XZMU.DE vs. XNAS.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XZMU.DE is a Large Cap Blend Equities fund tracking the MSCI USA Low Carbon SRI Leaders, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 18.79%/yr for XNAS.DE. Their correlation of 0.92 suggests significant overlap in exposure. XZMU.DE charges 0.15%/yr vs 0.20%/yr for XNAS.DE.
Performance
XZMU.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly lower than XNAS.DE's 20.53% return.
XZMU.DE
- 1D
- 0.69%
- 1M
- 5.33%
- YTD
- 8.21%
- 6M
- 9.17%
- 1Y
- 23.46%
- 3Y*
- 18.71%
- 5Y*
- 14.63%
- 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*
- —
XZMU.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 26.56% | -17.86% | 41.07% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XZMU.DE and XNAS.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.92 |
The correlation between XZMU.DE and XNAS.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
XZMU.DE vs. XNAS.DE — Risk / Return Rank
XZMU.DE
XNAS.DE
XZMU.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.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.
| XZMU.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.77 | -1.61 |
| Martin ratioReturn relative to average drawdown | 7.62 | 11.16 | -3.54 |
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
| XZMU.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.40 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.93 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.91 | +0.03 |
Drawdowns
XZMU.DE vs. XNAS.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and XNAS.DE.
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Drawdown Indicators
| XZMU.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -31.25% | -2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -10.00% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -26.72% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -31.25% | +6.49% |
Current DrawdownCurrent decline from peak | -0.48% | -0.83% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -7.83% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.38% | -0.31% |
Volatility
XZMU.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) is 3.08%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XZMU.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
| XZMU.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.31% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 10.91% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 15.71% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 19.88% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 19.84% | -1.95% |
XZMU.DE vs. XNAS.DE - Expense Ratio Comparison
XZMU.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
XZMU.DE vs. XNAS.DE - Dividend Comparison
Neither XZMU.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMU.DE and XNAS.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMU.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XNAS.DE.
XZMU.DE is categorized as Large Cap Blend Equities, while XNAS.DE is Nasdaq-100. XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for XZMU.DE and 0.20% for XNAS.DE.
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