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FDN.L vs. XNNS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDN.L vs. XNNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) and Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L). The values are adjusted to include any dividend payments, if applicable.

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FDN.L vs. XNNS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDN.L
First Trust Dow Jones Internet UCITS ETF Class A USD
-11.56%2.35%32.65%45.94%-14.13%
XNNS.L
Xtrackers MSCI Innovation UCITS ETF 1C
-8.89%6.27%24.09%26.71%-12.09%
Different Trading Currencies

FDN.L is traded in GBp, while XNNS.L is traded in GBP. To make them comparable, the XNNS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FDN.L achieves a -11.56% return, which is significantly lower than XNNS.L's -8.89% return.


FDN.L

1D
2.15%
1M
-1.06%
YTD
-11.56%
6M
-13.55%
1Y
3.16%
3Y*
14.31%
5Y*
1.93%
10Y*

XNNS.L

1D
1.89%
1M
-2.98%
YTD
-8.89%
6M
-8.31%
1Y
5.61%
3Y*
10.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDN.L vs. XNNS.L - Expense Ratio Comparison

FDN.L has a 0.55% expense ratio, which is higher than XNNS.L's 0.35% expense ratio.


Return for Risk

FDN.L vs. XNNS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDN.L
FDN.L Risk / Return Rank: 1414
Overall Rank
FDN.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FDN.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
FDN.L Omega Ratio Rank: 1515
Omega Ratio Rank
FDN.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
FDN.L Martin Ratio Rank: 1313
Martin Ratio Rank

XNNS.L
XNNS.L Risk / Return Rank: 1919
Overall Rank
XNNS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XNNS.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XNNS.L Omega Ratio Rank: 1919
Omega Ratio Rank
XNNS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XNNS.L Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDN.L vs. XNNS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) and Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L). 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.


FDN.LXNNS.LDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.33

-0.18

Sortino ratio

Return per unit of downside risk

0.35

0.56

-0.22

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.03

Calmar ratio

Return relative to maximum drawdown

0.09

0.36

-0.26

Martin ratio

Return relative to average drawdown

0.24

1.10

-0.86

FDN.L vs. XNNS.L - Sharpe Ratio Comparison

The current FDN.L Sharpe Ratio is 0.14, which is lower than the XNNS.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FDN.L and XNNS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDN.LXNNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.33

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.47

-0.21

Correlation

The correlation between FDN.L and XNNS.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDN.L vs. XNNS.L - Dividend Comparison

Neither FDN.L nor XNNS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FDN.L vs. XNNS.L - Drawdown Comparison

The maximum FDN.L drawdown since its inception was -46.90%, which is greater than XNNS.L's maximum drawdown of -23.14%. Use the drawdown chart below to compare losses from any high point for FDN.L and XNNS.L.


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Drawdown Indicators


FDN.LXNNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.90%

-23.14%

-23.76%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-16.12%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-46.90%

Current Drawdown

Current decline from peak

-17.67%

-12.87%

-4.80%

Average Drawdown

Average peak-to-trough decline

-14.92%

-5.61%

-9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.11%

5.23%

+2.88%

Volatility

FDN.L vs. XNNS.L - Volatility Comparison

First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) has a higher volatility of 5.85% compared to Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) at 5.17%. This indicates that FDN.L's price experiences larger fluctuations and is considered to be riskier than XNNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDN.LXNNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.17%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

10.62%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

17.27%

+4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

17.51%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

17.51%

+7.09%