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^NQROBO vs. XAIX.DE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^NQROBO vs. XAIX.DE

Last updated May 16, 2025

Compare and contrast key facts about Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE).

XAIX.DE is a passively managed fund by Xtrackers that tracks the performance of the Nasdaq Global Artificial Intelligence and Big Data. It was launched on Jan 29, 2019.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NQROBO or XAIX.DE.

Correlation

The correlation between ^NQROBO and XAIX.DE is 0.59, 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.

Performance

^NQROBO vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^NQROBO:

0.09

XAIX.DE:

0.63

Sortino Ratio

^NQROBO:

0.44

XAIX.DE:

0.92

Omega Ratio

^NQROBO:

1.06

XAIX.DE:

1.13

Calmar Ratio

^NQROBO:

0.12

XAIX.DE:

0.52

Martin Ratio

^NQROBO:

0.57

XAIX.DE:

1.59

Ulcer Index

^NQROBO:

8.51%

XAIX.DE:

8.96%

Daily Std Dev

^NQROBO:

23.84%

XAIX.DE:

24.34%

Max Drawdown

^NQROBO:

-44.12%

XAIX.DE:

-33.08%

Current Drawdown

^NQROBO:

-23.49%

XAIX.DE:

-9.71%

Returns By Period

In the year-to-date period, ^NQROBO achieves a 0.03% return, which is significantly higher than XAIX.DE's -2.56% return.

^NQROBO

YTD

0.03%

1M

15.48%

6M

-0.87%

1Y

2.26%

5Y*

7.32%

10Y*

N/A

XAIX.DE

YTD

-2.56%

1M

15.57%

6M

-2.11%

1Y

15.33%

5Y*

21.20%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^NQROBO vs. XAIX.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^NQROBO
The Risk-Adjusted Performance Rank of ^NQROBO is 2929
Overall Rank
The Sharpe Ratio Rank of ^NQROBO is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NQROBO is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ^NQROBO is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ^NQROBO is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ^NQROBO is 2929
Martin Ratio Rank
XAIX.DE
The Risk-Adjusted Performance Rank of XAIX.DE is 5656
Overall Rank
The Sharpe Ratio Rank of XAIX.DE is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of XAIX.DE is 5656
Sortino Ratio Rank
The Omega Ratio Rank of XAIX.DE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of XAIX.DE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of XAIX.DE is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^NQROBO vs. XAIX.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). 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.

The current ^NQROBO Sharpe Ratio is 0.09, which is lower than the XAIX.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ^NQROBO and XAIX.DE, 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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Drawdowns

^NQROBO vs. XAIX.DE - Drawdown Comparison

The maximum ^NQROBO drawdown since its inception was -44.12%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for ^NQROBO and XAIX.DE. For additional features, visit the drawdowns tool.

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Volatility

^NQROBO vs. XAIX.DE - Volatility Comparison

The current volatility for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) is 7.10%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.60%. This indicates that ^NQROBO experiences smaller price fluctuations and is considered to be less risky than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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