BTC-USD vs. XAIX
BTC-USD (Bitcoin) is a cryptocurrency, while XAIX (Xtrackers Artificial Intelligence and Big Data ETF) is Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data Index. Over the past year, BTC-USD returned -37.30% vs 61.08% for XAIX. At a 0.35 correlation, their price movements are largely independent.
Performance
BTC-USD vs. XAIX - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -24.33% return, which is significantly lower than XAIX's 35.34% return.
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
XAIX
- 1D
- 3.56%
- 1M
- 10.71%
- YTD
- 35.34%
- 6M
- 38.61%
- 1Y
- 61.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD vs. XAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BTC-USD Bitcoin | -24.33% | -6.27% | 42.99% |
XAIX Xtrackers Artificial Intelligence and Big Data ETF | 35.34% | 29.05% | 15.21% |
Correlation
The correlation between BTC-USD and XAIX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2024 | 0.35 |
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Return for Risk
BTC-USD vs. XAIX — Risk / Return Rank
BTC-USD
XAIX
BTC-USD vs. XAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BTC-USD | XAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.52 | ||
| Sortino ratioReturn per unit of downside risk | -4.45 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.46 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 4.38 | -5.11 |
| Martin ratioReturn relative to average drawdown | -1.26 | 15.03 | -16.29 |
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Drawdowns
BTC-USD vs. XAIX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than XAIX's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for BTC-USD and XAIX.
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Drawdown Indicators
| BTC-USD | XAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -23.95% | -61.35% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -14.01% | -37.20% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -46.91% | -4.71% | -42.20% |
Average DrawdownAverage peak-to-trough decline | -42.38% | -3.56% | -38.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.75% | 4.08% | +30.67% |
Volatility
BTC-USD vs. XAIX - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 12.14%, while Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a volatility of 12.99%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | XAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.14% | 12.99% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 20.28% | +14.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 23.19% | +12.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 24.35% | +20.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.55% | 24.35% | +32.20% |
Frequently Asked Questions
BTC-USD and XAIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XAIX has higher volatility (12.99%) compared to BTC-USD (12.14%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs XAIX's -23.95%.
XAIX currently has the higher Sharpe Ratio (2.65 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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