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XWIS.L vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWIS.L vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWIS.L is traded in GBP, while XNAS.DE is traded in EUR. To make them comparable, the XNAS.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWIS.L achieves a 12.92% return, which is significantly lower than XNAS.DE's 16.87% return.


XWIS.L

1D
0.00%
1M
0.75%
6M
7.31%
YTD
12.92%
1Y
19.58%
3Y*
8.23%
5Y*
5.80%
10Y*
9.01%

XNAS.DE

1D
0.00%
1M
-2.74%
6M
17.38%
YTD
16.87%
1Y
29.15%
3Y*
23.20%
5Y*
16.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWIS.L vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XWIS.L
Xtrackers MSCI World Industrials UCITS ETF 1C GBP
12.92%16.99%14.88%-3.06%-13.20%16.51%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
16.87%12.68%27.92%48.34%-26.16%24.43%

Correlation

The correlation between XWIS.L and XNAS.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.57

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

0.52

The correlation between XWIS.L and XNAS.DE has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

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Return for Risk

XWIS.L vs. XNAS.DE — Risk / Return Rank

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

XWIS.L

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


XNAS.DE
XNAS.DE Risk / Return Rank: 6969
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 6767
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.

XWIS.L vs. XNAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) 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.

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.


XWIS.LXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

0.71

2.66

-1.95

Martin ratioReturn relative to average drawdown

1.14

7.41

-6.27

XWIS.L vs. XNAS.DE - Sharpe Ratio Comparison

The current XWIS.L Sharpe Ratio is 0.44, which is lower than the XNAS.DE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XWIS.L 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.


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Drawdowns

XWIS.L vs. XNAS.DE - Drawdown Comparison

The maximum XWIS.L drawdown since its inception was -39.29%, which is greater than XNAS.DE's maximum drawdown of -27.63%. Use the drawdown chart below to compare losses from any high point for XWIS.L and XNAS.DE.


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Drawdown Indicators


XWIS.LXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.29%

-27.63%

-11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-27.55%

-11.01%

-16.54%

Max Drawdown (3Y)

Largest decline over 3 years

-27.92%

-25.14%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-27.63%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

Current Drawdown

Current decline from peak

-15.26%

-3.74%

-11.52%

Average Drawdown

Average peak-to-trough decline

-6.91%

-6.98%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.17%

3.95%

+13.22%

Volatility

XWIS.L vs. XNAS.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) is 4.78%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 5.93%. This indicates that XWIS.L 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


XWIS.LXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

5.93%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

12.52%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

44.44%

16.97%

+27.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.86%

19.72%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

19.61%

+2.19%

XWIS.L vs. XNAS.DE - Expense Ratio Comparison

XWIS.L has a 0.25% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XWIS.L vs. XNAS.DE - Dividend Comparison

Neither XWIS.L nor XNAS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWIS.L and XNAS.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWIS.L.

XWIS.L is categorized as Industrials Equities, while XNAS.DE is Nasdaq-100. XWIS.L tracks MSCI World Index, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XWIS.L and 0.20% for XNAS.DE.

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