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XWEQ.DE vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEQ.DE vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWEQ.DE is traded in EUR, while GRID is traded in USD. To make them comparable, the GRID values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWEQ.DE achieves a 9.71% return, which is significantly lower than GRID's 25.05% return.


XWEQ.DE

1D
0.77%
1M
2.68%
YTD
9.71%
6M
11.10%
1Y
23.57%
3Y*
5Y*
10Y*

GRID

1D
-4.03%
1M
-3.27%
YTD
25.05%
6M
23.77%
1Y
43.31%
3Y*
21.22%
5Y*
17.95%
10Y*
18.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEQ.DE vs. GRID - Yearly Performance Comparison


2026 (YTD)202520242023
XWEQ.DE
Xtrackers MSCI World Quality ESG UCITS ETF 1C
9.71%4.46%25.97%0.47%
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
25.05%14.27%22.79%-0.27%

Correlation

The correlation between XWEQ.DE and GRID is 0.57, 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

0.57

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2023

0.54

The correlation between XWEQ.DE and GRID has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.

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Return for Risk

XWEQ.DE vs. GRID — Risk / Return Rank

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

XWEQ.DE
XWEQ.DE Risk / Return Rank: 6565
Overall Rank
XWEQ.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XWEQ.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
XWEQ.DE Omega Ratio Rank: 6262
Omega Ratio Rank
XWEQ.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
XWEQ.DE Martin Ratio Rank: 7070
Martin Ratio Rank

GRID
GRID Risk / Return Rank: 7070
Overall Rank
GRID Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 6464
Sortino Ratio Rank
GRID Omega Ratio Rank: 6565
Omega Ratio Rank
GRID Calmar Ratio Rank: 7676
Calmar Ratio Rank
GRID Martin Ratio Rank: 7676
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.

XWEQ.DE vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). 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.


XWEQ.DEGRIDDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratioReturn relative to maximum drawdown

3.27

4.79

-1.53

Martin ratioReturn relative to average drawdown

12.77

15.87

-3.10

XWEQ.DE vs. GRID - Sharpe Ratio Comparison

The current XWEQ.DE Sharpe Ratio is 2.02, which is comparable to the GRID Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of XWEQ.DE and GRID, 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


XWEQ.DEGRIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.33

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.66

+0.23

Drawdowns

XWEQ.DE vs. GRID - Drawdown Comparison

The maximum XWEQ.DE drawdown since its inception was -22.80%, smaller than the maximum GRID drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for XWEQ.DE and GRID.


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Drawdown Indicators


XWEQ.DEGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-22.80%

-41.27%

+18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-9.08%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-24.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.27%

Max Drawdown (10Y)

Largest decline over 10 years

-41.27%

Current Drawdown

Current decline from peak

-0.73%

-4.22%

+3.49%

Average Drawdown

Average peak-to-trough decline

-4.52%

-7.11%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.74%

-0.88%

Volatility

XWEQ.DE vs. GRID - Volatility Comparison

The current volatility for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) is 2.76%, while First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) has a volatility of 8.02%. This indicates that XWEQ.DE experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWEQ.DEGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

8.02%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

15.29%

-6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

18.74%

-7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

19.53%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

22.14%

-6.96%

XWEQ.DE vs. GRID - Expense Ratio Comparison

XWEQ.DE has a 0.25% expense ratio, which is lower than GRID's 0.70% expense ratio.


Dividends

XWEQ.DE vs. GRID - Dividend Comparison

XWEQ.DE has not paid dividends to shareholders, while GRID's dividend yield for the trailing twelve months is around 0.80%.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
0.80%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
XWEQ.DE
Xtrackers MSCI World Quality ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XWEQ.DE and GRID have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.70% for GRID.

XWEQ.DE is categorized as Global Equities, while GRID is Alternative Energy Equities. XWEQ.DE tracks MSCI World Quality Low Carbon SRI Screened Select, while GRID tracks Nasdaq Clean Edge Smart Grid Infrastructure Index. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.25% for XWEQ.DE and 0.70% for GRID.

Portfolio Optimizer

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