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XDNS.L vs. XGLE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDNS.L vs. XGLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDNS.L achieves a 15.48% return, which is significantly higher than XGLE.L's -0.67% return. Over the past 10 years, XDNS.L has outperformed XGLE.L with an annualized return of 9.68%, while XGLE.L has yielded a comparatively lower 0.62% annualized return.


XDNS.L

1D
-0.57%
1M
6.27%
YTD
15.48%
6M
14.59%
1Y
32.42%
3Y*
14.60%
5Y*
9.38%
10Y*
9.68%

XGLE.L

1D
0.19%
1M
0.83%
YTD
-0.67%
6M
-0.96%
1Y
2.65%
3Y*
2.50%
5Y*
-2.15%
10Y*
0.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDNS.L vs. XGLE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
15.48%16.58%9.87%11.58%-7.42%1.12%12.12%14.51%-10.22%14.74%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.67%5.95%-2.94%4.66%-14.01%-9.34%10.68%0.57%1.78%4.23%

Correlation

The correlation between XDNS.L and XGLE.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2015

0.13

The correlation between XDNS.L and XGLE.L shifts across timeframes, from 0.08 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XDNS.L vs. XGLE.L — Risk / Return Rank

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

XDNS.L
XDNS.L Risk / Return Rank: 6767
Overall Rank
XDNS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6464
Martin Ratio Rank

XGLE.L
XGLE.L Risk / Return Rank: 99
Overall Rank
XGLE.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 88
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 99
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.

XDNS.L vs. XGLE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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.


XDNS.LXGLE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.39

1.08

+0.30

Calmar ratioReturn relative to maximum drawdown

3.81

0.58

+3.23

Martin ratioReturn relative to average drawdown

11.43

1.30

+10.13

XDNS.L vs. XGLE.L - Sharpe Ratio Comparison

The current XDNS.L Sharpe Ratio is 2.09, which is higher than the XGLE.L Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of XDNS.L and XGLE.L, 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


XDNS.LXGLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

0.47

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.29

+0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.07

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.24

+0.36

Drawdowns

XDNS.L vs. XGLE.L - Drawdown Comparison

The maximum XDNS.L drawdown since its inception was -24.75%, smaller than the maximum XGLE.L drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for XDNS.L and XGLE.L.


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Drawdown Indicators


XDNS.LXGLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-26.78%

+2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-4.53%

-6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.32%

-6.20%

-8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.29%

-20.99%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

-26.78%

+2.03%

Current Drawdown

Current decline from peak

-0.57%

-18.89%

+18.32%

Average Drawdown

Average peak-to-trough decline

-5.35%

-10.13%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

2.04%

+2.00%

Volatility

XDNS.L vs. XGLE.L - Volatility Comparison

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) has a higher volatility of 3.89% compared to Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) at 2.02%. This indicates that XDNS.L's price experiences larger fluctuations and is considered to be riskier than XGLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDNS.LXGLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

2.02%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

4.33%

+10.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

5.58%

+13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

7.50%

+10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

8.54%

+8.77%

XDNS.L vs. XGLE.L - Expense Ratio Comparison

Both XDNS.L and XGLE.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDNS.L vs. XGLE.L - Dividend Comparison

XDNS.L's dividend yield for the trailing twelve months is around 1.43%, while XGLE.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
1.43%1.63%1.65%1.81%2.83%1.46%1.79%1.77%1.20%1.97%0.64%
XGLE.L
Xtrackers Eurozone Government Bond 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%

Frequently Asked Questions


XDNS.L and XGLE.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDNS.L and XGLE.L have the same expense ratio: 0.15% per year.

XDNS.L is categorized as Japan Equities, while XGLE.L is European Government Bonds. XDNS.L tracks TOPIX TR JPY, while XGLE.L tracks Bloomberg Euro Agg Govt TR EUR.

Portfolio Optimizer

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