NTSG.DE vs. XGLE.DE
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and XGLE.DE (Xtrackers II Eurozone Government Bond UCITS ETF) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while XGLE.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone. Both are passively managed. Over the past year, NTSG.DE returned 20.71% vs -0.07% for XGLE.DE. At a 0.18 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.09%/yr for XGLE.DE.
Performance
NTSG.DE vs. XGLE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NTSG.DE achieves a 8.92% return, which is significantly higher than XGLE.DE's 0.07% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XGLE.DE
- 1D
- 0.04%
- 1M
- 0.56%
- YTD
- 0.07%
- 6M
- 0.02%
- 1Y
- -0.07%
- 3Y*
- 2.36%
- 5Y*
- -2.30%
- 10Y*
- -0.35%
NTSG.DE vs. XGLE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
XGLE.DE Xtrackers II Eurozone Government Bond UCITS ETF | 0.07% | 0.67% | 0.47% |
Correlation
The correlation between NTSG.DE and XGLE.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.18 |
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Return for Risk
NTSG.DE vs. XGLE.DE — Risk / Return Rank
NTSG.DE
XGLE.DE
NTSG.DE vs. XGLE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) and Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.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.
| NTSG.DE | XGLE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.00 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | -0.02 | +3.31 |
| Martin ratioReturn relative to average drawdown | 11.64 | -0.05 | +11.69 |
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
| NTSG.DE | XGLE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | -0.02 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.36 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.47 | +0.32 |
Drawdowns
NTSG.DE vs. XGLE.DE - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum XGLE.DE drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and XGLE.DE.
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Drawdown Indicators
| NTSG.DE | XGLE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -22.59% | +2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -3.47% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.59% | — |
Current DrawdownCurrent decline from peak | -0.09% | -14.18% | +14.09% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -5.22% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.38% | +0.39% |
Volatility
NTSG.DE vs. XGLE.DE - Volatility Comparison
WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a higher volatility of 3.24% compared to Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) at 1.78%. This indicates that NTSG.DE's price experiences larger fluctuations and is considered to be riskier than XGLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSG.DE | XGLE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 1.78% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 3.66% | +4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 4.37% | +6.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 6.31% | +7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 5.61% | +8.69% |
NTSG.DE vs. XGLE.DE - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is higher than XGLE.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NTSG.DE vs. XGLE.DE - Dividend Comparison
Neither NTSG.DE nor XGLE.DE has paid dividends to shareholders.
Frequently Asked Questions
NTSG.DE and XGLE.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XGLE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGLE.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for NTSG.DE.
NTSG.DE is categorized as Global Allocation, while XGLE.DE is European Government Bonds. NTSG.DE tracks WisdomTree Global Efficient Core Index, while XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.25% for NTSG.DE and 0.09% for XGLE.DE.
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