XUCM.DE vs. ^NDX
XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) is Communications Equities fund tracking the MSCI World/Comm Services NR USD, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, XUCM.DE returned 11.09%/yr vs 18.26%/yr for ^NDX. At a 0.47 correlation, their price movements are largely independent.
Performance
XUCM.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
XUCM.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XUCM.DE achieves a 2.35% return, which is significantly lower than ^NDX's 21.80% return.
XUCM.DE
- 1D
- 1.39%
- 1M
- -2.16%
- YTD
- 2.35%
- 6M
- 1.03%
- 1Y
- 17.09%
- 3Y*
- 22.36%
- 5Y*
- 11.09%
- 10Y*
- —
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
XUCM.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 2.35% | 10.39% | 45.87% | 50.47% | -38.22% | 26.16% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 32.59% |
Correlation
The correlation between XUCM.DE and ^NDX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.47 |
The correlation between XUCM.DE and ^NDX shifts across timeframes, from 0.35 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XUCM.DE vs. ^NDX — Risk / Return Rank
XUCM.DE
^NDX
XUCM.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) and NASDAQ 100 Index (^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.
| XUCM.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.38 | -1.34 |
| Martin ratioReturn relative to average drawdown | 6.97 | 10.55 | -3.59 |
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
| XUCM.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.32 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.82 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.73 | -0.07 |
Drawdowns
XUCM.DE vs. ^NDX - Drawdown Comparison
The maximum XUCM.DE drawdown since its inception was -40.85%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for XUCM.DE and ^NDX.
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Drawdown Indicators
| XUCM.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.85% | -46.44% | +5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -11.19% | +2.85% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -27.30% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -40.85% | -31.53% | -9.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -4.13% | -0.69% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -8.00% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.58% | -1.13% |
Volatility
XUCM.DE vs. ^NDX - Volatility Comparison
Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) has a higher volatility of 4.25% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that XUCM.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUCM.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.80% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 11.58% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 16.31% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 22.24% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 22.83% | -3.39% |
Frequently Asked Questions
XUCM.DE and ^NDX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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