XZEC.DE vs. XNAS.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XZEC.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs 24.64%/yr for XNAS.DE. A 0.54 correlation means they provide meaningful diversification when combined. XZEC.DE charges 0.17%/yr vs 0.20%/yr for XNAS.DE.
Performance
XZEC.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly lower than XNAS.DE's 20.53% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XZEC.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 16.69% |
Correlation
The correlation between XZEC.DE and XNAS.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.54 |
The correlation between XZEC.DE and XNAS.DE shifts across timeframes, from 0.37 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZEC.DE vs. XNAS.DE — Risk / Return Rank
XZEC.DE
XNAS.DE
XZEC.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.
| XZEC.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.77 | -2.79 |
| Martin ratioReturn relative to average drawdown | 2.63 | 11.16 | -8.53 |
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
| XZEC.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.40 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.91 | -0.84 |
Drawdowns
XZEC.DE vs. XNAS.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, roughly equal to the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and XNAS.DE.
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Drawdown Indicators
| XZEC.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -31.25% | +1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -10.00% | -1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -26.72% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | -4.58% | -0.83% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -7.83% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.38% | +0.81% |
Volatility
XZEC.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XZEC.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
| XZEC.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.31% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.91% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 15.71% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 19.88% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 19.84% | +0.18% |
XZEC.DE vs. XNAS.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% 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
XZEC.DE vs. XNAS.DE - Dividend Comparison
Neither XZEC.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and XNAS.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XNAS.DE.
XZEC.DE is categorized as Consumer Staples Equities, while XNAS.DE is Nasdaq-100. XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.17% for XZEC.DE and 0.20% for XNAS.DE.
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