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

Performance

XNGI.DE vs. XQUA.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 ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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 13.67% return, which is significantly higher than XQUA.DE's 4.45% return.


XNGI.DE

1D
0.00%
1M
-2.05%
YTD
13.67%
6M
13.86%
1Y
3Y*
5Y*
10Y*

XQUA.DE

1D
-0.21%
1M
2.98%
YTD
4.45%
6M
4.79%
1Y
10.13%
3Y*
3.69%
5Y*
0.73%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between XNGI.DE and XQUA.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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Return for Risk

XNGI.DE vs. XQUA.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.


XQUA.DE
XQUA.DE Risk / Return Rank: 5656
Overall Rank
XQUA.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XQUA.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
XQUA.DE Omega Ratio Rank: 5757
Omega Ratio Rank
XQUA.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XQUA.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. XQUA.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 ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.DEXQUA.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.45

Martin ratioReturn relative to average drawdown

7.45

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


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Drawdowns

XNGI.DE vs. XQUA.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -18.97%, smaller than the maximum XQUA.DE drawdown of -20.21%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and XQUA.DE.


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Drawdown Indicators


XNGI.DEXQUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-20.21%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.16%

Max Drawdown (10Y)

Largest decline over 10 years

-20.21%

Current Drawdown

Current decline from peak

-5.05%

-3.84%

-1.21%

Average Drawdown

Average peak-to-trough decline

-5.89%

-8.29%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

Volatility

XNGI.DE vs. XQUA.DE - Volatility Comparison


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Volatility by Period


XNGI.DEXQUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

6.22%

+13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.56%

8.34%

+11.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

8.82%

+10.74%

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

XNGI.DE has a 0.30% expense ratio, which is lower than XQUA.DE's 0.45% expense ratio.


Dividends

XNGI.DE vs. XQUA.DE - Dividend Comparison

XNGI.DE has not paid dividends to shareholders, while XQUA.DE's dividend yield for the trailing twelve months is around 4.46%.


PositionTTM202520242023202220212020201920182017
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%
XQUA.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
4.46%4.80%4.40%4.34%7.07%3.83%4.92%4.19%3.08%3.74%

Frequently Asked Questions


XNGI.DE and XQUA.DE have a correlation of 0.29, 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 0.45% for XQUA.DE.

XNGI.DE is categorized as Technology Equities, while XQUA.DE is Emerging Markets Bonds. XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while XQUA.DE tracks JPM EMBI Global Diversified TR USD. Their fees differ too: 0.30% for XNGI.DE and 0.45% for XQUA.DE.

Portfolio Optimizer

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