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18M2.DE vs. XAIX.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 18M2.DE and XAIX.DE is 0.48, 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

18M2.DE vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
52.27%
159.87%
18M2.DE
XAIX.DE

Key characteristics

Sharpe Ratio

18M2.DE:

0.36

XAIX.DE:

0.31

Sortino Ratio

18M2.DE:

0.56

XAIX.DE:

0.57

Omega Ratio

18M2.DE:

1.08

XAIX.DE:

1.08

Calmar Ratio

18M2.DE:

0.34

XAIX.DE:

0.27

Martin Ratio

18M2.DE:

1.12

XAIX.DE:

0.86

Ulcer Index

18M2.DE:

4.48%

XAIX.DE:

8.76%

Daily Std Dev

18M2.DE:

13.88%

XAIX.DE:

23.85%

Max Drawdown

18M2.DE:

-37.06%

XAIX.DE:

-33.08%

Current Drawdown

18M2.DE:

-2.43%

XAIX.DE:

-16.87%

Returns By Period

In the year-to-date period, 18M2.DE achieves a 9.30% return, which is significantly higher than XAIX.DE's -10.30% return.


18M2.DE

YTD

9.30%

1M

12.26%

6M

9.91%

1Y

5.34%

5Y*

11.22%

10Y*

6.26%

XAIX.DE

YTD

-10.30%

1M

12.93%

6M

-6.69%

1Y

7.06%

5Y*

18.63%

10Y*

N/A

*Annualized

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18M2.DE vs. XAIX.DE - Expense Ratio Comparison

18M2.DE has a 0.30% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.


Risk-Adjusted Performance

18M2.DE vs. XAIX.DE — Risk-Adjusted Performance Rank

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

18M2.DE
The Risk-Adjusted Performance Rank of 18M2.DE is 4343
Overall Rank
The Sharpe Ratio Rank of 18M2.DE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of 18M2.DE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of 18M2.DE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of 18M2.DE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of 18M2.DE is 4343
Martin Ratio Rank

XAIX.DE
The Risk-Adjusted Performance Rank of XAIX.DE is 4040
Overall Rank
The Sharpe Ratio Rank of XAIX.DE is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of XAIX.DE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of XAIX.DE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of XAIX.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of XAIX.DE is 3838
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.

18M2.DE vs. XAIX.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


The current 18M2.DE Sharpe Ratio is 0.36, which is comparable to the XAIX.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of 18M2.DE 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.62
0.53
18M2.DE
XAIX.DE

Dividends

18M2.DE vs. XAIX.DE - Dividend Comparison

Neither 18M2.DE nor XAIX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

18M2.DE vs. XAIX.DE - Drawdown Comparison

The maximum 18M2.DE drawdown since its inception was -37.06%, 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 18M2.DE and XAIX.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.65%
-9.94%
18M2.DE
XAIX.DE

Volatility

18M2.DE vs. XAIX.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 10.60%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 14.16%. This indicates that 18M2.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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.60%
14.16%
18M2.DE
XAIX.DE