XZEG.DE vs. XNAS.DE
XZEG.DE (Xtrackers II ESG Global Government Bond UCITS ETF 4D EUR Hedged) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XZEG.DE is a Global Bonds fund tracking the FTSE ESG Select World Government Bond Developed Markets (EUR Hedged), while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, XZEG.DE returned 0.67%/yr vs 24.64%/yr for XNAS.DE. At a 0.03 correlation, their price movements are largely independent. XZEG.DE charges 0.25%/yr vs 0.20%/yr for XNAS.DE.
Performance
XZEG.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEG.DE achieves a -0.85% return, which is significantly lower than XNAS.DE's 20.53% return.
XZEG.DE
- 1D
- 0.00%
- 1M
- -0.15%
- YTD
- -0.85%
- 6M
- -0.89%
- 1Y
- -0.40%
- 3Y*
- 0.67%
- 5Y*
- —
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XZEG.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEG.DE Xtrackers II ESG Global Government Bond UCITS ETF 4D EUR Hedged | -0.85% | 0.96% | -1.08% | 3.63% | -17.03% | -1.50% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 4.07% |
Correlation
The correlation between XZEG.DE and XNAS.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.03 |
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Return for Risk
XZEG.DE vs. XNAS.DE — Risk / Return Rank
XZEG.DE
XNAS.DE
XZEG.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Government Bond UCITS ETF 4D EUR Hedged (XZEG.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.
| XZEG.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.42 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 3.77 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.44 | 11.16 | -11.61 |
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
| XZEG.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 2.40 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.66 | 0.91 | -1.57 |
Drawdowns
XZEG.DE vs. XNAS.DE - Drawdown Comparison
The maximum XZEG.DE drawdown since its inception was -21.14%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XZEG.DE and XNAS.DE.
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Drawdown Indicators
| XZEG.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -31.25% | +10.11% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -10.00% | +6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -4.32% | -26.72% | +22.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | -16.14% | -0.83% | -15.31% |
Average DrawdownAverage peak-to-trough decline | -15.25% | -7.83% | -7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 3.38% | -2.04% |
Volatility
XZEG.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers II ESG Global Government Bond UCITS ETF 4D EUR Hedged (XZEG.DE) is 1.42%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XZEG.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
| XZEG.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 4.31% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.94% | 10.91% | -7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.62% | 15.71% | -12.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 19.88% | -14.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.79% | 19.84% | -14.05% |
XZEG.DE vs. XNAS.DE - Expense Ratio Comparison
XZEG.DE 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
XZEG.DE vs. XNAS.DE - Dividend Comparison
XZEG.DE's dividend yield for the trailing twelve months is around 2.53%, while XNAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XZEG.DE Xtrackers II ESG Global Government Bond UCITS ETF 4D EUR Hedged | 2.53% | 2.40% | 2.55% | 1.67% | 1.10% |
Frequently Asked Questions
XZEG.DE and XNAS.DE have a correlation of 0.11, 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 XZEG.DE.
XZEG.DE is categorized as Global Bonds, while XNAS.DE is Nasdaq-100. XZEG.DE tracks FTSE ESG Select World Government Bond Developed Markets (EUR Hedged), while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XZEG.DE and 0.20% for XNAS.DE.
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