XZE5.DE vs. XNAS.DE
XZE5.DE (Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XZE5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XZE5.DE returned 1.16%/yr vs 17.19%/yr for XNAS.DE. At a 0.21 correlation, their price movements are largely independent. XZE5.DE charges 0.16%/yr vs 0.20%/yr for XNAS.DE.
Performance
XZE5.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZE5.DE achieves a 0.85% return, which is significantly lower than XNAS.DE's 19.94% return.
XZE5.DE
- 1D
- 0.00%
- 1M
- 0.38%
- YTD
- 0.85%
- 6M
- 0.88%
- 1Y
- 1.96%
- 3Y*
- 4.07%
- 5Y*
- 1.16%
- 10Y*
- —
XNAS.DE
- 1D
- 0.00%
- 1M
- 0.95%
- YTD
- 19.94%
- 6M
- 20.20%
- 1Y
- 36.43%
- 3Y*
- 24.62%
- 5Y*
- 17.19%
- 10Y*
- —
XZE5.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZE5.DE Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C | 0.85% | 3.08% | 4.10% | 5.27% | -6.80% | -0.22% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.94% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between XZE5.DE and XNAS.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.21 |
The correlation between XZE5.DE and XNAS.DE shifts across timeframes, from 0.19 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XZE5.DE vs. XNAS.DE — Risk / Return Rank
XZE5.DE
XNAS.DE
XZE5.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.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.
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.
| XZE5.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 3.66 | -2.47 |
| Martin ratioReturn relative to average drawdown | 4.23 | 10.65 | -6.42 |
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Drawdowns
XZE5.DE vs. XNAS.DE - Drawdown Comparison
The maximum XZE5.DE drawdown since its inception was -8.73%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XZE5.DE and XNAS.DE.
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Drawdown Indicators
| XZE5.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -31.25% | +22.52% |
Max Drawdown (1Y)Largest decline over 1 year | -1.66% | -10.00% | +8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.66% | -26.72% | +25.06% |
Max Drawdown (5Y)Largest decline over 5 years | -8.73% | -31.25% | +22.52% |
Current DrawdownCurrent decline from peak | -0.01% | -1.87% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -7.77% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 3.43% | -2.97% |
Volatility
XZE5.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) is 0.50%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 5.98%. This indicates that XZE5.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
| XZE5.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 5.98% | -5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 11.96% | -10.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 16.70% | -14.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 20.02% | -17.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.38% | 19.91% | -17.53% |
XZE5.DE vs. XNAS.DE - Expense Ratio Comparison
XZE5.DE has a 0.16% 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
XZE5.DE vs. XNAS.DE - Dividend Comparison
Neither XZE5.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZE5.DE and XNAS.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZE5.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZE5.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for XNAS.DE.
XZE5.DE is categorized as European Corporate Bonds, while XNAS.DE is Nasdaq-100. XZE5.DE tracks Bloomberg Euro Corp TR EUR, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.16% for XZE5.DE and 0.20% for XNAS.DE.
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