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.81% | 0.94% | 1.09% | 1.30% | 0.38% |
Frequently Asked Questions
With a correlation of 0.94, XSXD.DE and XNAS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XSXD.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXD.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XNAS.DE.
XSXD.DE is categorized as S&P 500, while XNAS.DE is Nasdaq-100. XSXD.DE tracks S&P 500 Index, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.07% for XSXD.DE and 0.20% for XNAS.DE.
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