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

Performance

XDG6.DE vs. VSGX - 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 Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDG6.DE is traded in EUR, while VSGX is traded in USD. To make them comparable, the VSGX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDG6.DE achieves a -2.76% return, which is significantly lower than VSGX's 13.32% return.


XDG6.DE

1D
-0.16%
1M
-1.00%
YTD
-2.76%
6M
-2.57%
1Y
-5.32%
3Y*
-0.40%
5Y*
10Y*

VSGX

1D
-3.33%
1M
0.09%
YTD
13.32%
6M
14.31%
1Y
26.04%
3Y*
14.93%
5Y*
8.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDG6.DE vs. VSGX - Yearly Performance Comparison


2026 (YTD)202520242023
XDG6.DE
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C
-2.76%-6.75%5.72%3.49%
VSGX
Vanguard ESG International Stock ETF
13.32%15.25%12.70%4.56%

Correlation

The correlation between XDG6.DE and VSGX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.49

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Return for Risk

XDG6.DE vs. VSGX — 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: 44
Overall Rank
XDG6.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
XDG6.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XDG6.DE Omega Ratio Rank: 44
Omega Ratio Rank
XDG6.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
XDG6.DE Martin Ratio Rank: 33
Martin Ratio Rank

VSGX
VSGX Risk / Return Rank: 4747
Overall Rank
VSGX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VSGX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VSGX Omega Ratio Rank: 4949
Omega Ratio Rank
VSGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VSGX Martin Ratio Rank: 5050
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. VSGX - 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 Vanguard ESG International Stock ETF (VSGX). 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.DEVSGXDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

0.93

1.33

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.62

2.44

-3.06

Martin ratioReturn relative to average drawdown

-1.28

9.85

-11.13

XDG6.DE vs. VSGX - Sharpe Ratio Comparison

The current XDG6.DE Sharpe Ratio is -0.46, which is lower than the VSGX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of XDG6.DE and VSGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDG6.DEVSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

1.75

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.53

-0.55

Drawdowns

XDG6.DE vs. VSGX - Drawdown Comparison

The maximum XDG6.DE drawdown since its inception was -17.80%, smaller than the maximum VSGX drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for XDG6.DE and VSGX.


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Drawdown Indicators


XDG6.DEVSGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.80%

-32.56%

+14.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-10.72%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-17.80%

-16.30%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

Current Drawdown

Current decline from peak

-15.65%

-4.04%

-11.61%

Average Drawdown

Average peak-to-trough decline

-6.37%

-5.67%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

2.65%

+1.76%

Volatility

XDG6.DE vs. VSGX - Volatility Comparison

Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) has a higher volatility of 7.49% compared to Vanguard ESG International Stock ETF (VSGX) at 5.80%. This indicates that XDG6.DE's price experiences larger fluctuations and is considered to be riskier than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG6.DEVSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

5.80%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

12.84%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

14.96%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.80%

14.05%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.80%

16.84%

-5.04%

XDG6.DE vs. VSGX - Expense Ratio Comparison

XDG6.DE has a 0.35% expense ratio, which is higher than VSGX's 0.12% expense ratio.


Dividends

XDG6.DE vs. VSGX - Dividend Comparison

XDG6.DE has not paid dividends to shareholders, while VSGX's dividend yield for the trailing twelve months is around 2.97%.


PositionTTM20252024202320222021202020192018
VSGX
Vanguard ESG International Stock ETF
2.97%3.23%3.10%2.77%2.61%2.49%1.67%2.28%0.38%
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%

Frequently Asked Questions


XDG6.DE and VSGX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VSGX is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VSGX is cheaper with a 0.12% expense ratio, compared with 0.35% for XDG6.DE.

XDG6.DE is categorized as Water Equities, while VSGX is Foreign Large Cap Equities. XDG6.DE tracks MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select, while VSGX tracks FTSE Global All Cap ex US Choice Index.. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.35% for XDG6.DE and 0.12% for VSGX.

Portfolio Optimizer

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