XDG6.DE vs. XDEQ.DE
XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XDG6.DE is a Water Equities fund tracking the MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, XDG6.DE returned -0.40%/yr vs 15.18%/yr for XDEQ.DE. A 0.62 correlation means they provide meaningful diversification when combined. XDG6.DE charges 0.35%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XDG6.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDG6.DE achieves a -2.76% return, which is significantly lower than XDEQ.DE's 9.48% return.
XDG6.DE
- 1D
- -0.16%
- 1M
- -1.00%
- YTD
- -2.76%
- 6M
- -2.57%
- 1Y
- -5.32%
- 3Y*
- -0.40%
- 5Y*
- —
- 10Y*
- —
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XDG6.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDG6.DE Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C | -2.76% | -6.75% | 5.72% | 3.49% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 15.02% |
Correlation
The correlation between XDG6.DE and XDEQ.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.62 |
The correlation between XDG6.DE and XDEQ.DE has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.
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Return for Risk
XDG6.DE vs. XDEQ.DE — Risk / Return Rank
XDG6.DE
XDEQ.DE
XDG6.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.34 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 3.04 | -3.66 |
| Martin ratioReturn relative to average drawdown | -1.28 | 12.17 | -13.45 |
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
| XDG6.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.46 | 1.78 | -2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.80 | -0.82 |
Drawdowns
XDG6.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XDG6.DE drawdown since its inception was -17.80%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XDG6.DE and XDEQ.DE.
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Drawdown Indicators
| XDG6.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.80% | -32.16% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -6.22% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -20.59% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.16% | — |
Current DrawdownCurrent decline from peak | -15.65% | 0.00% | -15.65% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -4.75% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 1.56% | +2.85% |
Volatility
XDG6.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) has a higher volatility of 7.49% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XDG6.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 2.36% | +5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 7.32% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 10.64% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.80% | 14.12% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.80% | 15.35% | -3.55% |
XDG6.DE vs. XDEQ.DE - Expense Ratio Comparison
XDG6.DE has a 0.35% expense ratio, which is higher than XDEQ.DE's 0.25% expense ratio.
Dividends
XDG6.DE vs. XDEQ.DE - Dividend Comparison
Neither XDG6.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDG6.DE and XDEQ.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for XDG6.DE.
XDG6.DE is categorized as Water Equities, while XDEQ.DE is Global Equities. XDG6.DE tracks MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.35% for XDG6.DE and 0.25% for XDEQ.DE.
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