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XNGI.DE vs. EBUY.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XNGI.DEEBUY.DE
YTD Return21.87%14.95%
1Y Return32.26%24.40%
Sharpe Ratio2.041.63
Daily Std Dev17.44%16.52%
Max Drawdown-23.11%-42.56%
Current Drawdown-3.00%-11.72%

Correlation

-0.50.00.51.00.9

The correlation between XNGI.DE and EBUY.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

XNGI.DE vs. EBUY.DE - Performance Comparison

In the year-to-date period, XNGI.DE achieves a 21.87% return, which is significantly higher than EBUY.DE's 14.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.87%
7.66%
XNGI.DE
EBUY.DE

Compare stocks, funds, or ETFs

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


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

XNGI.DE has a 0.30% expense ratio, which is lower than EBUY.DE's 0.45% expense ratio.


EBUY.DE
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
Expense ratio chart for EBUY.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for XNGI.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

XNGI.DE vs. EBUY.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) and Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.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.DE
Sharpe ratio
The chart of Sharpe ratio for XNGI.DE, currently valued at 2.42, compared to the broader market0.002.004.002.42
Sortino ratio
The chart of Sortino ratio for XNGI.DE, currently valued at 3.21, compared to the broader market-2.000.002.004.006.008.0010.0012.003.21
Omega ratio
The chart of Omega ratio for XNGI.DE, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for XNGI.DE, currently valued at 3.36, compared to the broader market0.005.0010.0015.003.36
Martin ratio
The chart of Martin ratio for XNGI.DE, currently valued at 13.27, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.27
EBUY.DE
Sharpe ratio
The chart of Sharpe ratio for EBUY.DE, currently valued at 1.98, compared to the broader market0.002.004.001.98
Sortino ratio
The chart of Sortino ratio for EBUY.DE, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.0012.002.69
Omega ratio
The chart of Omega ratio for EBUY.DE, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for EBUY.DE, currently valued at 2.32, compared to the broader market0.005.0010.0015.002.32
Martin ratio
The chart of Martin ratio for EBUY.DE, currently valued at 10.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.59

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

The current XNGI.DE Sharpe Ratio is 2.04, which roughly equals the EBUY.DE Sharpe Ratio of 1.63. The chart below compares the 12-month rolling Sharpe Ratio of XNGI.DE and EBUY.DE.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.42
1.98
XNGI.DE
EBUY.DE

Dividends

XNGI.DE vs. EBUY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XNGI.DE vs. EBUY.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -23.11%, smaller than the maximum EBUY.DE drawdown of -42.56%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and EBUY.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.49%
XNGI.DE
EBUY.DE

Volatility

XNGI.DE vs. EBUY.DE - Volatility Comparison

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a higher volatility of 6.16% compared to Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.DE) at 5.78%. This indicates that XNGI.DE's price experiences larger fluctuations and is considered to be riskier than EBUY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.16%
5.78%
XNGI.DE
EBUY.DE