PortfoliosLab logoPortfoliosLab logo
04Q.DE vs. XAIX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

04Q.DE vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Nordea Bank Abp (04Q.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 04Q.DE achieves a 7.59% return, which is significantly lower than XAIX.DE's 37.21% return.


04Q.DE

1D
0.34%
1M
1.95%
YTD
7.59%
6M
12.05%
1Y
35.87%
3Y*
28.76%
5Y*
10Y*

XAIX.DE

1D
-2.02%
1M
16.54%
YTD
37.21%
6M
37.25%
1Y
60.71%
3Y*
36.02%
5Y*
22.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

04Q.DE vs. XAIX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
04Q.DE
Nordea Bank Abp
7.59%64.85%1.64%20.34%0.43%0.54%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
37.21%15.25%34.63%63.77%-31.80%-1.06%

Correlation

The correlation between 04Q.DE and XAIX.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2021

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

04Q.DE vs. XAIX.DE — Risk / Return Rank

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

04Q.DE
04Q.DE Risk / Return Rank: 8282
Overall Rank
04Q.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
04Q.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
04Q.DE Omega Ratio Rank: 7878
Omega Ratio Rank
04Q.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
04Q.DE Martin Ratio Rank: 8787
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 8686
Overall Rank
XAIX.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 7777
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.

04Q.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordea Bank Abp (04Q.DE) 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.


04Q.DEXAIX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.29

1.51

-0.23

Calmar ratioReturn relative to maximum drawdown

2.92

5.11

-2.19

Martin ratioReturn relative to average drawdown

9.74

14.72

-4.98

04Q.DE vs. XAIX.DE - Sharpe Ratio Comparison

The current 04Q.DE Sharpe Ratio is 1.67, which is lower than the XAIX.DE Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of 04Q.DE and XAIX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


04Q.DEXAIX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

3.03

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.08

-0.27

Drawdowns

04Q.DE vs. XAIX.DE - Drawdown Comparison

The maximum 04Q.DE drawdown since its inception was -28.60%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for 04Q.DE and XAIX.DE.


Loading charts...

Drawdown Indicators


04Q.DEXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-33.08%

+4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.10%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

-27.61%

+10.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

Current Drawdown

Current decline from peak

-3.63%

-3.11%

-0.52%

Average Drawdown

Average peak-to-trough decline

-5.71%

-7.39%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

4.21%

-0.58%

Volatility

04Q.DE vs. XAIX.DE - Volatility Comparison

The current volatility for Nordea Bank Abp (04Q.DE) is 5.47%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that 04Q.DE 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.


Loading charts...

Volatility by Period


04Q.DEXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

8.63%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.95%

16.15%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.18%

20.43%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.40%

20.73%

+6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

21.30%

+6.10%

Dividends

04Q.DE vs. XAIX.DE - Dividend Comparison

04Q.DE's dividend yield for the trailing twelve months is around 5.93%, while XAIX.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
04Q.DE
Nordea Bank Abp
5.93%5.85%8.75%7.10%6.81%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


04Q.DE and XAIX.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for 04Q.DE and XAIX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer