FAI vs. XAIX

Last updated Aug 5, 2026

FAI (First Trust Bloomberg Artificial Intelligence ETF) and XAIX (Xtrackers Artificial Intelligence and Big Data ETF) are both Artificial Intelligence funds - FAI tracks the Bloomberg Artificial Intelligence Index while XAIX tracks the Nasdaq Global Artificial Intelligence and Big Data Index. Both are passively managed. Over the past year, FAI returned 48.02% vs 47.53% for XAIX. Their correlation of 0.95 means they have usually moved in the same direction. FAI charges 0.65%/yr vs 0.35%/yr for XAIX.

Performance

FAI vs. XAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Artificial Intelligence ETF (FAI) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FAI having a 32.45% return and XAIX slightly lower at 31.63%.

FAI

• 1D: 4.39%
• 1M: 5.49%
• 6M: 34.12%
• YTD: 32.45%
• 1Y: 48.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 41.61%

XAIX

• 1D: 3.87%
• 1M: 3.87%
• 6M: 30.21%
• YTD: 31.63%
• 1Y: 47.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 39.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FAI First Trust Bloomberg Artificial Intelligence ETF	$1.29M	$2.80M	$3.60M
XAIX Xtrackers Artificial Intelligence and Big Data ETF	$945.12K	$1.44M	$1.99M

FAI vs. XAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FAI First Trust Bloomberg Artificial Intelligence ETF	32.45%	33.37%	2.28%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	31.63%	29.05%	-0.84%

Correlation

The correlation between FAI and XAIX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024	0.95

The correlation between FAI and XAIX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

FAI vs. XAIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FAI

FAI Risk / Return Rank: 56
FAI Sharpe Ratio Rank: 60
FAI Sortino Ratio Rank: 55
FAI Omega Ratio Rank: 53
FAI Calmar Ratio Rank: 64
FAI Martin Ratio Rank: 50

XAIX

XAIX Risk / Return Rank: 67
XAIX Sharpe Ratio Rank: 71
XAIX Sortino Ratio Rank: 64
XAIX Omega Ratio Rank: 65
XAIX Calmar Ratio Rank: 72
XAIX Martin Ratio Rank: 63

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FAI vs. XAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Artificial Intelligence ETF (FAI) 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.

	FAI	XAIX	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.83	-0.19
Sortino ratio: Return per unit of downside risk	2.17	2.40	-0.23
Omega ratio: Gain probability vs. loss probability	1.27	1.31	-0.04
Calmar ratio: Return relative to maximum drawdown	2.56	2.82	-0.26
Martin ratio: Return relative to average drawdown	6.64	8.44	-1.80

FAI vs. XAIX - Sharpe Ratio Comparison

The current FAI Sharpe Ratio is 1.64, which is comparable to the XAIX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FAI and XAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FAI vs. XAIX - Drawdown Comparison

The maximum FAI drawdown since its inception was -27.82%, which is greater than XAIX's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for FAI and XAIX.

Drawdown Indicators

	FAI	XAIX	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-23.95%	-3.87%
Max Drawdown (1Y) Largest decline over 1 year	-18.84%	-16.95%	-1.89%
Current Drawdown Current decline from peak	-5.92%	-7.32%	+1.40%
Average Drawdown Average peak-to-trough decline	-5.78%	-4.01%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.26%	5.65%	+1.61%

Volatility

FAI vs. XAIX - Volatility Comparison

First Trust Bloomberg Artificial Intelligence ETF (FAI) has a higher volatility of 10.83% compared to Xtrackers Artificial Intelligence and Big Data ETF (XAIX) at 9.40%. This indicates that FAI's price experiences larger fluctuations and is considered to be riskier than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAI	XAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.83%	9.40%	+1.43%
Volatility (6M) Calculated over the trailing 6-month period	25.10%	23.32%	+1.78%
Volatility (1Y) Calculated over the trailing 1-year period	29.50%	26.08%	+3.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.48%	25.22%	+6.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.48%	25.22%	+6.26%

FAI vs. XAIX - Expense Ratio Comparison

FAI has a 0.65% expense ratio, which is higher than XAIX's 0.35% expense ratio.

Dividends

FAI vs. XAIX - Dividend Comparison

FAI has not paid dividends to shareholders, while XAIX's dividend yield for the trailing twelve months is around 0.39%.

Position	TTM	2025	2024
FAI First Trust Bloomberg Artificial Intelligence ETF	0.00%	0.00%	0.04%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.39%	0.54%	0.08%

Frequently Asked Questions

Can I hold both FAI and XAIX in my portfolio?

With a correlation of 0.96, FAI and XAIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FAI or XAIX?

FAI has higher volatility (10.83%) compared to XAIX (9.40%). In terms of maximum drawdown, FAI dropped -27.82% vs XAIX's -23.95%.

Which ETF is better, FAI or XAIX?

On 1-year performance, FAI leads with 48.02% vs 47.53% for XAIX. On fees, XAIX is cheaper at 0.35% per year. On volatility, XAIX has been the lower-risk option at 9.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FAI or XAIX?

Over the 1-year period, FAI has performed better with a 48.02% return vs 47.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FAI or XAIX?

XAIX is cheaper with a 0.35% expense ratio, compared with 0.65% for FAI.

Which ETF pays a higher dividend yield, FAI or XAIX?

XAIX has the higher dividend yield at 0.39%, compared with 0.00% for FAI.

What is the main difference between FAI and XAIX?

FAI tracks Bloomberg Artificial Intelligence Index, while XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index. They also come from different issuers: First Trust and Xtrackers. Their fees differ too: 0.65% for FAI and 0.35% for XAIX.

Which has better risk-adjusted returns?

XAIX currently has the higher Sharpe Ratio (1.83 vs 1.64), 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.