SGAS.DE vs. NDIA
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and NDIA (Global X Funds - Global X India Active ETF) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while NDIA is a Asia Pacific Equities fund actively managed by Global X. SGAS.DE is passively managed, while NDIA is actively managed. Over the past year, SGAS.DE returned 26.08% vs -13.23% for NDIA. At a 0.29 correlation, their price movements are largely independent. SGAS.DE charges 0.07%/yr vs 0.76%/yr for NDIA.
Performance
SGAS.DE vs. NDIA - Performance Comparison
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Different Trading Currencies
SGAS.DE is traded in EUR, while NDIA is traded in USD. To make them comparable, the NDIA values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly higher than NDIA's -11.52% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
NDIA
- 1D
- -0.70%
- 1M
- -4.59%
- YTD
- -11.52%
- 6M
- -12.05%
- 1Y
- -13.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGAS.DE vs. NDIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 9.99% |
NDIA Global X Funds - Global X India Active ETF | -11.52% | -7.43% | 12.73% | 11.04% |
Correlation
The correlation between SGAS.DE and NDIA is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2023 | 0.29 |
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Return for Risk
SGAS.DE vs. NDIA — Risk / Return Rank
SGAS.DE
NDIA
SGAS.DE vs. NDIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and Global X Funds - Global X India Active ETF (NDIA). 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.
| SGAS.DE | NDIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.96 | ||
| Sortino ratioReturn per unit of downside risk | +4.06 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.87 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | -0.77 | +3.85 |
| Martin ratioReturn relative to average drawdown | 10.78 | -1.69 | +12.46 |
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
| SGAS.DE | NDIA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | -0.85 | +2.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.06 | +0.87 |
Drawdowns
SGAS.DE vs. NDIA - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, which is greater than NDIA's maximum drawdown of -24.43%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and NDIA.
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Drawdown Indicators
| SGAS.DE | NDIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -24.43% | -9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -17.18% | +8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -22.38% | +21.96% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -8.03% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 7.86% | -5.42% |
Volatility
SGAS.DE vs. NDIA - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.03%, while Global X Funds - Global X India Active ETF (NDIA) has a volatility of 5.59%. This indicates that SGAS.DE experiences smaller price fluctuations and is considered to be less risky than NDIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAS.DE | NDIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 5.59% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 13.10% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 15.63% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.13% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 16.13% | +1.48% |
SGAS.DE vs. NDIA - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than NDIA's 0.76% expense ratio.
Dividends
SGAS.DE vs. NDIA - Dividend Comparison
SGAS.DE has not paid dividends to shareholders, while NDIA's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NDIA Global X Funds - Global X India Active ETF | 1.26% | 1.10% | 3.66% | 0.28% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGAS.DE and NDIA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.76% for NDIA.
SGAS.DE is categorized as Large Cap Blend Equities, while NDIA is Asia Pacific Equities. They also come from different issuers: iShares and Global X. Their fees differ too: 0.07% for SGAS.DE and 0.76% for NDIA.
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