PortfoliosLab logoPortfoliosLab logo
XNGI.DE vs. DBXJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNGI.DE vs. DBXJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with XNGI.DE having a 17.43% return and DBXJ.DE slightly lower at 16.95%.


XNGI.DE

1D
-1.17%
1M
11.22%
YTD
17.43%
6M
15.47%
1Y
29.49%
3Y*
27.17%
5Y*
10Y*

DBXJ.DE

1D
-0.42%
1M
3.68%
YTD
16.95%
6M
16.85%
1Y
31.98%
3Y*
15.59%
5Y*
10.09%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNGI.DE vs. DBXJ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
17.43%7.77%43.41%52.53%-14.06%
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
16.95%12.59%13.75%16.43%-1.83%

Correlation

The correlation between XNGI.DE and DBXJ.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2022

0.50

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XNGI.DE vs. DBXJ.DE — Risk / Return Rank

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

XNGI.DE
XNGI.DE Risk / Return Rank: 4141
Overall Rank
XNGI.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XNGI.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
XNGI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
XNGI.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XNGI.DE Martin Ratio Rank: 2929
Martin Ratio Rank

DBXJ.DE
DBXJ.DE Risk / Return Rank: 5454
Overall Rank
DBXJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DBXJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DBXJ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
DBXJ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
DBXJ.DE Martin Ratio Rank: 5656
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.

XNGI.DE vs. DBXJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.


XNGI.DEDBXJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

1.60

2.99

-1.40

Martin ratioReturn relative to average drawdown

4.10

9.82

-5.71

XNGI.DE vs. DBXJ.DE - Sharpe Ratio Comparison

The current XNGI.DE Sharpe Ratio is 1.66, which is comparable to the DBXJ.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of XNGI.DE and DBXJ.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.


Loading charts...

Sharpe Ratios by Period


XNGI.DEDBXJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.63

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.26

+0.93

Drawdowns

XNGI.DE vs. DBXJ.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -27.91%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and DBXJ.DE.


Loading charts...

Drawdown Indicators


XNGI.DEDBXJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.91%

-51.22%

+23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-10.22%

-8.75%

Max Drawdown (3Y)

Largest decline over 3 years

-27.91%

-16.96%

-10.95%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-1.91%

-0.42%

-1.49%

Average Drawdown

Average peak-to-trough decline

-6.21%

-14.63%

+8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

3.12%

+4.28%

Volatility

XNGI.DE vs. DBXJ.DE - Volatility Comparison

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a higher volatility of 5.48% compared to Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) at 3.40%. This indicates that XNGI.DE's price experiences larger fluctuations and is considered to be riskier than DBXJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XNGI.DEDBXJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

3.40%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

14.91%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

18.74%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

16.56%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

16.38%

+4.32%

XNGI.DE vs. DBXJ.DE - Expense Ratio Comparison

XNGI.DE has a 0.30% expense ratio, which is higher than DBXJ.DE's 0.12% expense ratio.


Dividends

XNGI.DE vs. DBXJ.DE - Dividend Comparison

Neither XNGI.DE nor DBXJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNGI.DE and DBXJ.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for XNGI.DE.

XNGI.DE is categorized as Technology Equities, while DBXJ.DE is Japan Equities. XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while DBXJ.DE tracks MSCI Japan. Their fees differ too: 0.30% for XNGI.DE and 0.12% for DBXJ.DE.

Portfolio Optimizer

Find the right allocation for XNGI.DE and DBXJ.DE

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

Open Portfolio Optimizer