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XB4F.DE vs. XNGI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XB4F.DE vs. XNGI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.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, XB4F.DE achieves a 0.35% return, which is significantly lower than XNGI.DE's 12.63% return.


XB4F.DE

1D
0.04%
1M
-0.46%
6M
-0.05%
YTD
0.35%
1Y
1.07%
3Y*
4.08%
5Y*
-0.19%
10Y*
0.83%

XNGI.DE

1D
0.00%
1M
-1.92%
6M
12.84%
YTD
12.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB4F.DE vs. XNGI.DE - Yearly Performance Comparison


Correlation

The correlation between XB4F.DE and XNGI.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.34

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Return for Risk

XB4F.DE vs. XNGI.DE — Risk / Return Rank

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

XB4F.DE
XB4F.DE Risk / Return Rank: 1616
Overall Rank
XB4F.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XB4F.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XB4F.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XB4F.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XB4F.DE Martin Ratio Rank: 1818
Martin Ratio Rank

XNGI.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XB4F.DE vs. XNGI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.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.


XB4F.DEXNGI.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.40

Martin ratioReturn relative to average drawdown

1.29

XB4F.DE vs. XNGI.DE - Sharpe Ratio Comparison


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Drawdowns

XB4F.DE vs. XNGI.DE - Drawdown Comparison

The maximum XB4F.DE drawdown since its inception was -16.97%, smaller than the maximum XNGI.DE drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for XB4F.DE and XNGI.DE.


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Drawdown Indicators


XB4F.DEXNGI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

-18.97%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.97%

Max Drawdown (10Y)

Largest decline over 10 years

-16.97%

Current Drawdown

Current decline from peak

-1.58%

-5.92%

+4.34%

Average Drawdown

Average peak-to-trough decline

-2.90%

-5.80%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

Volatility

XB4F.DE vs. XNGI.DE - Volatility Comparison


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Volatility by Period


XB4F.DEXNGI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

19.82%

-16.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

19.82%

-15.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

19.82%

-14.69%

XB4F.DE vs. XNGI.DE - Expense Ratio Comparison

XB4F.DE has a 0.16% expense ratio, which is lower than XNGI.DE's 0.30% expense ratio.


Dividends

XB4F.DE vs. XNGI.DE - Dividend Comparison

XB4F.DE's dividend yield for the trailing twelve months is around 2.63%, while XNGI.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XB4F.DE
Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF
2.63%2.44%2.59%1.66%1.30%2.23%0.43%0.59%0.62%
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XB4F.DE and XNGI.DE 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, XB4F.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XB4F.DE is cheaper with a 0.16% expense ratio, compared with 0.30% for XNGI.DE.

XB4F.DE is categorized as European Corporate Bonds, while XNGI.DE is Technology Equities. XB4F.DE tracks Bloomberg MSCI Euro Corporate SRI PAB, while XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Their fees differ too: 0.16% for XB4F.DE and 0.30% for XNGI.DE.

Portfolio Optimizer

Find the right allocation for XB4F.DE and XNGI.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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