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XG12.DE vs. XU61.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XG12.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XU61.DE's 12.67% return.


XG12.DE

1D
-0.39%
1M
10.62%
YTD
39.92%
6M
38.31%
1Y
54.12%
3Y*
12.73%
5Y*
10Y*

XU61.DE

1D
-0.72%
1M
0.91%
YTD
12.67%
6M
13.88%
1Y
25.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XG12.DE vs. XU61.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XG12.DE
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C
39.92%8.69%-4.44%10.96%
XU61.DE
BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR
12.67%17.07%10.27%7.93%

Correlation

The correlation between XG12.DE and XU61.DE is 0.57, 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

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2023

0.60

The correlation between XG12.DE and XU61.DE has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

XG12.DE vs. XU61.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: 9393
Overall Rank
XG12.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XG12.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
XG12.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XG12.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
XG12.DE Martin Ratio Rank: 9393
Martin Ratio Rank

XU61.DE
XU61.DE Risk / Return Rank: 8181
Overall Rank
XU61.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XU61.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
XU61.DE Omega Ratio Rank: 7979
Omega Ratio Rank
XU61.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
XU61.DE Martin Ratio Rank: 8585
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. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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.DEXU61.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.59

1.46

+0.13

Calmar ratioReturn relative to maximum drawdown

7.95

4.31

+3.64

Martin ratioReturn relative to average drawdown

25.46

17.45

+8.01

XG12.DE vs. XU61.DE - Sharpe Ratio Comparison

The current XG12.DE Sharpe Ratio is 3.33, which is higher than the XU61.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of XG12.DE and XU61.DE, 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


XG12.DEXU61.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

2.53

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.80

-1.40

Drawdowns

XG12.DE vs. XU61.DE - Drawdown Comparison

The maximum XG12.DE drawdown since its inception was -32.01%, which is greater than XU61.DE's maximum drawdown of -12.73%. Use the drawdown chart below to compare losses from any high point for XG12.DE and XU61.DE.


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Drawdown Indicators


XG12.DEXU61.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-12.73%

-19.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-5.90%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.98%

Current Drawdown

Current decline from peak

-1.67%

-1.75%

+0.08%

Average Drawdown

Average peak-to-trough decline

-14.28%

-1.39%

-12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.46%

+0.66%

Volatility

XG12.DE vs. XU61.DE - Volatility Comparison

Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 6.86% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.30%. This indicates that XG12.DE's price experiences larger fluctuations and is considered to be riskier than XU61.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.DEXU61.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

3.30%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

7.78%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

10.06%

+6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

10.63%

+6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

10.63%

+6.81%

XG12.DE vs. XU61.DE - Expense Ratio Comparison

XG12.DE has a 0.35% expense ratio, which is higher than XU61.DE's 0.31% expense ratio.


Dividends

XG12.DE vs. XU61.DE - Dividend Comparison

Neither XG12.DE nor XU61.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XG12.DE and XU61.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XU61.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XU61.DE is cheaper with a 0.31% expense ratio, compared with 0.35% for XG12.DE.

XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: Xtrackers and BNP Paribas Easy. Their fees differ too: 0.35% for XG12.DE and 0.31% for XU61.DE.

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