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HDX1.DE vs. XAIX.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDX1.DE vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.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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HDX1.DE vs. XAIX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HDX1.DE
Hashdex Nasdaq Crypto Index Europe ETP EUR
-22.58%-21.32%108.60%133.00%-27.55%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
-4.90%15.25%34.63%63.77%-14.22%

Returns By Period

In the year-to-date period, HDX1.DE achieves a -22.58% return, which is significantly lower than XAIX.DE's -4.90% return.


HDX1.DE

1D
2.16%
1M
0.29%
YTD
-22.58%
6M
-44.68%
1Y
-25.31%
3Y*
22.09%
5Y*
10Y*

XAIX.DE

1D
-0.43%
1M
-1.31%
YTD
-4.90%
6M
-1.84%
1Y
20.04%
3Y*
26.05%
5Y*
13.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDX1.DE vs. XAIX.DE - Expense Ratio Comparison

HDX1.DE has a 1.00% expense ratio, which is higher than XAIX.DE's 0.35% expense ratio.


Return for Risk

HDX1.DE vs. XAIX.DE — Risk / Return Rank

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

HDX1.DE
HDX1.DE Risk / Return Rank: 44
Overall Rank
HDX1.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HDX1.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
HDX1.DE Omega Ratio Rank: 44
Omega Ratio Rank
HDX1.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
HDX1.DE Martin Ratio Rank: 44
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 3636
Overall Rank
XAIX.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 4242
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 2828
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.

HDX1.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.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.


HDX1.DEXAIX.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.56

0.63

-1.20

Sortino ratio

Return per unit of downside risk

-0.59

1.14

-1.73

Omega ratio

Gain probability vs. loss probability

0.93

1.18

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.50

1.34

-1.84

Martin ratio

Return relative to average drawdown

-1.05

2.75

-3.80

HDX1.DE vs. XAIX.DE - Sharpe Ratio Comparison

The current HDX1.DE Sharpe Ratio is -0.56, which is lower than the XAIX.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HDX1.DE 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.


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Sharpe Ratios by Period


HDX1.DEXAIX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

0.63

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.78

-0.30

Correlation

The correlation between HDX1.DE and XAIX.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HDX1.DE vs. XAIX.DE - Dividend Comparison

Neither HDX1.DE nor XAIX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HDX1.DE vs. XAIX.DE - Drawdown Comparison

The maximum HDX1.DE drawdown since its inception was -52.67%, 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 HDX1.DE and XAIX.DE.


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Drawdown Indicators


HDX1.DEXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.67%

-33.08%

-19.59%

Max Drawdown (1Y)

Largest decline over 1 year

-52.67%

-21.51%

-31.16%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

Current Drawdown

Current decline from peak

-48.08%

-18.70%

-29.38%

Average Drawdown

Average peak-to-trough decline

-14.64%

-8.14%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.92%

10.46%

+14.46%

Volatility

HDX1.DE vs. XAIX.DE - Volatility Comparison

Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) has a higher volatility of 13.60% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 6.70%. This indicates that HDX1.DE'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.


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Volatility by Period


HDX1.DEXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.60%

6.70%

+6.90%

Volatility (6M)

Calculated over the trailing 6-month period

35.57%

25.67%

+9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

44.76%

31.55%

+13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.57%

22.52%

+29.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.57%

22.61%

+28.96%