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

Performance

XNGS.L vs. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
XNGS.L
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
-12.20%11.63%38.09%48.85%-12.98%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
-4.58%9.36%27.33%19.67%-3.19%

Returns By Period

In the year-to-date period, XNGS.L achieves a -12.20% return, which is significantly lower than VUAG.L's -4.58% return.


XNGS.L

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

VUAG.L

1D
0.46%
1M
-4.51%
YTD
-4.58%
6M
-0.99%
1Y
14.53%
3Y*
15.17%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XNGS.L has a 0.35% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.


Return for Risk

XNGS.L vs. VUAG.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: 2525
Overall Rank
XNGS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XNGS.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
XNGS.L Omega Ratio Rank: 2828
Omega Ratio Rank
XNGS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XNGS.L Martin Ratio Rank: 2020
Martin Ratio Rank

VUAG.L
VUAG.L Risk / Return Rank: 5555
Overall Rank
VUAG.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 5757
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 5353
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. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.LVUAG.LDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.94

-0.45

Sortino ratio

Return per unit of downside risk

0.82

1.37

-0.55

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.40

1.24

-0.84

Martin ratio

Return relative to average drawdown

1.05

4.73

-3.68

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

The current XNGS.L Sharpe Ratio is 0.49, which is lower than the VUAG.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XNGS.L and VUAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XNGS.LVUAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.94

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.83

-0.01

Correlation

The correlation between XNGS.L and VUAG.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XNGS.L vs. VUAG.L - Dividend Comparison

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


TTM202520242023202220212020
XNGS.L
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%71.39%

Drawdowns

XNGS.L vs. VUAG.L - Drawdown Comparison

The maximum XNGS.L drawdown since its inception was -24.85%, roughly equal to the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for XNGS.L and VUAG.L.


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Drawdown Indicators


XNGS.LVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.85%

-25.61%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-20.19%

-10.53%

-9.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

Current Drawdown

Current decline from peak

-19.14%

-6.23%

-12.91%

Average Drawdown

Average peak-to-trough decline

-5.26%

-3.57%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.60%

2.76%

+4.84%

Volatility

XNGS.L vs. VUAG.L - Volatility Comparison

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) has a higher volatility of 5.08% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.42%. This indicates that XNGS.L's price experiences larger fluctuations and is considered to be riskier than VUAG.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.LVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

3.42%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

8.15%

+4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

15.34%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.87%

14.38%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

36.50%

-16.63%