XZW0.DE vs. XNAS.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XZW0.DE is a Global Equities fund tracking the MSCI World 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, XZW0.DE returned 12.44%/yr vs 18.79%/yr for XNAS.DE. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
XZW0.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than XNAS.DE's 20.53% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 3.19%
- YTD
- 7.60%
- 6M
- 8.16%
- 1Y
- 20.03%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 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*
- —
XZW0.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 33.33% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XZW0.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 | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.91 |
The correlation between XZW0.DE and XNAS.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
XZW0.DE vs. XNAS.DE — Risk / Return Rank
XZW0.DE
XNAS.DE
XZW0.DE vs. XNAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| XZW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.77 | -1.82 |
| Martin ratioReturn relative to average drawdown | 7.27 | 11.16 | -3.89 |
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
| XZW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.40 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.93 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.91 | -0.11 |
Drawdowns
XZW0.DE vs. XNAS.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, 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 XZW0.DE and XNAS.DE.
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Drawdown Indicators
| XZW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -31.25% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -10.00% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -26.72% | +4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -31.25% | +8.89% |
Current DrawdownCurrent decline from peak | -0.58% | -0.83% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -7.83% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.38% | -0.62% |
Volatility
XZW0.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.11%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XZW0.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
| XZW0.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 4.31% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 10.91% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 15.71% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 19.88% | -5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 19.84% | -3.46% |
XZW0.DE vs. XNAS.DE - Expense Ratio Comparison
Both XZW0.DE and XNAS.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XZW0.DE vs. XNAS.DE - Dividend Comparison
Neither XZW0.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XZW0.DE and XNAS.DE have the same expense ratio: 0.20% per year.
XZW0.DE is categorized as Global Equities, while XNAS.DE is Nasdaq-100. XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while XNAS.DE tracks Nasdaq 100®.
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