XGEN.DE vs. ESGL.L
Compare and contrast key facts about Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) and Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L).
XGEN.DE and ESGL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XGEN.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI IMI Genomic Innovation Select ESG Screened 100. It was launched on Jul 12, 2022. ESGL.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 12, 2019. Both XGEN.DE and ESGL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XGEN.DE vs. ESGL.L - Performance Comparison
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XGEN.DE vs. ESGL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XGEN.DE Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C | -4.14% | 7.38% | 2.95% | -5.84% | -9.98% |
ESGL.L Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | 0.75% | 12.79% | 7.37% | 16.23% | 0.51% |
Different Trading Currencies
XGEN.DE is traded in EUR, while ESGL.L is traded in GBP. To make them comparable, the ESGL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XGEN.DE achieves a -4.14% return, which is significantly lower than ESGL.L's 0.75% return.
XGEN.DE
- 1D
- 2.28%
- 1M
- -1.91%
- YTD
- -4.14%
- 6M
- 5.14%
- 1Y
- 11.86%
- 3Y*
- 0.68%
- 5Y*
- —
- 10Y*
- —
ESGL.L
- 1D
- 3.19%
- 1M
- -4.92%
- YTD
- 0.75%
- 6M
- 4.39%
- 1Y
- 9.97%
- 3Y*
- 9.39%
- 5Y*
- 7.74%
- 10Y*
- —
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XGEN.DE vs. ESGL.L - Expense Ratio Comparison
XGEN.DE has a 0.30% expense ratio, which is higher than ESGL.L's 0.20% expense ratio.
Return for Risk
XGEN.DE vs. ESGL.L — Risk / Return Rank
XGEN.DE
ESGL.L
XGEN.DE vs. ESGL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) and Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L). 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.
| XGEN.DE | ESGL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.66 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.89 | 0.94 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.95 | +0.02 |
Martin ratioReturn relative to average drawdown | 2.79 | 3.45 | -0.65 |
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
| XGEN.DE | ESGL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.66 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.38 | -0.53 |
Correlation
The correlation between XGEN.DE and ESGL.L is 0.51, 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
XGEN.DE vs. ESGL.L - Dividend Comparison
Neither XGEN.DE nor ESGL.L has paid dividends to shareholders.
Drawdowns
XGEN.DE vs. ESGL.L - Drawdown Comparison
The maximum XGEN.DE drawdown since its inception was -37.58%, smaller than the maximum ESGL.L drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for XGEN.DE and ESGL.L.
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Drawdown Indicators
| XGEN.DE | ESGL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -34.24% | -3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -11.50% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.06% | — |
Current DrawdownCurrent decline from peak | -17.22% | -7.35% | -9.87% |
Average DrawdownAverage peak-to-trough decline | -19.46% | -5.92% | -13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 2.97% | +1.64% |
Volatility
XGEN.DE vs. ESGL.L - Volatility Comparison
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) and Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) have volatilities of 6.10% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGEN.DE | ESGL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.28% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 9.65% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 15.14% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.50% | 17.78% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 19.43% | -0.93% |