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

Performance

XNGI.DE vs. IEVD.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 iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNGI.DE achieves a 11.76% return, which is significantly lower than IEVD.DE's 38.21% return.


XNGI.DE

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

IEVD.DE

1D
1.55%
1M
-12.35%
6M
34.38%
YTD
38.21%
1Y
53.66%
3Y*
15.50%
5Y*
10.74%
10Y*
ALL TIME*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between XNGI.DE and IEVD.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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Return for Risk

XNGI.DE vs. IEVD.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.


IEVD.DE
IEVD.DE Risk / Return Rank: 8080
Overall Rank
IEVD.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 7575
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 7979
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. IEVD.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 iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.DEIEVD.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.36

Martin ratioReturn relative to average drawdown

10.82

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


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Drawdowns

XNGI.DE vs. IEVD.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -18.97%, smaller than the maximum IEVD.DE drawdown of -42.30%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and IEVD.DE.


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Drawdown Indicators


XNGI.DEIEVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-42.30%

+23.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.87%

Max Drawdown (3Y)

Largest decline over 3 years

-30.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.43%

Current Drawdown

Current decline from peak

-6.64%

-14.57%

+7.93%

Average Drawdown

Average peak-to-trough decline

-5.82%

-9.69%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

Volatility

XNGI.DE vs. IEVD.DE - Volatility Comparison


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Volatility by Period


XNGI.DEIEVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

Volatility (6M)

Calculated over the trailing 6-month period

23.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

27.06%

-7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

22.97%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.05%

24.24%

-4.19%

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

XNGI.DE has a 0.30% expense ratio, which is lower than IEVD.DE's 0.40% expense ratio.


Dividends

XNGI.DE vs. IEVD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XNGI.DE and IEVD.DE have a correlation of 0.76, 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 0.40% for IEVD.DE.

XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XNGI.DE and 0.40% for IEVD.DE.

Portfolio Optimizer

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

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