QGRW vs. XNGS.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L).

QGRW and XNGS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. XNGS.L is a passively managed fund by DWS that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jul 12, 2022. Both QGRW and XNGS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QGRW vs. XNGS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L). The values are adjusted to include any dividend payments, if applicable.

QGRW vs. XNGS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QGRW WisdomTree U.S. Quality Growth Fund	-7.80%	19.20%	34.85%	56.05%	-3.30%
XNGS.L Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C	-11.01%	20.06%	35.79%	56.70%	-2.87%

Different Trading Currencies

QGRW is traded in USD, while XNGS.L is traded in GBP. To make them comparable, the XNGS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QGRW achieves a -7.80% return, which is significantly higher than XNGS.L's -11.01% return.

QGRW

• 1D: 1.24%
• 1M: -4.85%
• YTD: -7.80%
• 6M: -6.06%
• 1Y: 22.02%
• 3Y*: 24.11%
• 5Y*: —
• 10Y*: —

XNGS.L

• 1D: 3.18%
• 1M: -2.79%
• YTD: -11.01%
• 6M: -12.71%
• 1Y: 13.98%
• 3Y*: 22.87%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QGRW vs. XNGS.L - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than XNGS.L's 0.35% expense ratio.

XNGS.L

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C

QGRW

WisdomTree U.S. Quality Growth Fund

Return for Risk

QGRW vs. XNGS.L — Risk / Return Rank

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

QGRW

QGRW Risk / Return Rank: 53
QGRW Sharpe Ratio Rank: 49
QGRW Sortino Ratio Rank: 53
QGRW Omega Ratio Rank: 52
QGRW Calmar Ratio Rank: 56
QGRW Martin Ratio Rank: 55

XNGS.L

XNGS.L Risk / Return Rank: 25
XNGS.L Sharpe Ratio Rank: 27
XNGS.L Sortino Ratio Rank: 28
XNGS.L Omega Ratio Rank: 26
XNGS.L Calmar Ratio Rank: 22
XNGS.L Martin Ratio Rank: 21

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.

QGRW vs. XNGS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.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.

	QGRW	XNGS.L	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.65	+0.27
Sortino ratio Return per unit of downside risk	1.45	1.05	+0.40
Omega ratio Gain probability vs. loss probability	1.20	1.14	+0.07
Calmar ratio Return relative to maximum drawdown	1.51	0.64	+0.87
Martin ratio Return relative to average drawdown	5.66	1.88	+3.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QGRW vs. XNGS.L - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 0.91, which is higher than the XNGS.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of QGRW and XNGS.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.

Sharpe Ratios by Period

	QGRW	XNGS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	0.65	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	0.96	+0.36

Correlation

The correlation between QGRW and XNGS.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

QGRW vs. XNGS.L - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.09%, while XNGS.L has not paid dividends to shareholders.

	TTM	2025	2024	2023
QGRW WisdomTree U.S. Quality Growth Fund	0.09%	0.09%	0.14%	0.11%
XNGS.L Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%

Drawdowns

QGRW vs. XNGS.L - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, roughly equal to the maximum XNGS.L drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for QGRW and XNGS.L.

Drawdown Indicators

	QGRW	XNGS.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-24.85%	+0.45%
Max Drawdown (1Y) Largest decline over 1 year	-15.44%	-20.19%	+4.75%
Current Drawdown Current decline from peak	-10.67%	-17.11%	+6.44%
Average Drawdown Average peak-to-trough decline	-3.33%	-5.27%	+1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	7.46%	-3.34%

Volatility

QGRW vs. XNGS.L - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 7.91% compared to Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) at 6.57%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than XNGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QGRW	XNGS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	6.57%	+1.34%
Volatility (6M) Calculated over the trailing 6-month period	13.96%	13.62%	+0.34%
Volatility (1Y) Calculated over the trailing 1-year period	24.20%	21.54%	+2.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.23%	21.41%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.23%	21.41%	-0.18%