XHYA.DE vs. XNGI.DE
XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) and XNGI.DE (Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C) are both exchange-traded funds - XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield, while XNGI.DE is a Technology Equities fund tracking the MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Both are passively managed. Over the past 3 years, XHYA.DE returned 6.38%/yr vs 27.17%/yr for XNGI.DE. At a 0.49 correlation, their price movements are largely independent. XHYA.DE charges 0.20%/yr vs 0.30%/yr for XNGI.DE.
Performance
XHYA.DE vs. XNGI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XHYA.DE achieves a 1.11% return, which is significantly lower than XNGI.DE's 17.43% return.
XHYA.DE
- 1D
- -0.22%
- 1M
- 0.41%
- YTD
- 1.11%
- 6M
- 1.27%
- 1Y
- 3.39%
- 3Y*
- 6.38%
- 5Y*
- 2.78%
- 10Y*
- —
XNGI.DE
- 1D
- -1.17%
- 1M
- 11.22%
- YTD
- 17.43%
- 6M
- 15.47%
- 1Y
- 29.49%
- 3Y*
- 27.17%
- 5Y*
- —
- 10Y*
- —
XHYA.DE vs. XNGI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.11% | 4.47% | 6.15% | 10.88% | 2.15% |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 17.43% | 7.77% | 43.41% | 52.53% | -14.06% |
Correlation
The correlation between XHYA.DE and XNGI.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2022 | 0.49 |
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Return for Risk
XHYA.DE vs. XNGI.DE — Risk / Return Rank
XHYA.DE
XNGI.DE
XHYA.DE vs. XNGI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.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.
| XHYA.DE | XNGI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.60 | -0.49 |
| Martin ratioReturn relative to average drawdown | 4.54 | 4.10 | +0.43 |
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
| XHYA.DE | XNGI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.66 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.20 | -0.76 |
Drawdowns
XHYA.DE vs. XNGI.DE - Drawdown Comparison
The maximum XHYA.DE drawdown since its inception was -23.86%, smaller than the maximum XNGI.DE drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and XNGI.DE.
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Drawdown Indicators
| XHYA.DE | XNGI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -27.91% | +4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -18.97% | +16.08% |
Max Drawdown (3Y)Largest decline over 3 years | -4.23% | -27.91% | +23.68% |
Max Drawdown (5Y)Largest decline over 5 years | -14.48% | — | — |
Current DrawdownCurrent decline from peak | -0.22% | -1.91% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -6.21% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 7.40% | -6.69% |
Volatility
XHYA.DE vs. XNGI.DE - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) is 1.08%, while Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a volatility of 5.48%. This indicates that XHYA.DE experiences smaller price fluctuations and is considered to be less risky than XNGI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XHYA.DE | XNGI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 5.48% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 13.40% | -10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 18.27% | -14.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 20.70% | -15.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.67% | 20.70% | -14.03% |
XHYA.DE vs. XNGI.DE - Expense Ratio Comparison
XHYA.DE has a 0.20% expense ratio, which is lower than XNGI.DE's 0.30% expense ratio.
Dividends
XHYA.DE vs. XNGI.DE - Dividend Comparison
Neither XHYA.DE nor XNGI.DE has paid dividends to shareholders.
Frequently Asked Questions
XHYA.DE and XNGI.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XHYA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XHYA.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XNGI.DE.
XHYA.DE is categorized as European High Yield Bonds, while XNGI.DE is Technology Equities. XHYA.DE tracks iBoxx® EUR Liquid High Yield, while XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Their fees differ too: 0.20% for XHYA.DE and 0.30% for XNGI.DE.
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