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XNGS.L vs. ESIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNGS.L vs. ESIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) and iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNGS.L achieves a 17.59% return, which is significantly lower than ESIT.L's 51.37% return.


XNGS.L

1D
-0.89%
1M
12.71%
YTD
17.59%
6M
15.55%
1Y
34.17%
3Y*
27.39%
5Y*
10Y*

ESIT.L

1D
0.18%
1M
20.73%
YTD
51.37%
6M
48.42%
1Y
65.95%
3Y*
24.77%
5Y*
15.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNGS.L vs. ESIT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XNGS.L
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
17.59%11.63%38.09%48.85%-12.98%
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF
51.37%14.83%2.77%32.26%2.36%

Correlation

The correlation between XNGS.L and ESIT.L 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

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2022

0.73

The correlation between XNGS.L and ESIT.L has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

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Return for Risk

XNGS.L vs. ESIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XNGS.L
XNGS.L Risk / Return Rank: 4848
Overall Rank
XNGS.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XNGS.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
XNGS.L Omega Ratio Rank: 5757
Omega Ratio Rank
XNGS.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
XNGS.L Martin Ratio Rank: 3030
Martin Ratio Rank

ESIT.L
ESIT.L Risk / Return Rank: 8181
Overall Rank
ESIT.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ESIT.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
ESIT.L Omega Ratio Rank: 7575
Omega Ratio Rank
ESIT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
ESIT.L Martin Ratio Rank: 7575
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.

XNGS.L vs. ESIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) and iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L). 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.


XNGS.LESIT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

1.69

5.60

-3.92

Martin ratioReturn relative to average drawdown

4.24

14.10

-9.87

XNGS.L vs. ESIT.L - Sharpe Ratio Comparison

The current XNGS.L Sharpe Ratio is 2.00, which is comparable to the ESIT.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of XNGS.L and ESIT.L, 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


XNGS.LESIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.68

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.72

+0.52

Drawdowns

XNGS.L vs. ESIT.L - Drawdown Comparison

The maximum XNGS.L drawdown since its inception was -24.85%, smaller than the maximum ESIT.L drawdown of -37.50%. Use the drawdown chart below to compare losses from any high point for XNGS.L and ESIT.L.


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Drawdown Indicators


XNGS.LESIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.85%

-37.50%

+12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-20.19%

-11.71%

-8.48%

Max Drawdown (3Y)

Largest decline over 3 years

-24.85%

-24.87%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

Current Drawdown

Current decline from peak

-1.31%

-0.16%

-1.15%

Average Drawdown

Average peak-to-trough decline

-5.28%

-11.52%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

4.66%

+3.39%

Volatility

XNGS.L vs. ESIT.L - Volatility Comparison

The current volatility for Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) is 5.17%, while iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) has a volatility of 9.42%. This indicates that XNGS.L experiences smaller price fluctuations and is considered to be less risky than ESIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNGS.LESIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

9.42%

-4.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

19.85%

-7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

24.48%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

25.01%

-5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

24.64%

-4.78%

XNGS.L vs. ESIT.L - Expense Ratio Comparison

XNGS.L has a 0.35% expense ratio, which is higher than ESIT.L's 0.18% expense ratio.


Dividends

XNGS.L vs. ESIT.L - Dividend Comparison

Neither XNGS.L nor ESIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNGS.L and ESIT.L 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, ESIT.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIT.L is cheaper with a 0.18% expense ratio, compared with 0.35% for XNGS.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: DWS and iShares. Their fees differ too: 0.35% for XNGS.L and 0.18% for ESIT.L.

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