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XGLF.DE vs. DX2Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLF.DE vs. DX2Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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, XGLF.DE achieves a 4.58% return, which is significantly lower than DX2Z.DE's 9.77% return. Over the past 10 years, XGLF.DE has underperformed DX2Z.DE with an annualized return of 7.33%, while DX2Z.DE has yielded a comparatively higher 10.84% annualized return.


XGLF.DE

1D
-0.17%
1M
-2.76%
6M
-1.28%
YTD
4.58%
1Y
2.52%
3Y*
3.40%
5Y*
5.07%
10Y*
7.33%

DX2Z.DE

1D
-0.87%
1M
3.79%
6M
7.04%
YTD
9.77%
1Y
22.55%
3Y*
18.56%
5Y*
13.44%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLF.DE vs. DX2Z.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
4.58%-5.36%9.58%0.55%1.24%48.84%-9.49%9.50%22.95%-7.49%
DX2Z.DE
Xtrackers S&P Select Frontier Swap UCITS ETF (Acc)
9.77%18.38%30.33%20.29%-15.40%26.53%-13.05%26.32%-14.75%22.09%

Correlation

The correlation between XGLF.DE and DX2Z.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

0.40

The correlation between XGLF.DE and DX2Z.DE shifts across timeframes, from 0.28 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XGLF.DE vs. DX2Z.DE — Risk / Return Rank

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

XGLF.DE
XGLF.DE Risk / Return Rank: 1313
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
XGLF.DE Martin Ratio Rank: 1414
Martin Ratio Rank

DX2Z.DE
DX2Z.DE Risk / Return Rank: 4343
Overall Rank
DX2Z.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DX2Z.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
DX2Z.DE Omega Ratio Rank: 4242
Omega Ratio Rank
DX2Z.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
DX2Z.DE Martin Ratio Rank: 4242
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.

XGLF.DE vs. DX2Z.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XGLF.DEDX2Z.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.05

1.21

-0.17

Calmar ratioReturn relative to maximum drawdown

0.28

1.71

-1.43

Martin ratioReturn relative to average drawdown

0.60

5.06

-4.46

XGLF.DE vs. DX2Z.DE - Sharpe Ratio Comparison

The current XGLF.DE Sharpe Ratio is 0.20, which is lower than the DX2Z.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XGLF.DE and DX2Z.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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Drawdowns

XGLF.DE vs. DX2Z.DE - Drawdown Comparison

The maximum XGLF.DE drawdown since its inception was -42.15%, smaller than the maximum DX2Z.DE drawdown of -76.62%. Use the drawdown chart below to compare losses from any high point for XGLF.DE and DX2Z.DE.


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Drawdown Indicators


XGLF.DEDX2Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.15%

-76.62%

+34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-13.15%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.41%

-20.17%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-23.10%

-8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.16%

-45.54%

+10.38%

Current Drawdown

Current decline from peak

-18.93%

-1.50%

-17.43%

Average Drawdown

Average peak-to-trough decline

-18.25%

-44.82%

+26.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

4.44%

-0.26%

Volatility

XGLF.DE vs. DX2Z.DE - Volatility Comparison

The current volatility for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) is 3.12%, while Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) has a volatility of 3.43%. This indicates that XGLF.DE experiences smaller price fluctuations and is considered to be less risky than DX2Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLF.DEDX2Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.43%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

13.92%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

18.91%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

18.48%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.78%

-0.45%

XGLF.DE vs. DX2Z.DE - Expense Ratio Comparison

XGLF.DE has a 0.65% expense ratio, which is lower than DX2Z.DE's 0.95% expense ratio.


Dividends

XGLF.DE vs. DX2Z.DE - Dividend Comparison

Neither XGLF.DE nor DX2Z.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGLF.DE and DX2Z.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGLF.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLF.DE is cheaper with a 0.65% expense ratio, compared with 0.95% for DX2Z.DE.

XGLF.DE tracks MSCI GCC Countries ex Select Securities Index, while DX2Z.DE tracks S&P Select Frontier Index. Their fees differ too: 0.65% for XGLF.DE and 0.95% for DX2Z.DE.

Portfolio Optimizer

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