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

Performance

XNGI.DE vs. QGRW - 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 WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XNGI.DE is traded in EUR, while QGRW is traded in USD. To make them comparable, the QGRW values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XNGI.DE having a 17.43% return and QGRW slightly lower at 16.74%.


XNGI.DE

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

QGRW

1D
0.00%
1M
6.91%
YTD
16.74%
6M
14.16%
1Y
33.89%
3Y*
25.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNGI.DE vs. QGRW - 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%-3.98%
QGRW
WisdomTree U.S. Quality Growth Fund
12.48%5.06%43.75%51.37%-4.02%

Correlation

The correlation between XNGI.DE and QGRW is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2022

0.63

The correlation between XNGI.DE and QGRW has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

XNGI.DE vs. QGRW — 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

QGRW
QGRW Risk / Return Rank: 4646
Overall Rank
QGRW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 4646
Sortino Ratio Rank
QGRW Omega Ratio Rank: 4848
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4141
Calmar Ratio Rank
QGRW Martin Ratio Rank: 4747
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. QGRW - 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 WisdomTree U.S. Quality Growth Fund (QGRW). 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.DEQGRWDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratioReturn relative to maximum drawdown

1.60

2.31

-0.71

Martin ratioReturn relative to average drawdown

4.10

7.57

-3.47

XNGI.DE vs. QGRW - Sharpe Ratio Comparison

The current XNGI.DE Sharpe Ratio is 1.66, which is comparable to the QGRW Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of XNGI.DE and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XNGI.DEQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.95

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

1.44

-0.25

Drawdowns

XNGI.DE vs. QGRW - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -27.91%, roughly equal to the maximum QGRW drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and QGRW.


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Drawdown Indicators


XNGI.DEQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-27.91%

-28.68%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-14.75%

-4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-27.91%

-28.68%

+0.77%

Current Drawdown

Current decline from peak

-1.91%

-1.15%

-0.76%

Average Drawdown

Average peak-to-trough decline

-6.21%

-4.18%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

4.49%

+2.91%

Volatility

XNGI.DE vs. QGRW - Volatility Comparison

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a higher volatility of 5.48% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 3.88%. This indicates that XNGI.DE's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNGI.DEQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

3.88%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

12.99%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

17.50%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

21.72%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

21.72%

-1.02%

XNGI.DE vs. QGRW - Expense Ratio Comparison

XNGI.DE has a 0.30% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Dividends

XNGI.DE vs. QGRW - Dividend Comparison

XNGI.DE has not paid dividends to shareholders, while QGRW's dividend yield for the trailing twelve months is around 0.08%.


PositionTTM202520242023
QGRW
WisdomTree U.S. Quality Growth Fund
0.08%0.09%0.14%0.11%
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XNGI.DE and QGRW have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QGRW is cheaper with a 0.28% expense ratio, compared with 0.30% for XNGI.DE.

XNGI.DE is categorized as Technology Equities, while QGRW is Large Cap Growth Equities. XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while QGRW tracks WisdomTree U.S. Quality Growth Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.30% for XNGI.DE and 0.28% for QGRW.

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