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UPGR vs. XOEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPGR vs. XOEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US Green Infrastructure Select Equity ETF (UPGR) and Xtrackers S&P 100 Ex Top 20 ETF (XOEX). The values are adjusted to include any dividend payments, if applicable.

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UPGR vs. XOEX - Yearly Performance Comparison


2026 (YTD)202520242023
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
-2.32%35.25%-14.72%-15.29%
XOEX
Xtrackers S&P 100 Ex Top 20 ETF
-2.88%18.97%12.07%6.96%

Returns By Period

In the year-to-date period, UPGR achieves a -2.32% return, which is significantly higher than XOEX's -2.88% return.


UPGR

1D
3.87%
1M
-5.34%
YTD
-2.32%
6M
1.97%
1Y
56.16%
3Y*
5Y*
10Y*

XOEX

1D
1.95%
1M
-4.22%
YTD
-2.88%
6M
2.07%
1Y
12.13%
3Y*
14.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPGR vs. XOEX - Expense Ratio Comparison

UPGR has a 0.35% expense ratio, which is higher than XOEX's 0.15% expense ratio.


Return for Risk

UPGR vs. XOEX — Risk / Return Rank

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

UPGR
UPGR Risk / Return Rank: 8484
Overall Rank
UPGR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UPGR Sortino Ratio Rank: 8787
Sortino Ratio Rank
UPGR Omega Ratio Rank: 7575
Omega Ratio Rank
UPGR Calmar Ratio Rank: 9292
Calmar Ratio Rank
UPGR Martin Ratio Rank: 7878
Martin Ratio Rank

XOEX
XOEX Risk / Return Rank: 4343
Overall Rank
XOEX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XOEX Sortino Ratio Rank: 4040
Sortino Ratio Rank
XOEX Omega Ratio Rank: 4242
Omega Ratio Rank
XOEX Calmar Ratio Rank: 4343
Calmar Ratio Rank
XOEX Martin Ratio Rank: 4949
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.

UPGR vs. XOEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US Green Infrastructure Select Equity ETF (UPGR) and Xtrackers S&P 100 Ex Top 20 ETF (XOEX). 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.


UPGRXOEXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.80

+0.95

Sortino ratio

Return per unit of downside risk

2.40

1.19

+1.21

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

3.39

1.15

+2.24

Martin ratio

Return relative to average drawdown

8.60

4.82

+3.77

UPGR vs. XOEX - Sharpe Ratio Comparison

The current UPGR Sharpe Ratio is 1.74, which is higher than the XOEX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of UPGR and XOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UPGRXOEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.80

+0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

1.03

-1.08

Correlation

The correlation between UPGR and XOEX is 0.63, 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

UPGR vs. XOEX - Dividend Comparison

UPGR's dividend yield for the trailing twelve months is around 0.34%, less than XOEX's 1.80% yield.


TTM2025202420232022
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
0.34%0.39%1.16%0.32%0.00%
XOEX
Xtrackers S&P 100 Ex Top 20 ETF
1.80%1.95%2.09%1.72%0.42%

Drawdowns

UPGR vs. XOEX - Drawdown Comparison

The maximum UPGR drawdown since its inception was -46.60%, which is greater than XOEX's maximum drawdown of -14.68%. Use the drawdown chart below to compare losses from any high point for UPGR and XOEX.


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Drawdown Indicators


UPGRXOEXDifference

Max Drawdown

Largest peak-to-trough decline

-46.60%

-14.68%

-31.92%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-11.55%

-5.00%

Current Drawdown

Current decline from peak

-13.32%

-5.51%

-7.81%

Average Drawdown

Average peak-to-trough decline

-21.53%

-2.72%

-18.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

2.76%

+3.76%

Volatility

UPGR vs. XOEX - Volatility Comparison

Xtrackers US Green Infrastructure Select Equity ETF (UPGR) has a higher volatility of 8.80% compared to Xtrackers S&P 100 Ex Top 20 ETF (XOEX) at 4.01%. This indicates that UPGR's price experiences larger fluctuations and is considered to be riskier than XOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPGRXOEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

4.01%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

8.29%

+15.56%

Volatility (1Y)

Calculated over the trailing 1-year period

32.40%

15.34%

+17.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.49%

13.49%

+17.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.49%

13.49%

+17.00%