XG12.DE vs. IXUA.DE
XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) and IXUA.DE (iShares MSCI World ex-USA UCITS ETF USD Acc) are both Global Equities funds - XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select while IXUA.DE tracks the MSCI World ex USA. Both are passively managed. Over the past year, XG12.DE returned 53.56% vs 20.67% for IXUA.DE. A 0.72 correlation means they provide meaningful diversification when combined. XG12.DE charges 0.35%/yr vs 0.15%/yr for IXUA.DE.
Performance
XG12.DE vs. IXUA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XG12.DE achieves a 39.92% return, which is significantly higher than IXUA.DE's 9.84% return.
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
IXUA.DE
- 1D
- 0.20%
- 1M
- 1.58%
- YTD
- 9.84%
- 6M
- 11.80%
- 1Y
- 20.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XG12.DE vs. IXUA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 7.93% |
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 9.84% | 11.45% |
Correlation
The correlation between XG12.DE and IXUA.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025 | 0.72 |
The correlation between XG12.DE and IXUA.DE has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.
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Return for Risk
XG12.DE vs. IXUA.DE — Risk / Return Rank
XG12.DE
IXUA.DE
XG12.DE vs. IXUA.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 iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.DE | IXUA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.32 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 7.95 | 2.44 | +5.51 |
| Martin ratioReturn relative to average drawdown | 25.46 | 9.50 | +15.95 |
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
| XG12.DE | IXUA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.33 | 1.71 | +1.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.10 | -0.71 |
Drawdowns
XG12.DE vs. IXUA.DE - Drawdown Comparison
The maximum XG12.DE drawdown since its inception was -32.01%, which is greater than IXUA.DE's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for XG12.DE and IXUA.DE.
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Drawdown Indicators
| XG12.DE | IXUA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -16.58% | -15.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -8.53% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | — | — |
Current DrawdownCurrent decline from peak | -1.67% | -0.74% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -14.28% | -2.09% | -12.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.20% | -0.08% |
Volatility
XG12.DE vs. IXUA.DE - Volatility Comparison
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 6.86% compared to iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) at 3.28%. This indicates that XG12.DE's price experiences larger fluctuations and is considered to be riskier than IXUA.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.DE | IXUA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 3.28% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 9.95% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 12.21% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 14.74% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 14.74% | +2.70% |
XG12.DE vs. IXUA.DE - Expense Ratio Comparison
XG12.DE has a 0.35% expense ratio, which is higher than IXUA.DE's 0.15% expense ratio.
Dividends
XG12.DE vs. IXUA.DE - Dividend Comparison
Neither XG12.DE nor IXUA.DE has paid dividends to shareholders.
Frequently Asked Questions
XG12.DE and IXUA.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IXUA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXUA.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for XG12.DE.
XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while IXUA.DE tracks MSCI World ex USA. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.35% for XG12.DE and 0.15% for IXUA.DE.
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