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XG7U.L vs. XGEN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XG7U.L vs. XGEN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L) and Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE). The values are adjusted to include any dividend payments, if applicable.

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XG7U.L vs. XGEN.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XG7U.L
Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged
0.80%4.67%-0.45%4.13%-5.22%
XGEN.DE
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
-5.38%21.23%-2.93%-2.86%-5.79%
Different Trading Currencies

XG7U.L is traded in USD, while XGEN.DE is traded in EUR. To make them comparable, the XGEN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XG7U.L achieves a 0.80% return, which is significantly higher than XGEN.DE's -5.38% return.


XG7U.L

1D
0.07%
1M
-1.68%
YTD
0.80%
6M
1.59%
1Y
3.19%
3Y*
1.87%
5Y*
-0.49%
10Y*
2.09%

XGEN.DE

1D
2.65%
1M
-2.71%
YTD
-5.38%
6M
3.93%
1Y
20.18%
3Y*
2.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XG7U.L vs. XGEN.DE - Expense Ratio Comparison

XG7U.L has a 0.25% expense ratio, which is lower than XGEN.DE's 0.30% expense ratio.


Return for Risk

XG7U.L vs. XGEN.DE — Risk / Return Rank

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

XG7U.L
XG7U.L Risk / Return Rank: 2929
Overall Rank
XG7U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XG7U.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XG7U.L Omega Ratio Rank: 2424
Omega Ratio Rank
XG7U.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
XG7U.L Martin Ratio Rank: 3434
Martin Ratio Rank

XGEN.DE
XGEN.DE Risk / Return Rank: 3030
Overall Rank
XGEN.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XGEN.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XGEN.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XGEN.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XGEN.DE Martin Ratio Rank: 3030
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.

XG7U.L vs. XGEN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L) and Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.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.


XG7U.LXGEN.DEDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.94

-0.37

Sortino ratio

Return per unit of downside risk

0.80

1.35

-0.55

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

1.05

1.37

-0.32

Martin ratio

Return relative to average drawdown

3.65

4.45

-0.80

XG7U.L vs. XGEN.DE - Sharpe Ratio Comparison

The current XG7U.L Sharpe Ratio is 0.56, which is lower than the XGEN.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XG7U.L and XGEN.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


XG7U.LXGEN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.94

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.03

+0.30

Correlation

The correlation between XG7U.L and XGEN.DE is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XG7U.L vs. XGEN.DE - Dividend Comparison

Neither XG7U.L nor XGEN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XG7U.L vs. XGEN.DE - Drawdown Comparison

The maximum XG7U.L drawdown since its inception was -23.33%, smaller than the maximum XGEN.DE drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for XG7U.L and XGEN.DE.


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Drawdown Indicators


XG7U.LXGEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.33%

-37.58%

+14.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-14.88%

+11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

Max Drawdown (10Y)

Largest decline over 10 years

-23.33%

Current Drawdown

Current decline from peak

-11.04%

-17.22%

+6.18%

Average Drawdown

Average peak-to-trough decline

-6.11%

-19.46%

+13.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

4.61%

-3.64%

Volatility

XG7U.L vs. XGEN.DE - Volatility Comparison

The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L) is 1.94%, while Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) has a volatility of 7.04%. This indicates that XG7U.L experiences smaller price fluctuations and is considered to be less risky than XGEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XG7U.LXGEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

7.04%

-5.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

13.75%

-10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.65%

21.45%

-15.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

19.83%

-12.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.99%

19.83%

-12.84%