XDG3.DE vs. XNGI.DE
XDG3.DE (Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C) and XNGI.DE (Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C) are both exchange-traded funds - XDG3.DE is a Health & Biotech Equities fund tracking the MSCI ACWI IMI SDG 3 Good Health and Well-being Select, while XNGI.DE is a Technology Equities fund tracking the MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Both are passively managed. Over the past 3 years, XDG3.DE returned 1.94%/yr vs 27.17%/yr for XNGI.DE. At a 0.29 correlation, their price movements are largely independent. XDG3.DE charges 0.35%/yr vs 0.30%/yr for XNGI.DE.
Performance
XDG3.DE vs. XNGI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDG3.DE achieves a -6.02% return, which is significantly lower than XNGI.DE's 17.43% return.
XDG3.DE
- 1D
- 2.88%
- 1M
- 2.53%
- YTD
- -6.02%
- 6M
- -6.54%
- 1Y
- 2.67%
- 3Y*
- 1.94%
- 5Y*
- —
- 10Y*
- —
XNGI.DE
- 1D
- -1.17%
- 1M
- 11.22%
- YTD
- 17.43%
- 6M
- 15.47%
- 1Y
- 29.49%
- 3Y*
- 27.17%
- 5Y*
- —
- 10Y*
- —
XDG3.DE vs. XNGI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDG3.DE Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C | -6.02% | 1.47% | 9.58% | 2.52% |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 17.43% | 7.77% | 43.41% | 29.66% |
Correlation
The correlation between XDG3.DE and XNGI.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.29 |
The correlation between XDG3.DE and XNGI.DE shifts across timeframes, from 0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDG3.DE vs. XNGI.DE — Risk / Return Rank
XDG3.DE
XNGI.DE
XDG3.DE vs. XNGI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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.
| XDG3.DE | XNGI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.29 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.60 | -1.42 |
| Martin ratioReturn relative to average drawdown | 0.44 | 4.10 | -3.66 |
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
| XDG3.DE | XNGI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.66 | -1.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.20 | -1.04 |
Drawdowns
XDG3.DE vs. XNGI.DE - Drawdown Comparison
The maximum XDG3.DE drawdown since its inception was -20.49%, smaller than the maximum XNGI.DE drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for XDG3.DE and XNGI.DE.
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Drawdown Indicators
| XDG3.DE | XNGI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.49% | -27.91% | +7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -18.97% | +5.66% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -27.91% | +7.42% |
Current DrawdownCurrent decline from peak | -11.91% | -1.91% | -10.00% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -6.21% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 7.40% | -2.11% |
Volatility
XDG3.DE vs. XNGI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) is 4.95%, while Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a volatility of 5.48%. This indicates that XDG3.DE experiences smaller price fluctuations and is considered to be less risky than XNGI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDG3.DE | XNGI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.48% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 13.40% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 18.27% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 20.70% | -7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.31% | 20.70% | -7.39% |
XDG3.DE vs. XNGI.DE - Expense Ratio Comparison
XDG3.DE has a 0.35% expense ratio, which is higher than XNGI.DE's 0.30% expense ratio.
Dividends
XDG3.DE vs. XNGI.DE - Dividend Comparison
Neither XDG3.DE nor XNGI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDG3.DE and XNGI.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNGI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNGI.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XDG3.DE.
XDG3.DE is categorized as Health & Biotech Equities, while XNGI.DE is Technology Equities. XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select, while XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Their fees differ too: 0.35% for XDG3.DE and 0.30% for XNGI.DE.
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