XGLE.DE vs. NTSG.DE
XGLE.DE (Xtrackers II Eurozone Government Bond UCITS ETF) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - XGLE.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, XGLE.DE returned -0.07% vs 20.71% for NTSG.DE. At a 0.18 correlation, their price movements are largely independent. XGLE.DE charges 0.09%/yr vs 0.25%/yr for NTSG.DE.
Performance
XGLE.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGLE.DE achieves a 0.07% return, which is significantly lower than NTSG.DE's 8.92% return.
XGLE.DE
- 1D
- 0.04%
- 1M
- 0.56%
- YTD
- 0.07%
- 6M
- 0.02%
- 1Y
- -0.07%
- 3Y*
- 2.36%
- 5Y*
- -2.30%
- 10Y*
- -0.35%
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XGLE.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XGLE.DE Xtrackers II Eurozone Government Bond UCITS ETF | 0.07% | 0.67% | 0.47% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between XGLE.DE and NTSG.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.18 |
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Return for Risk
XGLE.DE vs. NTSG.DE — Risk / Return Rank
XGLE.DE
NTSG.DE
XGLE.DE vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.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.
| XGLE.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.34 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.29 | -3.31 |
| Martin ratioReturn relative to average drawdown | -0.05 | 11.64 | -11.69 |
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
| XGLE.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 1.86 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.79 | -0.32 |
Drawdowns
XGLE.DE vs. NTSG.DE - Drawdown Comparison
The maximum XGLE.DE drawdown since its inception was -22.59%, which is greater than NTSG.DE's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for XGLE.DE and NTSG.DE.
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Drawdown Indicators
| XGLE.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.59% | -19.64% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.47% | -6.26% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -4.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.59% | — | — |
Current DrawdownCurrent decline from peak | -14.18% | -0.09% | -14.09% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -3.69% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.77% | -0.39% |
Volatility
XGLE.DE vs. NTSG.DE - Volatility Comparison
The current volatility for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) is 1.78%, while WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a volatility of 3.24%. This indicates that XGLE.DE experiences smaller price fluctuations and is considered to be less risky than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGLE.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 3.24% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 3.66% | 8.09% | -4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 11.12% | -6.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 14.30% | -7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.61% | 14.30% | -8.69% |
XGLE.DE vs. NTSG.DE - Expense Ratio Comparison
XGLE.DE has a 0.09% expense ratio, which is lower than NTSG.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XGLE.DE vs. NTSG.DE - Dividend Comparison
Neither XGLE.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
XGLE.DE and NTSG.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XGLE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGLE.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for NTSG.DE.
XGLE.DE is categorized as European Government Bonds, while NTSG.DE is Global Allocation. XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone, while NTSG.DE tracks WisdomTree Global Efficient Core Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.09% for XGLE.DE and 0.25% for NTSG.DE.
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