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XZWG.L vs. XDNS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZWG.L vs. XDNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.L) and Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XZWG.L is traded in USD, while XDNS.L is traded in GBp. To make them comparable, the XDNS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XZWG.L achieves a -0.93% return, which is significantly lower than XDNS.L's 15.20% return.


XZWG.L

1D
0.17%
1M
-0.13%
YTD
-0.93%
6M
-0.55%
1Y
0.34%
3Y*
2.54%
5Y*
10Y*

XDNS.L

1D
-0.52%
1M
5.37%
YTD
15.20%
6M
15.44%
1Y
31.16%
3Y*
17.52%
5Y*
8.23%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZWG.L vs. XDNS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XZWG.L
Xtrackers II ESG Global Government Bond UCITS ETF
-0.93%7.85%-4.18%6.19%-21.45%-0.83%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
15.20%25.00%8.60%17.21%-17.32%-0.94%

Correlation

The correlation between XZWG.L and XDNS.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.26

The correlation between XZWG.L and XDNS.L shifts across timeframes, from 0.24 (3 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XZWG.L vs. XDNS.L — Risk / Return Rank

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

XZWG.L
XZWG.L Risk / Return Rank: 99
Overall Rank
XZWG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XZWG.L Sortino Ratio Rank: 99
Sortino Ratio Rank
XZWG.L Omega Ratio Rank: 99
Omega Ratio Rank
XZWG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
XZWG.L Martin Ratio Rank: 1010
Martin Ratio Rank

XDNS.L
XDNS.L Risk / Return Rank: 6767
Overall Rank
XDNS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6464
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.

XZWG.L vs. XDNS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.L) and Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.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.


XZWG.LXDNS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

1.01

1.34

-0.33

Calmar ratioReturn relative to maximum drawdown

0.08

3.01

-2.94

Martin ratioReturn relative to average drawdown

0.19

9.26

-9.07

XZWG.L vs. XDNS.L - Sharpe Ratio Comparison

The current XZWG.L Sharpe Ratio is 0.05, which is lower than the XDNS.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of XZWG.L and XDNS.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


XZWG.LXDNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.82

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.47

-0.90

Drawdowns

XZWG.L vs. XDNS.L - Drawdown Comparison

The maximum XZWG.L drawdown since its inception was -27.49%, smaller than the maximum XDNS.L drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for XZWG.L and XDNS.L.


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Drawdown Indicators


XZWG.LXDNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.49%

-33.26%

+5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-12.98%

+8.69%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

-14.96%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-33.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.26%

Current Drawdown

Current decline from peak

-15.46%

-0.52%

-14.94%

Average Drawdown

Average peak-to-trough decline

-17.81%

-8.69%

-9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

4.34%

-2.54%

Volatility

XZWG.L vs. XDNS.L - Volatility Comparison

The current volatility for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.L) is 2.37%, while Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) has a volatility of 4.41%. This indicates that XZWG.L experiences smaller price fluctuations and is considered to be less risky than XDNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZWG.LXDNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

4.41%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.91%

15.97%

-11.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

21.50%

-15.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.63%

20.08%

-11.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.63%

18.43%

-9.80%

XZWG.L vs. XDNS.L - Expense Ratio Comparison

XZWG.L has a 0.20% expense ratio, which is higher than XDNS.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XZWG.L vs. XDNS.L - Dividend Comparison

XZWG.L's dividend yield for the trailing twelve months is around 2.59%, more than XDNS.L's 1.43% yield.


PositionTTM2025202420232022202120202019201820172016
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
1.43%1.63%1.65%1.81%2.83%1.46%1.79%1.77%1.20%1.97%0.64%
XZWG.L
Xtrackers II ESG Global Government Bond UCITS ETF
2.59%2.42%2.65%1.69%1.11%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XZWG.L and XDNS.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDNS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDNS.L is cheaper with a 0.15% expense ratio, compared with 0.20% for XZWG.L.

XZWG.L is categorized as Global Bonds, while XDNS.L is Japan Equities. XZWG.L tracks Bloomberg Global Aggregate TR Hdg EUR, while XDNS.L tracks TOPIX TR JPY. Their fees differ too: 0.20% for XZWG.L and 0.15% for XDNS.L.

Portfolio Optimizer

Find the right allocation for XZWG.L and XDNS.L

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