DX2I.DE vs. XNGI.DE
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) and XNGI.DE (Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C) are both exchange-traded funds - DX2I.DE is a Europe Equities fund tracking the MSCI Europe Select ESG Screened, while XNGI.DE is a Technology Equities fund tracking the MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Both are passively managed. Over the past 3 years, DX2I.DE returned 12.44%/yr vs 27.17%/yr for XNGI.DE. A 0.56 correlation means they provide meaningful diversification when combined. DX2I.DE charges 0.12%/yr vs 0.30%/yr for XNGI.DE.
Performance
DX2I.DE vs. XNGI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2I.DE achieves a 7.29% return, which is significantly lower than XNGI.DE's 17.43% return.
DX2I.DE
- 1D
- 0.65%
- 1M
- 1.40%
- YTD
- 7.29%
- 6M
- 9.75%
- 1Y
- 15.02%
- 3Y*
- 12.44%
- 5Y*
- 8.70%
- 10Y*
- 9.22%
XNGI.DE
- 1D
- -1.17%
- 1M
- 11.22%
- YTD
- 17.43%
- 6M
- 15.47%
- 1Y
- 29.49%
- 3Y*
- 27.17%
- 5Y*
- —
- 10Y*
- —
DX2I.DE vs. XNGI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DX2I.DE Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 7.29% | 17.29% | 7.42% | 16.27% | 1.60% |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 17.43% | 7.77% | 43.41% | 52.53% | -14.06% |
Correlation
The correlation between DX2I.DE and XNGI.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2022 | 0.56 |
The correlation between DX2I.DE and XNGI.DE has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.
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Return for Risk
DX2I.DE vs. XNGI.DE — Risk / Return Rank
DX2I.DE
XNGI.DE
DX2I.DE vs. XNGI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.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.
| DX2I.DE | XNGI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.60 | -0.04 |
| Martin ratioReturn relative to average drawdown | 5.61 | 4.10 | +1.51 |
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
| DX2I.DE | XNGI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.66 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.20 | -0.80 |
Drawdowns
DX2I.DE vs. XNGI.DE - Drawdown Comparison
The maximum DX2I.DE drawdown since its inception was -53.79%, which is greater than XNGI.DE's maximum drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for DX2I.DE and XNGI.DE.
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Drawdown Indicators
| DX2I.DE | XNGI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.79% | -27.91% | -25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -18.97% | +9.40% |
Max Drawdown (3Y)Largest decline over 3 years | -16.75% | -27.91% | +11.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.93% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -1.91% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -6.21% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 7.40% | -4.75% |
Volatility
DX2I.DE vs. XNGI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) is 4.21%, while Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a volatility of 5.48%. This indicates that DX2I.DE experiences smaller price fluctuations and is considered to be less risky than XNGI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2I.DE | XNGI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 5.48% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 13.40% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 18.27% | -5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 20.70% | -6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 20.70% | -4.66% |
DX2I.DE vs. XNGI.DE - Expense Ratio Comparison
DX2I.DE has a 0.12% expense ratio, which is lower than XNGI.DE's 0.30% expense ratio.
Dividends
DX2I.DE vs. XNGI.DE - Dividend Comparison
Neither DX2I.DE nor XNGI.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2I.DE and XNGI.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2I.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2I.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for XNGI.DE.
DX2I.DE is categorized as Europe Equities, while XNGI.DE is Technology Equities. DX2I.DE tracks MSCI Europe Select ESG Screened, while XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Their fees differ too: 0.12% for DX2I.DE and 0.30% for XNGI.DE.
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