PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USNZ vs. DELG.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USNZ and DELG.DE is 0.66, 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.


-0.50.00.51.00.7

Performance

USNZ vs. DELG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.20%
8.45%
USNZ
DELG.DE

Key characteristics

Sharpe Ratio

USNZ:

1.60

DELG.DE:

2.12

Sortino Ratio

USNZ:

2.21

DELG.DE:

2.92

Omega Ratio

USNZ:

1.28

DELG.DE:

1.42

Calmar Ratio

USNZ:

2.38

DELG.DE:

3.07

Martin Ratio

USNZ:

9.00

DELG.DE:

12.82

Ulcer Index

USNZ:

2.29%

DELG.DE:

2.19%

Daily Std Dev

USNZ:

12.86%

DELG.DE:

13.28%

Max Drawdown

USNZ:

-18.03%

DELG.DE:

-31.08%

Current Drawdown

USNZ:

-0.20%

DELG.DE:

-0.43%

Returns By Period

In the year-to-date period, USNZ achieves a 4.15% return, which is significantly higher than DELG.DE's 3.46% return.


USNZ

YTD

4.15%

1M

1.81%

6M

7.72%

1Y

21.48%

5Y*

N/A

10Y*

N/A

DELG.DE

YTD

3.46%

1M

1.39%

6M

16.78%

1Y

29.66%

5Y*

15.76%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USNZ vs. DELG.DE - Expense Ratio Comparison

USNZ has a 0.10% expense ratio, which is lower than DELG.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
Expense ratio chart for DELG.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for USNZ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

USNZ vs. DELG.DE — Risk-Adjusted Performance Rank

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

USNZ
The Risk-Adjusted Performance Rank of USNZ is 6868
Overall Rank
The Sharpe Ratio Rank of USNZ is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of USNZ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of USNZ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of USNZ is 7272
Calmar Ratio Rank
The Martin Ratio Rank of USNZ is 7272
Martin Ratio Rank

DELG.DE
The Risk-Adjusted Performance Rank of DELG.DE is 8585
Overall Rank
The Sharpe Ratio Rank of DELG.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DELG.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DELG.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DELG.DE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DELG.DE is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USNZ vs. DELG.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.


Sharpe ratio
The chart of Sharpe ratio for USNZ, currently valued at 1.53, compared to the broader market0.002.004.001.531.74
The chart of Sortino ratio for USNZ, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.0012.002.082.41
The chart of Omega ratio for USNZ, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.32
The chart of Calmar ratio for USNZ, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.222.43
The chart of Martin ratio for USNZ, currently valued at 8.35, compared to the broader market0.0020.0040.0060.0080.00100.008.359.42
USNZ
DELG.DE

The current USNZ Sharpe Ratio is 1.60, which is comparable to the DELG.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of USNZ and DELG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.53
1.74
USNZ
DELG.DE

Dividends

USNZ vs. DELG.DE - Dividend Comparison

USNZ's dividend yield for the trailing twelve months is around 1.10%, while DELG.DE has not paid dividends to shareholders.


TTM202420232022
USNZ
Xtrackers Net Zero Pathway Paris Aligned US Equity ETF
1.10%1.14%1.19%0.51%
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%

Drawdowns

USNZ vs. DELG.DE - Drawdown Comparison

The maximum USNZ drawdown since its inception was -18.03%, smaller than the maximum DELG.DE drawdown of -31.08%. Use the drawdown chart below to compare losses from any high point for USNZ and DELG.DE. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.20%
-0.45%
USNZ
DELG.DE

Volatility

USNZ vs. DELG.DE - Volatility Comparison

Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) have volatilities of 3.20% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.20%
3.05%
USNZ
DELG.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab