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XGSI.L vs. XCX6.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGSI.L vs. XCX6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Xtrackers MSCI China UCITS ETF 1C (XCX6.L). The values are adjusted to include any dividend payments, if applicable.

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XGSI.L vs. XCX6.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
-0.36%3.99%1.24%5.84%-13.31%-2.49%5.86%7.44%2.26%0.95%
XCX6.L
Xtrackers MSCI China UCITS ETF 1C
-7.12%31.66%18.56%-12.72%-22.62%-21.96%28.87%22.27%-19.13%33.84%
Different Trading Currencies

XGSI.L is traded in USD, while XCX6.L is traded in GBp. To make them comparable, the XCX6.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGSI.L achieves a -0.36% return, which is significantly higher than XCX6.L's -7.12% return.


XGSI.L

1D
0.21%
1M
-1.54%
YTD
-0.36%
6M
1.27%
1Y
2.35%
3Y*
2.55%
5Y*
-0.67%
10Y*

XCX6.L

1D
1.54%
1M
-3.78%
YTD
-7.12%
6M
-14.11%
1Y
4.50%
3Y*
6.79%
5Y*
-5.52%
10Y*
4.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGSI.L vs. XCX6.L - Expense Ratio Comparison

XGSI.L has a 0.25% expense ratio, which is lower than XCX6.L's 0.65% expense ratio.


Return for Risk

XGSI.L vs. XCX6.L — Risk / Return Rank

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

XGSI.L
XGSI.L Risk / Return Rank: 2626
Overall Rank
XGSI.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 2323
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 2828
Martin Ratio Rank

XCX6.L
XCX6.L Risk / Return Rank: 1414
Overall Rank
XCX6.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XCX6.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XCX6.L Omega Ratio Rank: 1313
Omega Ratio Rank
XCX6.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XCX6.L Martin Ratio Rank: 1515
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.

XGSI.L vs. XCX6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Xtrackers MSCI China UCITS ETF 1C (XCX6.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.


XGSI.LXCX6.LDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.20

+0.32

Sortino ratio

Return per unit of downside risk

0.75

0.41

+0.34

Omega ratio

Gain probability vs. loss probability

1.10

1.05

+0.05

Calmar ratio

Return relative to maximum drawdown

0.90

0.30

+0.60

Martin ratio

Return relative to average drawdown

2.56

0.80

+1.77

XGSI.L vs. XCX6.L - Sharpe Ratio Comparison

The current XGSI.L Sharpe Ratio is 0.52, which is higher than the XCX6.L Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of XGSI.L and XCX6.L, 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


XGSI.LXCX6.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.20

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.19

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.10

+0.13

Correlation

The correlation between XGSI.L and XCX6.L is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XGSI.L vs. XCX6.L - Dividend Comparison

Neither XGSI.L nor XCX6.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGSI.L vs. XCX6.L - Drawdown Comparison

The maximum XGSI.L drawdown since its inception was -17.29%, smaller than the maximum XCX6.L drawdown of -62.80%. Use the drawdown chart below to compare losses from any high point for XGSI.L and XCX6.L.


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Drawdown Indicators


XGSI.LXCX6.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-57.08%

+39.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-16.43%

+13.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-50.24%

+33.85%

Max Drawdown (10Y)

Largest decline over 10 years

-57.08%

Current Drawdown

Current decline from peak

-6.48%

-33.06%

+26.58%

Average Drawdown

Average peak-to-trough decline

-5.67%

-20.78%

+15.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

6.48%

-5.55%

Volatility

XGSI.L vs. XCX6.L - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) is 1.50%, while Xtrackers MSCI China UCITS ETF 1C (XCX6.L) has a volatility of 6.15%. This indicates that XGSI.L experiences smaller price fluctuations and is considered to be less risky than XCX6.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSI.LXCX6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

6.15%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

13.76%

-10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

22.14%

-17.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

29.43%

-24.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

26.26%

-21.50%