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XDG6.DE vs. IQQQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDG6.DE vs. IQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) and iShares Global Water UCITS ETF (IQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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XDG6.DE vs. IQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDG6.DE
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C
0.35%-6.75%5.72%3.49%
IQQQ.DE
iShares Global Water UCITS ETF
2.67%5.27%10.22%3.66%

Returns By Period

In the year-to-date period, XDG6.DE achieves a 0.35% return, which is significantly lower than IQQQ.DE's 2.67% return.


XDG6.DE

1D
0.45%
1M
-2.34%
YTD
0.35%
6M
0.21%
1Y
-4.87%
3Y*
1.53%
5Y*
10Y*

IQQQ.DE

1D
0.21%
1M
-2.77%
YTD
2.67%
6M
2.69%
1Y
8.57%
3Y*
8.20%
5Y*
7.13%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDG6.DE vs. IQQQ.DE - Expense Ratio Comparison

XDG6.DE has a 0.35% expense ratio, which is lower than IQQQ.DE's 0.65% expense ratio.


Return for Risk

XDG6.DE vs. IQQQ.DE — Risk / Return Rank

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

XDG6.DE
XDG6.DE Risk / Return Rank: 66
Overall Rank
XDG6.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XDG6.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XDG6.DE Omega Ratio Rank: 55
Omega Ratio Rank
XDG6.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XDG6.DE Martin Ratio Rank: 66
Martin Ratio Rank

IQQQ.DE
IQQQ.DE Risk / Return Rank: 3333
Overall Rank
IQQQ.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IQQQ.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
IQQQ.DE Omega Ratio Rank: 2727
Omega Ratio Rank
IQQQ.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
IQQQ.DE Martin Ratio Rank: 3737
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.

XDG6.DE vs. IQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) and iShares Global Water UCITS ETF (IQQQ.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.


XDG6.DEIQQQ.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.38

0.61

-0.99

Sortino ratio

Return per unit of downside risk

-0.42

0.89

-1.31

Omega ratio

Gain probability vs. loss probability

0.94

1.12

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.36

1.36

-1.72

Martin ratio

Return relative to average drawdown

-0.64

4.19

-4.82

XDG6.DE vs. IQQQ.DE - Sharpe Ratio Comparison

The current XDG6.DE Sharpe Ratio is -0.38, which is lower than the IQQQ.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XDG6.DE and IQQQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDG6.DEIQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

0.61

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.51

-0.45

Correlation

The correlation between XDG6.DE and IQQQ.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDG6.DE vs. IQQQ.DE - Dividend Comparison

XDG6.DE has not paid dividends to shareholders, while IQQQ.DE's dividend yield for the trailing twelve months is around 1.52%.


TTM20252024202320222021202020192018201720162015
XDG6.DE
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation 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%
IQQQ.DE
iShares Global Water UCITS ETF
1.52%1.56%1.12%1.31%1.17%1.88%1.16%1.55%2.08%1.76%1.85%1.79%

Drawdowns

XDG6.DE vs. IQQQ.DE - Drawdown Comparison

The maximum XDG6.DE drawdown since its inception was -17.80%, smaller than the maximum IQQQ.DE drawdown of -48.04%. Use the drawdown chart below to compare losses from any high point for XDG6.DE and IQQQ.DE.


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Drawdown Indicators


XDG6.DEIQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.80%

-48.04%

+30.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-8.97%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-12.95%

-4.84%

-8.11%

Average Drawdown

Average peak-to-trough decline

-5.93%

-7.78%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

2.60%

+1.86%

Volatility

XDG6.DE vs. IQQQ.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) is 3.73%, while iShares Global Water UCITS ETF (IQQQ.DE) has a volatility of 4.41%. This indicates that XDG6.DE experiences smaller price fluctuations and is considered to be less risky than IQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG6.DEIQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

4.41%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

8.13%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.84%

14.01%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.25%

14.42%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.25%

15.16%

-3.91%