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 8.94%/yr vs 14.99%/yr for ^NDX. At a 0.46 correlation, their price movements are largely independent.
Performance
XUCM.DE vs. ^NDX - Performance Comparison
Loading charts...
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 -0.72% return, which is significantly lower than ^NDX's 16.29% return.
XUCM.DE
- 1D
- -4.29%
- 1M
- -0.43%
- 6M
- -1.39%
- YTD
- -0.72%
- 1Y
- 10.10%
- 3Y*
- 21.50%
- 5Y*
- 8.94%
- 10Y*
- —
^NDX
- 1D
- -1.46%
- 1M
- -3.10%
- 6M
- 13.57%
- YTD
- 16.29%
- 1Y
- 25.57%
- 3Y*
- 21.01%
- 5Y*
- 14.99%
- 10Y*
- 19.59%
XUCM.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | -0.72% | 10.39% | 45.88% | 50.45% | -38.22% | 23.47% |
^NDX NASDAQ 100 Index | 16.29% | 5.91% | 33.12% | 49.19% | -28.81% | 29.41% |
Correlation
The correlation between XUCM.DE and ^NDX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.46 |
Over the past year, the correlation between XUCM.DE and ^NDX has dropped to 0.25 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XUCM.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.30 | -1.16 |
| Martin ratioReturn relative to average drawdown | 3.10 | 6.89 | -3.79 |
Loading charts...
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.
Loading charts...
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 | -8.86% | -11.19% | +2.33% |
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 | -7.00% | -5.89% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -8.01% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.72% | -0.47% |
Volatility
XUCM.DE vs. ^NDX - Volatility Comparison
Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) has a higher volatility of 8.14% compared to NASDAQ 100 Index (^NDX) at 6.81%. 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.
Loading charts...
Volatility by Period
| XUCM.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 6.81% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 14.34% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 18.48% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 22.58% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 22.99% | -3.39% |
Frequently Asked Questions
XUCM.DE and ^NDX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XUCM.DE and ^NDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer