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XXTW.L vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

XXTW.L vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XXTW.L is traded in GBP, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XXTW.L achieves a 20.88% return, which is significantly higher than ^NDX's 19.03% return. Both investments have delivered pretty close results over the past 10 years, with XXTW.L having a 21.21% annualized return and ^NDX not far ahead at 21.52%.


XXTW.L

1D
0.00%
1M
0.89%
YTD
20.88%
6M
20.94%
1Y
43.00%
3Y*
19.26%
5Y*
12.75%
10Y*
21.21%

^NDX

1D
0.53%
1M
-0.01%
YTD
19.03%
6M
17.44%
1Y
37.03%
3Y*
24.52%
5Y*
16.63%
10Y*
21.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXTW.L vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
20.88%13.82%36.21%21.01%-30.86%29.69%43.59%48.72%-4.08%38.72%
^NDX
NASDAQ 100 Index
19.03%11.61%27.06%46.12%-25.00%27.83%43.25%32.72%4.83%20.14%

Correlation

The correlation between XXTW.L and ^NDX is 0.68, 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

0.68

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

0.63

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

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2012

0.76

The correlation between XXTW.L and ^NDX shifts across timeframes, from 0.63 (3 years) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XXTW.L vs. ^NDX — Risk / Return Rank

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

XXTW.L
XXTW.L Risk / Return Rank: 3636
Overall Rank
XXTW.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XXTW.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XXTW.L Omega Ratio Rank: 6868
Omega Ratio Rank
XXTW.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XXTW.L Martin Ratio Rank: 2020
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 7777
Overall Rank
^NDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7777
Sortino Ratio Rank
^NDX Omega Ratio Rank: 7979
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7474
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.

XXTW.L vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) 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.


XXTW.L^NDXDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

1.25

3.09

-1.84

Martin ratioReturn relative to average drawdown

2.11

9.15

-7.05

XXTW.L vs. ^NDX - Sharpe Ratio Comparison

The current XXTW.L Sharpe Ratio is 0.91, which is lower than the ^NDX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of XXTW.L and ^NDX, 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

XXTW.L vs. ^NDX - Drawdown Comparison

The maximum XXTW.L drawdown since its inception was -36.07%, roughly equal to the maximum ^NDX drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for XXTW.L and ^NDX.


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Drawdown Indicators


XXTW.L^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-36.07%

-34.63%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-12.05%

-22.36%

Max Drawdown (3Y)

Largest decline over 3 years

-34.41%

-24.98%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-36.07%

-28.43%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-28.43%

-7.64%

Current Drawdown

Current decline from peak

-11.35%

-3.09%

-8.26%

Average Drawdown

Average peak-to-trough decline

-7.18%

-5.62%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.43%

4.06%

+16.37%

Volatility

XXTW.L vs. ^NDX - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) and NASDAQ 100 Index (^NDX) have volatilities of 8.49% and 8.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XXTW.L^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

8.49%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.68%

13.31%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

47.21%

17.24%

+29.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.59%

21.61%

+9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.33%

22.51%

+4.82%

Frequently Asked Questions


XXTW.L and ^NDX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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