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XB4A.DE vs. CG1G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XB4A.DE vs. CG1G.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XB4A.DE achieves a 24.81% return, which is significantly higher than CG1G.DE's 1.56% return. Over the past 10 years, XB4A.DE has outperformed CG1G.DE with an annualized return of 14.71%, while CG1G.DE has yielded a comparatively lower 8.99% annualized return.


XB4A.DE

1D
-0.62%
1M
1.14%
6M
22.10%
YTD
24.81%
1Y
48.60%
3Y*
31.52%
5Y*
18.18%
10Y*
14.71%

CG1G.DE

1D
-0.48%
1M
0.39%
6M
-1.47%
YTD
1.56%
1Y
3.43%
3Y*
15.23%
5Y*
9.40%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB4A.DE vs. CG1G.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XB4A.DE
Xtrackers ATX UCITS ETF (Acc)
24.81%51.29%11.01%14.27%-16.45%42.39%-10.86%19.79%-17.99%32.88%
CG1G.DE
Amundi ETF DAX UCITS ETF DR (Acc)
1.56%22.68%18.23%19.47%-12.77%15.19%3.12%24.73%-18.14%12.10%

Correlation

The correlation between XB4A.DE and CG1G.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2011

0.70

The correlation between XB4A.DE and CG1G.DE has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.

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Return for Risk

XB4A.DE vs. CG1G.DE — Risk / Return Rank

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

XB4A.DE
XB4A.DE Risk / Return Rank: 9191
Overall Rank
XB4A.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XB4A.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
XB4A.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XB4A.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XB4A.DE Martin Ratio Rank: 8888
Martin Ratio Rank

CG1G.DE
CG1G.DE Risk / Return Rank: 1313
Overall Rank
CG1G.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CG1G.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
CG1G.DE Omega Ratio Rank: 1212
Omega Ratio Rank
CG1G.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
CG1G.DE Martin Ratio Rank: 1414
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.

XB4A.DE vs. CG1G.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XB4A.DECG1G.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.45

Omega ratioGain probability vs. loss probability

1.46

1.05

+0.41

Calmar ratioReturn relative to maximum drawdown

4.44

0.28

+4.17

Martin ratioReturn relative to average drawdown

15.07

0.87

+14.19

XB4A.DE vs. CG1G.DE - Sharpe Ratio Comparison

The current XB4A.DE Sharpe Ratio is 2.75, which is higher than the CG1G.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of XB4A.DE and CG1G.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XB4A.DE vs. CG1G.DE - Drawdown Comparison

The maximum XB4A.DE drawdown since its inception was -53.54%, which is greater than CG1G.DE's maximum drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for XB4A.DE and CG1G.DE.


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Drawdown Indicators


XB4A.DECG1G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-38.41%

-15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-12.34%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-15.88%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-26.68%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-53.54%

-38.41%

-15.13%

Current Drawdown

Current decline from peak

-1.85%

-3.17%

+1.32%

Average Drawdown

Average peak-to-trough decline

-9.88%

-7.18%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.93%

-0.71%

Volatility

XB4A.DE vs. CG1G.DE - Volatility Comparison

Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a higher volatility of 5.22% compared to Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) at 4.60%. This indicates that XB4A.DE's price experiences larger fluctuations and is considered to be riskier than CG1G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XB4A.DECG1G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

4.60%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

13.63%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

16.38%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

17.23%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

18.02%

+2.13%

XB4A.DE vs. CG1G.DE - Expense Ratio Comparison

XB4A.DE has a 0.25% expense ratio, which is higher than CG1G.DE's 0.10% 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

XB4A.DE vs. CG1G.DE - Dividend Comparison

Neither XB4A.DE nor CG1G.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XB4A.DE and CG1G.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CG1G.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CG1G.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XB4A.DE.

XB4A.DE tracks ATX Index, while CG1G.DE tracks DAX Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XB4A.DE and 0.10% for CG1G.DE.

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