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G1CE.DE vs. XDG7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

G1CE.DE vs. XDG7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) and Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with G1CE.DE having a 36.05% return and XDG7.DE slightly lower at 34.27%.


G1CE.DE

1D
-1.30%
1M
2.83%
YTD
36.05%
6M
35.94%
1Y
84.45%
3Y*
5.16%
5Y*
-3.72%
10Y*

XDG7.DE

1D
-2.33%
1M
2.34%
YTD
34.27%
6M
33.11%
1Y
73.03%
3Y*
4.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

G1CE.DE vs. XDG7.DE - Yearly Performance Comparison


2026 (YTD)202520242023
G1CE.DE
Invesco Global Clean Energy UCITS ETF Acc
36.05%27.39%-22.23%-21.79%
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
34.27%23.57%-15.19%-25.56%

Correlation

The correlation between G1CE.DE and XDG7.DE is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.88

The correlation between G1CE.DE and XDG7.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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Return for Risk

G1CE.DE vs. XDG7.DE — Risk / Return Rank

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

G1CE.DE
G1CE.DE Risk / Return Rank: 9494
Overall Rank
G1CE.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
G1CE.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
G1CE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
G1CE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
G1CE.DE Martin Ratio Rank: 9494
Martin Ratio Rank

XDG7.DE
XDG7.DE Risk / Return Rank: 7676
Overall Rank
XDG7.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6262
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.

G1CE.DE vs. XDG7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) and Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.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.


G1CE.DEXDG7.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.61

1.56

+0.05

Calmar ratioReturn relative to maximum drawdown

7.99

4.19

+3.80

Martin ratioReturn relative to average drawdown

28.31

10.86

+17.45

G1CE.DE vs. XDG7.DE - Sharpe Ratio Comparison

The current G1CE.DE Sharpe Ratio is 3.88, which is higher than the XDG7.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of G1CE.DE and XDG7.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


G1CE.DEXDG7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.88

2.40

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.06

-0.19

Drawdowns

G1CE.DE vs. XDG7.DE - Drawdown Comparison

The maximum G1CE.DE drawdown since its inception was -68.84%, which is greater than XDG7.DE's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for G1CE.DE and XDG7.DE.


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Drawdown Indicators


G1CE.DEXDG7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.84%

-48.68%

-20.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-17.21%

+6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-52.75%

-43.66%

-9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-68.84%

Current Drawdown

Current decline from peak

-27.70%

-2.95%

-24.75%

Average Drawdown

Average peak-to-trough decline

-38.48%

-26.59%

-11.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

6.64%

-3.69%

Volatility

G1CE.DE vs. XDG7.DE - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) has a higher volatility of 8.41% compared to Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) at 7.88%. This indicates that G1CE.DE's price experiences larger fluctuations and is considered to be riskier than XDG7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


G1CE.DEXDG7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

7.88%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.61%

13.49%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

30.00%

-8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.14%

24.08%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.36%

24.08%

+2.28%

G1CE.DE vs. XDG7.DE - Expense Ratio Comparison

G1CE.DE has a 0.60% expense ratio, which is higher than XDG7.DE's 0.35% expense ratio.


Dividends

G1CE.DE vs. XDG7.DE - Dividend Comparison

Neither G1CE.DE nor XDG7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


G1CE.DE and XDG7.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDG7.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDG7.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for G1CE.DE.

G1CE.DE tracks WilderHill New Energy Global Innovation, while XDG7.DE tracks MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.60% for G1CE.DE and 0.35% for XDG7.DE.

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