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XDG7.DE vs. INRG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDG7.DE vs. INRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L). The values are adjusted to include any dividend payments, if applicable.

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XDG7.DE vs. INRG.L - Yearly Performance Comparison


2026 (YTD)202520242023
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
15.98%23.57%-15.19%-25.56%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
12.58%27.72%-20.75%-21.72%
Different Trading Currencies

XDG7.DE is traded in EUR, while INRG.L is traded in GBp. To make them comparable, the INRG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDG7.DE achieves a 15.98% return, which is significantly higher than INRG.L's 12.58% return.


XDG7.DE

1D
0.30%
1M
6.29%
YTD
15.98%
6M
22.10%
1Y
51.91%
3Y*
-1.11%
5Y*
10Y*

INRG.L

1D
-0.91%
1M
3.79%
YTD
12.58%
6M
17.40%
1Y
50.03%
3Y*
-2.76%
5Y*
-4.20%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDG7.DE vs. INRG.L - Expense Ratio Comparison

XDG7.DE has a 0.35% expense ratio, which is lower than INRG.L's 0.65% expense ratio.


Return for Risk

XDG7.DE vs. INRG.L — Risk / Return Rank

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

XDG7.DE
XDG7.DE Risk / Return Rank: 8282
Overall Rank
XDG7.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6666
Martin Ratio Rank

INRG.L
INRG.L Risk / Return Rank: 9393
Overall Rank
INRG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INRG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
INRG.L Omega Ratio Rank: 9090
Omega Ratio Rank
INRG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
INRG.L Martin Ratio Rank: 9191
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.

XDG7.DE vs. INRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L). 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.


XDG7.DEINRG.LDifference

Sharpe ratio

Return per unit of total volatility

1.67

2.11

-0.44

Sortino ratio

Return per unit of downside risk

2.39

2.88

-0.49

Omega ratio

Gain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratio

Return relative to maximum drawdown

3.22

4.29

-1.07

Martin ratio

Return relative to average drawdown

8.24

13.12

-4.88

XDG7.DE vs. INRG.L - Sharpe Ratio Comparison

The current XDG7.DE Sharpe Ratio is 1.67, which is comparable to the INRG.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of XDG7.DE and INRG.L, 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


XDG7.DEINRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

2.11

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

-0.06

-0.07

Correlation

The correlation between XDG7.DE and INRG.L is 0.90, 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

XDG7.DE vs. INRG.L - Dividend Comparison

XDG7.DE has not paid dividends to shareholders, while INRG.L's dividend yield for the trailing twelve months is around 1.57%.


TTM20252024202320222021202020192018201720162015
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy 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%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
1.57%1.77%1.58%1.00%0.62%1.01%0.61%2.05%3.68%3.69%3.65%3.90%

Drawdowns

XDG7.DE vs. INRG.L - Drawdown Comparison

The maximum XDG7.DE drawdown since its inception was -48.68%, smaller than the maximum INRG.L drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for XDG7.DE and INRG.L.


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Drawdown Indicators


XDG7.DEINRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-84.98%

+36.30%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-12.38%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-57.38%

Max Drawdown (10Y)

Largest decline over 10 years

-65.47%

Current Drawdown

Current decline from peak

-10.67%

-41.27%

+30.60%

Average Drawdown

Average peak-to-trough decline

-27.83%

-56.69%

+28.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.72%

4.19%

+2.53%

Volatility

XDG7.DE vs. INRG.L - Volatility Comparison

The current volatility for Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) is 4.69%, while iShares Global Clean Energy UCITS ETF USD (Dist) (INRG.L) has a volatility of 7.31%. This indicates that XDG7.DE experiences smaller price fluctuations and is considered to be less risky than INRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG7.DEINRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

7.31%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

26.56%

18.49%

+8.07%

Volatility (1Y)

Calculated over the trailing 1-year period

30.96%

23.57%

+7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

25.06%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

25.45%

-1.32%