PortfoliosLab logoPortfoliosLab logo
XDDX.DE vs. XNGI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDDX.DE vs. XNGI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than XNGI.DE's 12.63% return.


XDDX.DE

1D
-0.44%
1M
-0.25%
6M
2.82%
YTD
3.88%
1Y
6.10%
3Y*
14.27%
5Y*
8.66%
10Y*
8.72%

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)

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


Correlation

The correlation between XDDX.DE and XNGI.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

XDDX.DE
XDDX.DE Risk / Return Rank: 1717
Overall Rank
XDDX.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XDDX.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XDDX.DE Omega Ratio Rank: 1616
Omega Ratio Rank
XDDX.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XDDX.DE Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.51

Martin ratioReturn relative to average drawdown

1.44

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


Loading charts...

Drawdowns

XDDX.DE vs. XNGI.DE - Drawdown Comparison

The maximum XDDX.DE drawdown since its inception was -38.74%, which is greater than XNGI.DE's maximum drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and XNGI.DE.


Loading charts...

Drawdown Indicators


XDDX.DEXNGI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.74%

-18.97%

-19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

Max Drawdown (5Y)

Largest decline over 5 years

-27.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.74%

Current Drawdown

Current decline from peak

-2.10%

-5.92%

+3.82%

Average Drawdown

Average peak-to-trough decline

-7.09%

-5.80%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

Volatility

XDDX.DE vs. XNGI.DE - Volatility Comparison


Loading charts...

Volatility by Period


XDDX.DEXNGI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

19.82%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

19.82%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

19.82%

-1.75%

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

XDDX.DE has a 0.09% expense ratio, which is lower than XNGI.DE's 0.30% expense ratio.


Dividends

XDDX.DE vs. XNGI.DE - Dividend Comparison

XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while XNGI.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D
2.31%2.40%2.68%3.34%5.35%2.05%3.14%2.81%2.34%2.16%1.40%1.06%
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%0.00%0.00%0.00%

Frequently Asked Questions


XDDX.DE and XNGI.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for XNGI.DE.

XDDX.DE is categorized as Europe Equities, while XNGI.DE is Technology Equities. XDDX.DE tracks FSE DAX TR EUR, while XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Their fees differ too: 0.09% for XDDX.DE and 0.30% for XNGI.DE.

Portfolio Optimizer

Find the right allocation for XDDX.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.

Open Portfolio Optimizer