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GTIL.DE vs. XAIX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTIL.DE vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTIL.DE achieves a 8.33% return, which is significantly lower than XAIX.DE's 37.21% return.


GTIL.DE

1D
0.89%
1M
3.73%
YTD
8.33%
6M
8.71%
1Y
23.20%
3Y*
5Y*
10Y*

XAIX.DE

1D
-2.02%
1M
16.54%
YTD
37.21%
6M
37.25%
1Y
60.71%
3Y*
36.02%
5Y*
22.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTIL.DE vs. XAIX.DE - Yearly Performance Comparison


Correlation

The correlation between GTIL.DE and XAIX.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2024

0.84

The correlation between GTIL.DE and XAIX.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

GTIL.DE vs. XAIX.DE — Risk / Return Rank

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

GTIL.DE
GTIL.DE Risk / Return Rank: 5959
Overall Rank
GTIL.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GTIL.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
GTIL.DE Omega Ratio Rank: 6262
Omega Ratio Rank
GTIL.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
GTIL.DE Martin Ratio Rank: 5858
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 8686
Overall Rank
XAIX.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTIL.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.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.


GTIL.DEXAIX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.37

1.51

-0.14

Calmar ratioReturn relative to maximum drawdown

2.67

5.11

-2.45

Martin ratioReturn relative to average drawdown

10.00

14.72

-4.72

GTIL.DE vs. XAIX.DE - Sharpe Ratio Comparison

The current GTIL.DE Sharpe Ratio is 1.98, which is lower than the XAIX.DE Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of GTIL.DE and XAIX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GTIL.DEXAIX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

3.03

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.08

-0.48

Drawdowns

GTIL.DE vs. XAIX.DE - Drawdown Comparison

The maximum GTIL.DE drawdown since its inception was -21.90%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for GTIL.DE and XAIX.DE.


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Drawdown Indicators


GTIL.DEXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.90%

-33.08%

+11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-12.10%

+3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-27.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

Current Drawdown

Current decline from peak

0.00%

-3.11%

+3.11%

Average Drawdown

Average peak-to-trough decline

-4.35%

-7.39%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

4.21%

-1.89%

Volatility

GTIL.DE vs. XAIX.DE - Volatility Comparison

The current volatility for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) is 2.86%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that GTIL.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


GTIL.DEXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

8.63%

-5.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

16.15%

-7.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

20.43%

-8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

20.73%

-5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

21.30%

-5.79%

GTIL.DE vs. XAIX.DE - Expense Ratio Comparison

Both GTIL.DE and XAIX.DE have an expense ratio of 0.35%.


Dividends

GTIL.DE vs. XAIX.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GTIL.DE and XAIX.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GTIL.DE and XAIX.DE have the same expense ratio: 0.35% per year.

GTIL.DE is categorized as Global Equities, while XAIX.DE is Technology Equities.

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