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XG12.DE vs. GERD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XG12.DE vs. GERD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). The values are adjusted to include any dividend payments, if applicable.

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XG12.DE vs. GERD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XG12.DE
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C
7.95%8.69%-4.44%0.24%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
1.42%10.26%18.54%7.85%

Returns By Period

In the year-to-date period, XG12.DE achieves a 7.95% return, which is significantly higher than GERD.DE's 1.42% return.


XG12.DE

1D
3.28%
1M
-0.70%
YTD
7.95%
6M
7.79%
1Y
22.21%
3Y*
2.85%
5Y*
10Y*

GERD.DE

1D
2.02%
1M
-3.96%
YTD
1.42%
6M
4.65%
1Y
13.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XG12.DE vs. GERD.DE - Expense Ratio Comparison

XG12.DE has a 0.35% expense ratio, which is lower than GERD.DE's 0.50% expense ratio.


Return for Risk

XG12.DE vs. GERD.DE — Risk / Return Rank

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

XG12.DE
XG12.DE Risk / Return Rank: 6969
Overall Rank
XG12.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XG12.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XG12.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XG12.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
XG12.DE Martin Ratio Rank: 7777
Martin Ratio Rank

GERD.DE
GERD.DE Risk / Return Rank: 5151
Overall Rank
GERD.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 6464
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.

XG12.DE vs. GERD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.


XG12.DEGERD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.90

+0.34

Sortino ratio

Return per unit of downside risk

1.75

1.24

+0.51

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

2.42

1.53

+0.89

Martin ratio

Return relative to average drawdown

9.38

6.79

+2.59

XG12.DE vs. GERD.DE - Sharpe Ratio Comparison

The current XG12.DE Sharpe Ratio is 1.24, which is higher than the GERD.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of XG12.DE and GERD.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


XG12.DEGERD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.90

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

1.05

-1.10

Correlation

The correlation between XG12.DE and GERD.DE is 0.72, 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

XG12.DE vs. GERD.DE - Dividend Comparison

Neither XG12.DE nor GERD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XG12.DE vs. GERD.DE - Drawdown Comparison

The maximum XG12.DE drawdown since its inception was -32.01%, which is greater than GERD.DE's maximum drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for XG12.DE and GERD.DE.


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Drawdown Indicators


XG12.DEGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-19.22%

-12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-12.62%

-0.69%

Current Drawdown

Current decline from peak

-3.75%

-4.28%

+0.53%

Average Drawdown

Average peak-to-trough decline

-14.98%

-2.33%

-12.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.01%

+0.41%

Volatility

XG12.DE vs. GERD.DE - Volatility Comparison

Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 5.92% compared to L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) at 4.64%. This indicates that XG12.DE's price experiences larger fluctuations and is considered to be riskier than GERD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XG12.DEGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

4.64%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

8.45%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.88%

15.29%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

12.97%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

12.97%

+4.12%