PortfoliosLab logoPortfoliosLab logo
XUCS.DE vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUCS.DE vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XUCS.DE achieves a 7.99% return, which is significantly lower than XNAS.DE's 20.53% return.


XUCS.DE

1D
0.08%
1M
-1.95%
YTD
7.99%
6M
7.83%
1Y
0.97%
3Y*
5.59%
5Y*
8.14%
10Y*

XNAS.DE

1D
-0.83%
1M
9.23%
YTD
20.53%
6M
19.39%
1Y
37.85%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUCS.DE vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
7.99%-7.97%21.47%-1.77%5.50%28.48%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%33.56%

Correlation

The correlation between XUCS.DE and XNAS.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.23

The correlation between XUCS.DE and XNAS.DE shifts across timeframes, from -0.11 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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

XUCS.DE vs. XNAS.DE — Risk / Return Rank

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

XUCS.DE
XUCS.DE Risk / Return Rank: 1010
Overall Rank
XUCS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XUCS.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XUCS.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XUCS.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XUCS.DE Martin Ratio Rank: 1010
Martin Ratio Rank

XNAS.DE
XNAS.DE Risk / Return Rank: 7171
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAS.DE Martin Ratio Rank: 6363
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.

XUCS.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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.


XUCS.DEXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

1.02

1.42

-0.40

Calmar ratioReturn relative to maximum drawdown

0.12

3.77

-3.65

Martin ratioReturn relative to average drawdown

0.23

11.16

-10.93

XUCS.DE vs. XNAS.DE - Sharpe Ratio Comparison

The current XUCS.DE Sharpe Ratio is 0.07, which is lower than the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XUCS.DE and XNAS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XUCS.DEXNAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

2.40

-2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.93

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.91

-0.32

Drawdowns

XUCS.DE vs. XNAS.DE - Drawdown Comparison

The maximum XUCS.DE drawdown since its inception was -23.46%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XUCS.DE and XNAS.DE.


Loading charts...

Drawdown Indicators


XUCS.DEXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.46%

-31.25%

+7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-10.00%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-15.64%

-26.72%

+11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.64%

-31.25%

+15.61%

Current Drawdown

Current decline from peak

-7.31%

-0.83%

-6.48%

Average Drawdown

Average peak-to-trough decline

-5.50%

-7.83%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.38%

+0.79%

Volatility

XUCS.DE vs. XNAS.DE - Volatility Comparison

Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) has a higher volatility of 6.10% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that XUCS.DE's price experiences larger fluctuations and is considered to be riskier than XNAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XUCS.DEXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

4.31%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

10.91%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

15.71%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

19.88%

-6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

19.84%

-5.34%

XUCS.DE vs. XNAS.DE - Expense Ratio Comparison

XUCS.DE has a 0.12% 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

XUCS.DE vs. XNAS.DE - Dividend Comparison

XUCS.DE's dividend yield for the trailing twelve months is around 1.94%, while XNAS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
1.94%2.17%2.09%3.35%3.11%1.88%3.02%2.37%0.78%

Frequently Asked Questions


XUCS.DE and XNAS.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUCS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XNAS.DE.

XUCS.DE is categorized as Consumer Staples Equities, while XNAS.DE is Nasdaq-100. XUCS.DE tracks MSCI USA Consumer Staples, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.12% for XUCS.DE and 0.20% for XNAS.DE.

Portfolio Optimizer

Find the right allocation for XUCS.DE and XNAS.DE

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