DXSG.DE vs. XAIX.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - DXSG.DE is a Communications Equities fund tracking the MSCI Europe Communication Services ESG Screened 20-35, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, DXSG.DE returned 5.78%/yr vs 22.22%/yr for XAIX.DE. At a 0.39 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.35%/yr for XAIX.DE.
Performance
DXSG.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly lower than XAIX.DE's 37.21% return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.12%
- YTD
- 5.28%
- 6M
- 6.42%
- 1Y
- -9.16%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
XAIX.DE
- 1D
- -2.02%
- 1M
- 16.54%
- YTD
- 37.21%
- 6M
- 37.25%
- 1Y
- 60.71%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
DXSG.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 7.04% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between DXSG.DE and XAIX.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.39 |
Over the past year, the correlation between DXSG.DE and XAIX.DE has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
DXSG.DE vs. XAIX.DE — Risk / Return Rank
DXSG.DE
XAIX.DE
DXSG.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.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.
| DXSG.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.59 | ||
| Sortino ratioReturn per unit of downside risk | -4.68 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.51 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 5.11 | -5.59 |
| Martin ratioReturn relative to average drawdown | -0.91 | 14.72 | -15.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSG.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 3.03 | -3.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 1.06 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.08 | -0.92 |
Drawdowns
DXSG.DE vs. XAIX.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, 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 DXSG.DE and XAIX.DE.
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Drawdown Indicators
| DXSG.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -33.08% | -14.30% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -12.10% | -4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -27.61% | +10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -33.08% | +12.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | — | — |
Current DrawdownCurrent decline from peak | -9.16% | -3.11% | -6.05% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -7.39% | -12.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 4.21% | +4.68% |
Volatility
DXSG.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) is 5.43%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that DXSG.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.
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Volatility by Period
| DXSG.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 8.63% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 16.15% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 20.43% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 20.73% | -7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 21.30% | -5.42% |
DXSG.DE vs. XAIX.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
DXSG.DE vs. XAIX.DE - Dividend Comparison
Neither DXSG.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and XAIX.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.35% for XAIX.DE.
DXSG.DE is categorized as Communications Equities, while XAIX.DE is Technology Equities. DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.17% for DXSG.DE and 0.35% for XAIX.DE.
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