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XNGI.DE vs. X03G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNGI.DE vs. X03G.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 II Germany Government Bond UCITS ETF (X03G.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 17.43% return, which is significantly higher than X03G.DE's -0.04% return.


XNGI.DE

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

X03G.DE

1D
0.11%
1M
-0.00%
YTD
-0.04%
6M
-0.24%
1Y
-0.95%
3Y*
0.86%
5Y*
-3.03%
10Y*
-1.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNGI.DE vs. X03G.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%
X03G.DE
Xtrackers II Germany Government Bond UCITS ETF
-0.04%-1.48%0.14%5.23%-8.19%

Correlation

The correlation between XNGI.DE and X03G.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.04

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

0.06

The correlation between XNGI.DE and X03G.DE shifts across timeframes, from 0.04 (3 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XNGI.DE vs. X03G.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

X03G.DE
X03G.DE Risk / Return Rank: 55
Overall Rank
X03G.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
X03G.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
X03G.DE Omega Ratio Rank: 55
Omega Ratio Rank
X03G.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
X03G.DE Martin Ratio Rank: 44
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. X03G.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 II Germany Government Bond UCITS ETF (X03G.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.DEX03G.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+2.77

Omega ratioGain probability vs. loss probability

1.29

0.94

+0.35

Calmar ratioReturn relative to maximum drawdown

1.60

-0.47

+2.07

Martin ratioReturn relative to average drawdown

4.10

-0.99

+5.09

XNGI.DE vs. X03G.DE - Sharpe Ratio Comparison

The current XNGI.DE Sharpe Ratio is 1.66, which is higher than the X03G.DE Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of XNGI.DE and X03G.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.


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Sharpe Ratios by Period


XNGI.DEX03G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

-0.37

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.04

+1.16

Drawdowns

XNGI.DE vs. X03G.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -27.91%, which is greater than X03G.DE's maximum drawdown of -23.87%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and X03G.DE.


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Drawdown Indicators


XNGI.DEX03G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.91%

-23.87%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-2.89%

-16.08%

Max Drawdown (3Y)

Largest decline over 3 years

-27.91%

-5.00%

-22.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.19%

Max Drawdown (10Y)

Largest decline over 10 years

-23.87%

Current Drawdown

Current decline from peak

-1.91%

-19.28%

+17.37%

Average Drawdown

Average peak-to-trough decline

-6.21%

-7.77%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

1.38%

+6.02%

Volatility

XNGI.DE vs. X03G.DE - Volatility Comparison

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a higher volatility of 5.48% compared to Xtrackers II Germany Government Bond UCITS ETF (X03G.DE) at 1.43%. This indicates that XNGI.DE's price experiences larger fluctuations and is considered to be riskier than X03G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNGI.DEX03G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

1.43%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

2.89%

+10.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

3.68%

+14.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

6.16%

+14.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

5.15%

+15.55%

XNGI.DE vs. X03G.DE - Expense Ratio Comparison

XNGI.DE has a 0.30% expense ratio, which is higher than X03G.DE's 0.15% expense ratio.


Dividends

XNGI.DE vs. X03G.DE - Dividend Comparison

Neither XNGI.DE nor X03G.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
X03G.DE
Xtrackers II Germany Government Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.33%
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XNGI.DE and X03G.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X03G.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X03G.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for XNGI.DE.

XNGI.DE is categorized as Technology Equities, while X03G.DE is European Government Bonds. XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while X03G.DE tracks iBoxx® EUR Germany. Their fees differ too: 0.30% for XNGI.DE and 0.15% for X03G.DE.

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