XDG7.DE vs. XDEQ.DE
XDG7.DE (Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XDG7.DE is a Energy Equities fund tracking the MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, XDG7.DE returned 4.63%/yr vs 15.18%/yr for XDEQ.DE. At a 0.44 correlation, their price movements are largely independent. XDG7.DE charges 0.35%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XDG7.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDG7.DE achieves a 34.27% return, which is significantly higher than XDEQ.DE's 9.48% return.
XDG7.DE
- 1D
- -2.33%
- 1M
- 2.34%
- YTD
- 34.27%
- 6M
- 33.11%
- 1Y
- 73.03%
- 3Y*
- 4.63%
- 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%
XDG7.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | 34.27% | 23.57% | -15.19% | -25.56% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 15.02% |
Correlation
The correlation between XDG7.DE and XDEQ.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.44 |
The correlation between XDG7.DE and XDEQ.DE has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.
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Return for Risk
XDG7.DE vs. XDEQ.DE — Risk / Return Rank
XDG7.DE
XDEQ.DE
XDG7.DE vs. XDEQ.DE - 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 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.
| XDG7.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.34 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.04 | +1.15 |
| Martin ratioReturn relative to average drawdown | 10.86 | 12.17 | -1.31 |
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
| XDG7.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.78 | +0.62 |
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 | 0.06 | 0.80 | -0.74 |
Drawdowns
XDG7.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XDG7.DE drawdown since its inception was -48.68%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XDG7.DE and XDEQ.DE.
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Drawdown Indicators
| XDG7.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.68% | -32.16% | -16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -17.21% | -6.22% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -43.66% | -20.59% | -23.07% |
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 | -2.95% | 0.00% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -26.59% | -4.75% | -21.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 1.56% | +5.08% |
Volatility
XDG7.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) has a higher volatility of 7.88% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XDG7.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
| XDG7.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 2.36% | +5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 7.32% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 10.64% | +19.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.08% | 14.12% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.08% | 15.35% | +8.73% |
XDG7.DE vs. XDEQ.DE - Expense Ratio Comparison
XDG7.DE has a 0.35% expense ratio, which is higher than XDEQ.DE's 0.25% expense ratio.
Dividends
XDG7.DE vs. XDEQ.DE - Dividend Comparison
Neither XDG7.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDG7.DE and XDEQ.DE have a correlation of 0.53, 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 XDG7.DE.
XDG7.DE is categorized as Energy Equities, while XDEQ.DE is Global Equities. XDG7.DE tracks MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.35% for XDG7.DE and 0.25% for XDEQ.DE.
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