XDBG.L vs. NTSG.DE
XDBG.L (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - XDBG.L is a Commodities fund tracking the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged), while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, XDBG.L returned 44.88% vs 23.97% for NTSG.DE. At a correlation of -0.04, they often move in opposite directions. XDBG.L charges 0.39%/yr vs 0.25%/yr for NTSG.DE.
Performance
XDBG.L vs. NTSG.DE - Performance Comparison
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Different Trading Currencies
XDBG.L is traded in GBp, while NTSG.DE is traded in EUR. To make them comparable, the NTSG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDBG.L achieves a 23.03% return, which is significantly higher than NTSG.DE's 8.07% return.
XDBG.L
- 1D
- -0.42%
- 1M
- 0.58%
- YTD
- 23.03%
- 6M
- 26.01%
- 1Y
- 44.88%
- 3Y*
- 18.96%
- 5Y*
- 14.38%
- 10Y*
- 8.57%
NTSG.DE
- 1D
- 0.16%
- 1M
- 5.44%
- YTD
- 8.07%
- 6M
- 6.83%
- 1Y
- 23.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDBG.L vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDBG.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged | 23.03% | 25.68% | 2.24% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.07% | 13.77% | -0.31% |
Correlation
The correlation between XDBG.L and NTSG.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | -0.04 |
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Return for Risk
XDBG.L vs. NTSG.DE — Risk / Return Rank
XDBG.L
NTSG.DE
XDBG.L vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.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.
| XDBG.L | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.40 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.55 | +1.23 |
| Martin ratioReturn relative to average drawdown | 13.39 | 12.44 | +0.95 |
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
| XDBG.L | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.25 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 1.05 | -0.97 |
Drawdowns
XDBG.L vs. NTSG.DE - Drawdown Comparison
The maximum XDBG.L drawdown since its inception was -64.69%, which is greater than NTSG.DE's maximum drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for XDBG.L and NTSG.DE.
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Drawdown Indicators
| XDBG.L | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.69% | -17.44% | -47.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -6.73% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | — | — |
Current DrawdownCurrent decline from peak | -2.78% | 0.00% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -35.22% | -2.87% | -32.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.92% | +1.42% |
Volatility
XDBG.L vs. NTSG.DE - Volatility Comparison
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) has a higher volatility of 4.24% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.54%. This indicates that XDBG.L's price experiences larger fluctuations and is considered to be riskier than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDBG.L | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.54% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 8.08% | +7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.76% | 10.63% | +7.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 13.39% | +5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 13.39% | +2.62% |
XDBG.L vs. NTSG.DE - Expense Ratio Comparison
XDBG.L has a 0.39% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
XDBG.L vs. NTSG.DE - Dividend Comparison
Neither XDBG.L nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
XDBG.L and NTSG.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for XDBG.L.
XDBG.L is categorized as Commodities, while NTSG.DE is Global Allocation. XDBG.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged), while NTSG.DE tracks WisdomTree Global Efficient Core Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.39% for XDBG.L and 0.25% for NTSG.DE.
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