XY4P.DE vs. XNAS.DE
XY4P.DE (Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XY4P.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XY4P.DE returned -1.34%/yr vs 18.79%/yr for XNAS.DE. At a 0.12 correlation, their price movements are largely independent. XY4P.DE charges 0.15%/yr vs 0.20%/yr for XNAS.DE.
Performance
XY4P.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XY4P.DE achieves a -0.03% return, which is significantly lower than XNAS.DE's 20.53% return.
XY4P.DE
- 1D
- 0.06%
- 1M
- -0.03%
- YTD
- -0.03%
- 6M
- 0.03%
- 1Y
- 0.60%
- 3Y*
- 3.35%
- 5Y*
- -1.34%
- 10Y*
- 0.56%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XY4P.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | -0.03% | 1.69% | 3.52% | 8.01% | -17.35% | -2.50% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XY4P.DE and XNAS.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.12 |
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Return for Risk
XY4P.DE vs. XNAS.DE — Risk / Return Rank
XY4P.DE
XNAS.DE
XY4P.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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.
| XY4P.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.42 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 3.77 | -3.70 |
| Martin ratioReturn relative to average drawdown | 0.19 | 11.16 | -10.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XY4P.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 2.40 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.93 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.91 | -0.51 |
Drawdowns
XY4P.DE vs. XNAS.DE - Drawdown Comparison
The maximum XY4P.DE drawdown since its inception was -20.52%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and XNAS.DE.
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Drawdown Indicators
| XY4P.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -31.25% | +10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -10.00% | +6.05% |
Max Drawdown (3Y)Largest decline over 3 years | -4.07% | -26.72% | +22.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -31.25% | +11.14% |
Max Drawdown (10Y)Largest decline over 10 years | -20.52% | — | — |
Current DrawdownCurrent decline from peak | -9.19% | -0.83% | -8.36% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -7.83% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 3.38% | -1.95% |
Volatility
XY4P.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) is 1.77%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XY4P.DE 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
| XY4P.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 4.31% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.88% | 10.91% | -7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 15.71% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 19.88% | -13.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 19.84% | -13.35% |
XY4P.DE vs. XNAS.DE - Expense Ratio Comparison
XY4P.DE has a 0.15% 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
XY4P.DE vs. XNAS.DE - Dividend Comparison
Neither XY4P.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XY4P.DE and XNAS.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XY4P.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XY4P.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XNAS.DE.
XY4P.DE is categorized as European Government Bonds, while XNAS.DE is Nasdaq-100. XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for XY4P.DE and 0.20% for XNAS.DE.
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