XZHY.DE vs. XNAS.DE
XZHY.DE (Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XZHY.DE is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Sustainable and SRI, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, XZHY.DE returned 5.47%/yr vs 24.64%/yr for XNAS.DE. At a 0.41 correlation, their price movements are largely independent. XZHY.DE charges 0.25%/yr vs 0.20%/yr for XNAS.DE.
Performance
XZHY.DE vs. XNAS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZHY.DE achieves a 2.61% return, which is significantly lower than XNAS.DE's 20.53% return.
XZHY.DE
- 1D
- -0.10%
- 1M
- 1.04%
- YTD
- 2.61%
- 6M
- 1.91%
- 1Y
- 5.11%
- 3Y*
- 5.47%
- 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*
- —
XZHY.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 2.61% | -3.17% | 13.38% | 8.40% | -5.92% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -13.76% |
Correlation
The correlation between XZHY.DE and XNAS.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2022 | 0.41 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZHY.DE vs. XNAS.DE — Risk / Return Rank
XZHY.DE
XNAS.DE
XZHY.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.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.
| XZHY.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.77 | -2.18 |
| Martin ratioReturn relative to average drawdown | 4.98 | 11.16 | -6.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZHY.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.40 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.91 | -0.43 |
Drawdowns
XZHY.DE vs. XNAS.DE - Drawdown Comparison
The maximum XZHY.DE drawdown since its inception was -11.51%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XZHY.DE and XNAS.DE.
Loading charts...
Drawdown Indicators
| XZHY.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.51% | -31.25% | +19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -10.00% | +6.89% |
Max Drawdown (3Y)Largest decline over 3 years | -11.51% | -26.72% | +15.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | -3.51% | -0.83% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -7.83% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 3.38% | -2.39% |
Volatility
XZHY.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) is 1.29%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XZHY.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.
Loading charts...
Volatility by Period
| XZHY.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 4.31% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 10.91% | -7.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 15.71% | -9.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 19.88% | -12.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 19.84% | -12.26% |
XZHY.DE vs. XNAS.DE - Expense Ratio Comparison
XZHY.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
XZHY.DE vs. XNAS.DE - Dividend Comparison
Neither XZHY.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZHY.DE and XNAS.DE have a correlation of 0.41, 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 XZHY.DE.
XZHY.DE is categorized as High Yield Bonds, while XNAS.DE is Nasdaq-100. XZHY.DE tracks Bloomberg MSCI US High Yield Sustainable and SRI, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XZHY.DE and 0.20% for XNAS.DE.
Find the right allocation for XZHY.DE and XNAS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer