DBX7.DE vs. ESGP.DE
DBX7.DE (Xtrackers Nifty 50 Swap UCITS ETF 1C) and ESGP.DE (HANetf AuAg ESG Gold Mining UCITS ETF) are both Asia Pacific Equities funds - DBX7.DE tracks the Nifty 50 while ESGP.DE tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 3 years, DBX7.DE returned -0.53%/yr vs 9.26%/yr for ESGP.DE. At a 0.39 correlation, their price movements are largely independent. DBX7.DE charges 0.85%/yr vs 0.60%/yr for ESGP.DE.
Performance
DBX7.DE vs. ESGP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBX7.DE achieves a -14.67% return, which is significantly lower than ESGP.DE's 6.87% return.
DBX7.DE
- 1D
- 1.02%
- 1M
- -2.76%
- YTD
- -14.67%
- 6M
- -15.66%
- 1Y
- -16.62%
- 3Y*
- -0.53%
- 5Y*
- 3.07%
- 10Y*
- 6.12%
ESGP.DE
- 1D
- -0.72%
- 1M
- -0.42%
- YTD
- 6.87%
- 6M
- 8.16%
- 1Y
- 11.61%
- 3Y*
- 9.26%
- 5Y*
- —
- 10Y*
- —
DBX7.DE vs. ESGP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBX7.DE Xtrackers Nifty 50 Swap UCITS ETF 1C | -14.67% | -7.11% | 11.08% | 14.41% | 0.26% | 5.32% |
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF | 6.87% | 5.79% | 12.94% | 2.10% | -2.36% | 2.35% |
Correlation
The correlation between DBX7.DE and ESGP.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 | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2021 | 0.39 |
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
DBX7.DE vs. ESGP.DE — Risk / Return Rank
DBX7.DE
ESGP.DE
DBX7.DE vs. ESGP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.
| DBX7.DE | ESGP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.18 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 1.83 | -2.66 |
| Martin ratioReturn relative to average drawdown | -1.76 | 5.36 | -7.12 |
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
| DBX7.DE | ESGP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.10 | 1.02 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.39 | -0.20 |
Drawdowns
DBX7.DE vs. ESGP.DE - Drawdown Comparison
The maximum DBX7.DE drawdown since its inception was -64.45%, which is greater than ESGP.DE's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for DBX7.DE and ESGP.DE.
Loading charts...
Drawdown Indicators
| DBX7.DE | ESGP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.45% | -20.50% | -43.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.90% | -6.31% | -13.59% |
Max Drawdown (3Y)Largest decline over 3 years | -26.75% | -20.50% | -6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -26.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.75% | — | — |
Current DrawdownCurrent decline from peak | -25.53% | -2.57% | -22.96% |
Average DrawdownAverage peak-to-trough decline | -15.94% | -5.31% | -10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.42% | 2.16% | +7.26% |
Volatility
DBX7.DE vs. ESGP.DE - Volatility Comparison
Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) has a higher volatility of 5.80% compared to HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) at 3.24%. This indicates that DBX7.DE's price experiences larger fluctuations and is considered to be riskier than ESGP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBX7.DE | ESGP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.24% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 8.68% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 11.29% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 14.54% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 14.54% | +5.81% |
DBX7.DE vs. ESGP.DE - Expense Ratio Comparison
DBX7.DE has a 0.85% expense ratio, which is higher than ESGP.DE's 0.60% expense ratio.
Dividends
DBX7.DE vs. ESGP.DE - Dividend Comparison
Neither DBX7.DE nor ESGP.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX7.DE and ESGP.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, ESGP.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGP.DE is cheaper with a 0.60% expense ratio, compared with 0.85% for DBX7.DE.
DBX7.DE tracks Nifty 50, while ESGP.DE tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.85% for DBX7.DE and 0.60% for ESGP.DE.
Find the right allocation for DBX7.DE and ESGP.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