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

Performance

XGSI.L vs. XDNS.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 Japan ESG Screened UCITS ETF 1D (XDNS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGSI.L is traded in USD, while XDNS.L is traded in GBp. To make them comparable, the XDNS.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 lower than XDNS.L's 15.20% return.


XGSI.L

1D
0.08%
1M
0.28%
YTD
-0.36%
6M
-0.28%
1Y
2.05%
3Y*
2.69%
5Y*
-0.67%
10Y*

XDNS.L

1D
-0.52%
1M
5.37%
YTD
15.20%
6M
15.44%
1Y
31.16%
3Y*
17.52%
5Y*
8.23%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSI.L vs. XDNS.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%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
15.20%25.00%8.60%17.21%-17.32%0.21%15.55%19.11%-14.62%18.08%

Correlation

The correlation between XGSI.L and XDNS.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.16

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

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2017

0.01

Over the past year, XGSI.L and XDNS.L have become more correlated (0.29) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

XGSI.L vs. XDNS.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: 1717
Overall Rank
XGSI.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 1616
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 1818
Martin Ratio Rank

XDNS.L
XDNS.L Risk / Return Rank: 6767
Overall Rank
XDNS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6464
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. XDNS.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 Japan ESG Screened UCITS ETF 1D (XDNS.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.LXDNS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.09

1.34

-0.25

Calmar ratioReturn relative to maximum drawdown

0.65

3.01

-2.37

Martin ratioReturn relative to average drawdown

1.81

9.26

-7.45

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

The current XGSI.L Sharpe Ratio is 0.46, which is lower than the XDNS.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of XGSI.L and XDNS.L, 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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Sharpe Ratios by Period


XGSI.LXDNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.82

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.53

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.47

-0.25

Drawdowns

XGSI.L vs. XDNS.L - Drawdown Comparison

The maximum XGSI.L drawdown since its inception was -17.29%, smaller than the maximum XDNS.L drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for XGSI.L and XDNS.L.


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Drawdown Indicators


XGSI.LXDNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-33.26%

+15.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-12.98%

+9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-4.29%

-14.96%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-33.26%

+16.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.26%

Current Drawdown

Current decline from peak

-6.48%

-0.52%

-5.96%

Average Drawdown

Average peak-to-trough decline

-5.68%

-8.69%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

4.34%

-3.21%

Volatility

XGSI.L vs. XDNS.L - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) is 1.47%, while Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) has a volatility of 4.41%. This indicates that XGSI.L experiences smaller price fluctuations and is considered to be less risky than XDNS.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.LXDNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

4.41%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

15.97%

-13.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

21.50%

-17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

20.08%

-14.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

18.43%

-13.66%

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

XGSI.L has a 0.25% expense ratio, which is higher than XDNS.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XGSI.L vs. XDNS.L - Dividend Comparison

XGSI.L has not paid dividends to shareholders, while XDNS.L's dividend yield for the trailing twelve months is around 1.43%.


PositionTTM2025202420232022202120202019201820172016
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
1.43%1.63%1.65%1.81%2.83%1.46%1.79%1.77%1.20%1.97%0.64%
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGSI.L and XDNS.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDNS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDNS.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XGSI.L.

XGSI.L is categorized as Global Bonds, while XDNS.L is Japan Equities. XGSI.L tracks Bloomberg Global Aggregate TR Hdg USD, while XDNS.L tracks TOPIX TR JPY. Their fees differ too: 0.25% for XGSI.L and 0.15% for XDNS.L.

Portfolio Optimizer

Find the right allocation for XGSI.L and XDNS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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