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

Performance

XDNS.L vs. XNNS.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 MSCI Innovation UCITS ETF 1C (XNNS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
7.90%16.58%9.87%11.58%0.70%
XNNS.L
Xtrackers MSCI Innovation UCITS ETF 1C
-8.73%6.27%24.09%26.71%-12.09%
Different Trading Currencies

XDNS.L is traded in GBp, while XNNS.L is traded in GBP. To make them comparable, the XNNS.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 7.90% return, which is significantly higher than XNNS.L's -8.73% return.


XDNS.L

1D
4.30%
1M
2.37%
YTD
7.90%
6M
12.34%
1Y
28.80%
3Y*
13.79%
5Y*
7.50%
10Y*
9.40%

XNNS.L

1D
0.18%
1M
-1.78%
YTD
-8.73%
6M
-9.02%
1Y
5.92%
3Y*
10.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDNS.L has a 0.15% expense ratio, which is lower than XNNS.L's 0.35% expense ratio.


Return for Risk

XDNS.L vs. XNNS.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: 7979
Overall Rank
XDNS.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6868
Martin Ratio Rank

XNNS.L
XNNS.L Risk / Return Rank: 2121
Overall Rank
XNNS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XNNS.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XNNS.L Omega Ratio Rank: 1919
Omega Ratio Rank
XNNS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XNNS.L Martin Ratio Rank: 2323
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. XNNS.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 MSCI Innovation UCITS ETF 1C (XNNS.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.LXNNS.LDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.34

+1.43

Sortino ratio

Return per unit of downside risk

2.40

0.59

+1.81

Omega ratio

Gain probability vs. loss probability

1.33

1.08

+0.25

Calmar ratio

Return relative to maximum drawdown

2.14

0.69

+1.45

Martin ratio

Return relative to average drawdown

7.77

2.13

+5.63

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

The current XDNS.L Sharpe Ratio is 1.77, which is higher than the XNNS.L Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of XDNS.L and XNNS.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


XDNS.LXNNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.34

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.09

Correlation

The correlation between XDNS.L and XNNS.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDNS.L vs. XNNS.L - Dividend Comparison

XDNS.L's dividend yield for the trailing twelve months is around 1.53%, while XNNS.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
1.53%1.63%1.65%1.81%2.83%1.46%1.79%1.77%1.20%1.97%0.64%
XNNS.L
Xtrackers MSCI Innovation 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%

Drawdowns

XDNS.L vs. XNNS.L - Drawdown Comparison

The maximum XDNS.L drawdown since its inception was -24.75%, which is greater than XNNS.L's maximum drawdown of -23.14%. Use the drawdown chart below to compare losses from any high point for XDNS.L and XNNS.L.


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Drawdown Indicators


XDNS.LXNNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-23.14%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-16.12%

+5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.29%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-5.25%

-12.72%

+7.47%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.62%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

5.25%

-1.41%

Volatility

XDNS.L vs. XNNS.L - Volatility Comparison

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) has a higher volatility of 8.57% compared to Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) at 4.71%. This indicates that XDNS.L's price experiences larger fluctuations and is considered to be riskier than XNNS.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.LXNNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

4.71%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

10.62%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

17.18%

+4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

17.50%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

17.50%

-0.17%