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XWD1.L vs. XNAS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD1.L vs. XNAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and Xtrackers NASDAQ 100 UCITS ETF (XNAS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XWD1.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XNAS.L

1D
-2.43%
1M
4.21%
YTD
16.77%
6M
15.72%
1Y
35.90%
3Y*
27.37%
5Y*
25.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XWD1.L vs. XNAS.L — Risk / Return Rank

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

XWD1.L

XNAS.L
XNAS.L Risk / Return Rank: 7272
Overall Rank
XNAS.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
XNAS.L Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
XNAS.L Martin Ratio Rank: 6868
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.

XWD1.L vs. XNAS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and Xtrackers NASDAQ 100 UCITS ETF (XNAS.L). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XWD1.L vs. XNAS.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XWD1.LXNAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

Drawdowns

XWD1.L vs. XNAS.L - Drawdown Comparison


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Drawdown Indicators


XWD1.LXNAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

Current Drawdown

Current decline from peak

-3.17%

Average Drawdown

Average peak-to-trough decline

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

XWD1.L vs. XNAS.L - Volatility Comparison


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Volatility by Period


XWD1.LXNAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

XWD1.L vs. XNAS.L - Expense Ratio Comparison

XWD1.L has a 0.19% expense ratio, which is lower than XNAS.L'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

XWD1.L vs. XNAS.L - Dividend Comparison

Neither XWD1.L nor XNAS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, XWD1.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWD1.L is cheaper with a 0.19% expense ratio, compared with 0.20% for XNAS.L.

XWD1.L is categorized as Global Equities, while XNAS.L is Nasdaq-100. XWD1.L tracks MSCI ACWI NR USD, while XNAS.L tracks NASDAQ-100 Index. Their fees differ too: 0.19% for XWD1.L and 0.20% for XNAS.L.

Portfolio Optimizer

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