XNGS.L vs. QGRW

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) and WisdomTree U.S. Quality Growth Fund (QGRW).

XNGS.L and QGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNGS.L is a passively managed fund by DWS that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jul 12, 2022. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. Both XNGS.L and QGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XNGS.L vs. QGRW - 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 WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

XNGS.L vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XNGS.L Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C	-12.20%	11.63%	38.09%	48.85%	-2.13%
QGRW WisdomTree U.S. Quality Growth Fund	-7.20%	10.71%	37.21%	48.25%	-2.64%

Different Trading Currencies

XNGS.L is traded in GBP, while QGRW is traded in USD. To make them comparable, the QGRW values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XNGS.L achieves a -12.20% return, which is significantly lower than QGRW's -7.20% return.

XNGS.L

• 1D: 0.76%
• 1M: -4.10%
• YTD: -12.20%
• 6M: -13.55%
• 1Y: 10.08%
• 3Y*: 18.81%
• 5Y*: —
• 10Y*: —

QGRW

• 1D: 4.03%
• 1M: -3.83%
• YTD: -7.20%
• 6M: -5.18%
• 1Y: 19.01%
• 3Y*: 20.77%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XNGS.L vs. QGRW - Expense Ratio Comparison

XNGS.L has a 0.35% expense ratio, which is higher than QGRW's 0.28% expense ratio.

XNGS.L

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C

QGRW

WisdomTree U.S. Quality Growth Fund

Return for Risk

XNGS.L vs. QGRW — 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: 25
XNGS.L Sharpe Ratio Rank: 28
XNGS.L Sortino Ratio Rank: 29
XNGS.L Omega Ratio Rank: 28
XNGS.L Calmar Ratio Rank: 21
XNGS.L Martin Ratio Rank: 20

QGRW

QGRW Risk / Return Rank: 57
QGRW Sharpe Ratio Rank: 54
QGRW Sortino Ratio Rank: 59
QGRW Omega Ratio Rank: 57
QGRW Calmar Ratio Rank: 59
QGRW Martin Ratio Rank: 58

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. QGRW - 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 WisdomTree U.S. Quality Growth Fund (QGRW). 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.L	QGRW	Difference
Sharpe ratio Return per unit of total volatility	0.49	0.78	-0.29
Sortino ratio Return per unit of downside risk	0.82	1.26	-0.44
Omega ratio Gain probability vs. loss probability	1.11	1.18	-0.07
Calmar ratio Return relative to maximum drawdown	0.40	1.22	-0.82
Martin ratio Return relative to average drawdown	1.05	3.82	-2.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XNGS.L vs. QGRW - Sharpe Ratio Comparison

The current XNGS.L Sharpe Ratio is 0.49, which is lower than the QGRW Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of XNGS.L and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XNGS.L	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	0.78	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	1.15	-0.33

Correlation

The correlation between XNGS.L and QGRW is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XNGS.L vs. QGRW - Dividend Comparison

XNGS.L has not paid dividends to shareholders, while QGRW's dividend yield for the trailing twelve months is around 0.09%.

	TTM	2025	2024	2023
XNGS.L Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%
QGRW WisdomTree U.S. Quality Growth Fund	0.09%	0.09%	0.14%	0.11%

Drawdowns

XNGS.L vs. QGRW - Drawdown Comparison

The maximum XNGS.L drawdown since its inception was -24.85%, smaller than the maximum QGRW drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for XNGS.L and QGRW.

Drawdown Indicators

	XNGS.L	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-24.85%	-24.40%	-0.45%
Max Drawdown (1Y) Largest decline over 1 year	-20.19%	-15.44%	-4.75%
Current Drawdown Current decline from peak	-19.14%	-11.77%	-7.37%
Average Drawdown Average peak-to-trough decline	-5.26%	-3.32%	-1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.60%	4.07%	+3.53%

Volatility

XNGS.L vs. QGRW - Volatility Comparison

The current volatility for Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) is 5.08%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 6.90%. This indicates that XNGS.L experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XNGS.L	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	6.90%	-1.82%
Volatility (6M) Calculated over the trailing 6-month period	12.85%	13.50%	-0.65%
Volatility (1Y) Calculated over the trailing 1-year period	20.42%	24.40%	-3.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.87%	21.10%	-1.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.87%	21.10%	-1.23%