GTIL.DE vs. XDEQ.DE
GTIL.DE (Xtrackers World Green Tech Innovators UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both Global Equities funds from Xtrackers. GTIL.DE is actively managed, while XDEQ.DE is passively managed. Over the past year, GTIL.DE returned 23.20% vs 19.01% for XDEQ.DE. Their correlation of 0.93 suggests significant overlap in exposure. GTIL.DE charges 0.35%/yr vs 0.25%/yr for XDEQ.DE.
Performance
GTIL.DE vs. XDEQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTIL.DE achieves a 8.33% return, which is significantly lower than XDEQ.DE's 9.48% return.
GTIL.DE
- 1D
- 0.89%
- 1M
- 3.73%
- YTD
- 8.33%
- 6M
- 8.71%
- 1Y
- 23.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
GTIL.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GTIL.DE Xtrackers World Green Tech Innovators UCITS ETF 1C | 8.33% | 7.95% | -2.33% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | -3.08% |
Correlation
The correlation between GTIL.DE and XDEQ.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2024 | 0.93 |
The correlation between GTIL.DE and XDEQ.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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
GTIL.DE vs. XDEQ.DE — Risk / Return Rank
GTIL.DE
XDEQ.DE
GTIL.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| GTIL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.04 | -0.38 |
| Martin ratioReturn relative to average drawdown | 10.00 | 12.17 | -2.17 |
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
| GTIL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.78 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.80 | -0.19 |
Drawdowns
GTIL.DE vs. XDEQ.DE - Drawdown Comparison
The maximum GTIL.DE drawdown since its inception was -21.90%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for GTIL.DE and XDEQ.DE.
Loading charts...
Drawdown Indicators
| GTIL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -32.16% | +10.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -6.22% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.16% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -4.75% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.56% | +0.76% |
Volatility
GTIL.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) has a higher volatility of 2.86% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that GTIL.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GTIL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.36% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 7.32% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 10.64% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 14.12% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 15.35% | +0.16% |
GTIL.DE vs. XDEQ.DE - Expense Ratio Comparison
GTIL.DE has a 0.35% expense ratio, which is higher than XDEQ.DE's 0.25% expense ratio.
Dividends
GTIL.DE vs. XDEQ.DE - Dividend Comparison
Neither GTIL.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, GTIL.DE and XDEQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for GTIL.DE.
Their fees differ too: 0.35% for GTIL.DE and 0.25% for XDEQ.DE.
Find the right allocation for GTIL.DE and XDEQ.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