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DAT vs. XAIX.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DAT 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.


-0.50.00.51.00.6

Performance

DAT vs. XAIX.DE - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
19.45%
60.34%
DAT
XAIX.DE

Key characteristics

Sharpe Ratio

DAT:

1.40

XAIX.DE:

1.64

Sortino Ratio

DAT:

1.96

XAIX.DE:

2.23

Omega Ratio

DAT:

1.24

XAIX.DE:

1.31

Calmar Ratio

DAT:

1.24

XAIX.DE:

2.13

Martin Ratio

DAT:

5.56

XAIX.DE:

7.30

Ulcer Index

DAT:

6.44%

XAIX.DE:

4.12%

Daily Std Dev

DAT:

25.32%

XAIX.DE:

18.40%

Max Drawdown

DAT:

-56.22%

XAIX.DE:

-33.08%

Current Drawdown

DAT:

-2.33%

XAIX.DE:

-0.17%

Returns By Period

In the year-to-date period, DAT achieves a 8.91% return, which is significantly higher than XAIX.DE's 7.01% return.


DAT

YTD

8.91%

1M

8.38%

6M

35.49%

1Y

29.67%

5Y*

N/A

10Y*

N/A

XAIX.DE

YTD

7.01%

1M

5.35%

6M

23.90%

1Y

29.31%

5Y*

20.15%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DAT vs. XAIX.DE - Expense Ratio Comparison

DAT has a 0.58% expense ratio, which is higher than XAIX.DE's 0.35% expense ratio.


DAT
ProShares Big Data Refiners ETF
Expense ratio chart for DAT: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

DAT vs. XAIX.DE — Risk-Adjusted Performance Rank

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

DAT
The Risk-Adjusted Performance Rank of DAT is 5454
Overall Rank
The Sharpe Ratio Rank of DAT is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DAT is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DAT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of DAT is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DAT is 5252
Martin Ratio Rank

XAIX.DE
The Risk-Adjusted Performance Rank of XAIX.DE is 6565
Overall Rank
The Sharpe Ratio Rank of XAIX.DE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of XAIX.DE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of XAIX.DE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of XAIX.DE is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XAIX.DE is 6262
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.

DAT vs. XAIX.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) 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.


Sharpe ratio
The chart of Sharpe ratio for DAT, currently valued at 1.35, compared to the broader market0.002.004.001.351.42
The chart of Sortino ratio for DAT, currently valued at 1.89, compared to the broader market0.005.0010.001.891.98
The chart of Omega ratio for DAT, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.26
The chart of Calmar ratio for DAT, currently valued at 1.16, compared to the broader market0.005.0010.0015.0020.001.161.89
The chart of Martin ratio for DAT, currently valued at 5.12, compared to the broader market0.0020.0040.0060.0080.00100.005.126.41
DAT
XAIX.DE

The current DAT Sharpe Ratio is 1.40, which is comparable to the XAIX.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DAT 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.35
1.42
DAT
XAIX.DE

Dividends

DAT vs. XAIX.DE - Dividend Comparison

Neither DAT nor XAIX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DAT vs. XAIX.DE - Drawdown Comparison

The maximum DAT drawdown since its inception was -56.22%, 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 DAT and XAIX.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.33%
0
DAT
XAIX.DE

Volatility

DAT vs. XAIX.DE - Volatility Comparison

ProShares Big Data Refiners ETF (DAT) has a higher volatility of 6.60% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 5.02%. This indicates that DAT's price experiences larger fluctuations and is considered to be riskier than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.60%
5.02%
DAT
XAIX.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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