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XFNT.DE vs. XMLC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XFNT.DE vs. XMLC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFNT.DE) and L&G Clean Water UCITS ETF (XMLC.DE). The values are adjusted to include any dividend payments, if applicable.

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XFNT.DE vs. XMLC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XFNT.DE
Xtrackers MSCI Fintech Innovation UCITS ETF 1C
-14.58%-1.22%40.05%24.41%-8.56%
XMLC.DE
L&G Clean Water UCITS ETF
2.45%3.88%9.96%17.08%2.43%

Returns By Period

In the year-to-date period, XFNT.DE achieves a -14.58% return, which is significantly lower than XMLC.DE's 2.45% return.


XFNT.DE

1D
1.07%
1M
-3.74%
YTD
-14.58%
6M
-20.60%
1Y
-13.47%
3Y*
9.64%
5Y*
10Y*

XMLC.DE

1D
2.78%
1M
-6.77%
YTD
2.45%
6M
2.02%
1Y
9.52%
3Y*
9.59%
5Y*
7.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XFNT.DE vs. XMLC.DE - Expense Ratio Comparison

XFNT.DE has a 0.30% expense ratio, which is lower than XMLC.DE's 0.49% expense ratio.


Return for Risk

XFNT.DE vs. XMLC.DE — Risk / Return Rank

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

XFNT.DE
XFNT.DE Risk / Return Rank: 22
Overall Rank
XFNT.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
XFNT.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
XFNT.DE Omega Ratio Rank: 33
Omega Ratio Rank
XFNT.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
XFNT.DE Martin Ratio Rank: 11
Martin Ratio Rank

XMLC.DE
XMLC.DE Risk / Return Rank: 3030
Overall Rank
XMLC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XMLC.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XMLC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XMLC.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XMLC.DE Martin Ratio Rank: 3333
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.

XFNT.DE vs. XMLC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFNT.DE) and L&G Clean Water UCITS ETF (XMLC.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.


XFNT.DEXMLC.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.63

0.57

-1.20

Sortino ratio

Return per unit of downside risk

-0.76

0.86

-1.63

Omega ratio

Gain probability vs. loss probability

0.90

1.12

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.58

0.89

-1.47

Martin ratio

Return relative to average drawdown

-1.47

3.00

-4.47

XFNT.DE vs. XMLC.DE - Sharpe Ratio Comparison

The current XFNT.DE Sharpe Ratio is -0.63, which is lower than the XMLC.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of XFNT.DE and XMLC.DE, 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


XFNT.DEXMLC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

0.57

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

Correlation

The correlation between XFNT.DE and XMLC.DE is 0.62, 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

XFNT.DE vs. XMLC.DE - Dividend Comparison

Neither XFNT.DE nor XMLC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XFNT.DE vs. XMLC.DE - Drawdown Comparison

The maximum XFNT.DE drawdown since its inception was -26.32%, smaller than the maximum XMLC.DE drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for XFNT.DE and XMLC.DE.


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Drawdown Indicators


XFNT.DEXMLC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.32%

-35.25%

+8.93%

Max Drawdown (1Y)

Largest decline over 1 year

-23.51%

-11.93%

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

Current Drawdown

Current decline from peak

-24.38%

-7.26%

-17.12%

Average Drawdown

Average peak-to-trough decline

-6.96%

-6.30%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.23%

3.28%

+5.95%

Volatility

XFNT.DE vs. XMLC.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFNT.DE) is 5.15%, while L&G Clean Water UCITS ETF (XMLC.DE) has a volatility of 6.07%. This indicates that XFNT.DE experiences smaller price fluctuations and is considered to be less risky than XMLC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFNT.DEXMLC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

6.07%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

10.21%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

21.30%

16.66%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

15.42%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

18.72%

+0.67%