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XNGI.DE vs. EQEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNGI.DE vs. EQEU.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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XNGI.DE having a 11.76% return and EQEU.DE slightly lower at 11.31%.


XNGI.DE

1D
0.00%
1M
-4.46%
6M
14.74%
YTD
11.76%
1Y
3Y*
5Y*
10Y*
ALL TIME*

EQEU.DE

1D
0.93%
1M
-5.10%
6M
12.93%
YTD
11.31%
1Y
21.98%
3Y*
20.95%
5Y*
11.90%
10Y*
ALL TIME*
17.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between XNGI.DE and EQEU.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.87

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Return for Risk

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

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

XNGI.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EQEU.DE
EQEU.DE Risk / Return Rank: 4848
Overall Rank
EQEU.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
EQEU.DE Martin Ratio Rank: 4848
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. EQEU.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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.82

Martin ratioReturn relative to average drawdown

5.92

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


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Drawdowns

XNGI.DE vs. EQEU.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -18.97%, smaller than the maximum EQEU.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and EQEU.DE.


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Drawdown Indicators


XNGI.DEEQEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-37.97%

+19.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

Max Drawdown (3Y)

Largest decline over 3 years

-22.08%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

Current Drawdown

Current decline from peak

-6.64%

-6.09%

-0.55%

Average Drawdown

Average peak-to-trough decline

-5.82%

-7.91%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

Volatility

XNGI.DE vs. EQEU.DE - Volatility Comparison


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Volatility by Period


XNGI.DEEQEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

17.54%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

21.06%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.05%

20.98%

-0.93%

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

XNGI.DE has a 0.30% expense ratio, which is lower than EQEU.DE's 0.35% expense ratio.


Dividends

XNGI.DE vs. EQEU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XNGI.DE and EQEU.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNGI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNGI.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for EQEU.DE.

XNGI.DE is categorized as Technology Equities, while EQEU.DE is Nasdaq-100. XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.30% for XNGI.DE and 0.35% for EQEU.DE.

Portfolio Optimizer

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