PortfoliosLab logoPortfoliosLab logo
XNGI.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNGI.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XNGI.DE achieves a 17.43% return, which is significantly higher than XSX6.DE's 7.40% return.


XNGI.DE

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

XSX6.DE

1D
0.59%
1M
0.87%
YTD
7.40%
6M
10.04%
1Y
16.19%
3Y*
13.95%
5Y*
9.70%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNGI.DE vs. XSX6.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%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
7.40%20.91%8.35%15.54%1.49%

Correlation

The correlation between XNGI.DE and XSX6.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.53

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

0.57

The correlation between XNGI.DE and XSX6.DE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XNGI.DE vs. XSX6.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

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

1.60

1.73

-0.13

Martin ratioReturn relative to average drawdown

4.10

6.55

-2.45

XNGI.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XNGI.DE Sharpe Ratio is 1.66, which is higher than the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XNGI.DE and XSX6.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.


Loading charts...

Sharpe Ratios by Period


XNGI.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.26

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.59

+0.60

Drawdowns

XNGI.DE vs. XSX6.DE - Drawdown Comparison

The maximum XNGI.DE drawdown since its inception was -27.91%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XNGI.DE and XSX6.DE.


Loading charts...

Drawdown Indicators


XNGI.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.91%

-36.05%

+8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-9.46%

-9.51%

Max Drawdown (3Y)

Largest decline over 3 years

-27.91%

-16.37%

-11.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-1.91%

-1.56%

-0.35%

Average Drawdown

Average peak-to-trough decline

-6.21%

-5.27%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

2.50%

+4.90%

Volatility

XNGI.DE vs. XSX6.DE - Volatility Comparison

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) has a higher volatility of 5.48% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XNGI.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XNGI.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

4.26%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

10.73%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

12.95%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

14.44%

+6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

15.61%

+5.09%

XNGI.DE vs. XSX6.DE - Expense Ratio Comparison

XNGI.DE has a 0.30% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.


Dividends

XNGI.DE vs. XSX6.DE - Dividend Comparison

Neither XNGI.DE nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNGI.DE and XSX6.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for XNGI.DE.

XNGI.DE is categorized as Technology Equities, while XSX6.DE is Europe Equities. XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.30% for XNGI.DE and 0.20% for XSX6.DE.

Portfolio Optimizer

Find the right allocation for XNGI.DE and XSX6.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer