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

Performance

XNGI.DE vs. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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 lower than XDWT.DE's 25.23% return.


XNGI.DE

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

XDWT.DE

1D
-2.03%
1M
12.76%
YTD
25.23%
6M
23.47%
1Y
47.87%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNGI.DE vs. XDWT.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%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%50.00%-11.13%

Correlation

The correlation between XNGI.DE and XDWT.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.90

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

0.91

The correlation between XNGI.DE and XDWT.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

XNGI.DE vs. XDWT.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

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
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. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.10

Calmar ratioReturn relative to maximum drawdown

1.60

3.12

-1.52

Martin ratioReturn relative to average drawdown

4.10

8.24

-4.14

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

The current XNGI.DE Sharpe Ratio is 1.66, which is lower than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XNGI.DE and XDWT.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.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.38

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

1.09

+0.11

Drawdowns

XNGI.DE vs. XDWT.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -27.91%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and XDWT.DE.


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Drawdown Indicators


XNGI.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.91%

-31.61%

+3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-15.59%

-3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-27.91%

-29.46%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

Max Drawdown (10Y)

Largest decline over 10 years

-31.61%

Current Drawdown

Current decline from peak

-1.91%

-2.61%

+0.70%

Average Drawdown

Average peak-to-trough decline

-6.21%

-5.82%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

5.91%

+1.49%

Volatility

XNGI.DE vs. XDWT.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) is 5.48%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XNGI.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

7.11%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

14.96%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

20.39%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

22.55%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

21.46%

-0.76%

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

XNGI.DE has a 0.30% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.


Dividends

XNGI.DE vs. XDWT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, XNGI.DE and XDWT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for XNGI.DE.

XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.30% for XNGI.DE and 0.25% for XDWT.DE.

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