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HTWG.L vs. XAIX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTWG.L vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Hydrogen Economy UCITS ETF (HTWG.L) 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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Different Trading Currencies

HTWG.L is traded in GBp, while XAIX.DE is traded in EUR. To make them comparable, the XAIX.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, HTWG.L achieves a 57.21% return, which is significantly higher than XAIX.DE's 38.81% return.


HTWG.L

1D
-1.54%
1M
8.95%
YTD
57.21%
6M
52.03%
1Y
116.48%
3Y*
21.12%
5Y*
2.77%
10Y*

XAIX.DE

1D
-1.10%
1M
23.67%
YTD
38.81%
6M
40.75%
1Y
70.26%
3Y*
37.29%
5Y*
22.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTWG.L vs. XAIX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HTWG.L
L&G Hydrogen Economy UCITS ETF
57.21%30.68%-6.72%-8.50%-29.54%-27.07%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
38.81%21.24%28.76%60.50%-28.07%11.32%

Correlation

The correlation between HTWG.L and XAIX.DE is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2021

0.57

The correlation between HTWG.L and XAIX.DE shifts across timeframes, from 0.46 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HTWG.L vs. XAIX.DE — Risk / Return Rank

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

HTWG.L
HTWG.L Risk / Return Rank: 9393
Overall Rank
HTWG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HTWG.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
HTWG.L Omega Ratio Rank: 9191
Omega Ratio Rank
HTWG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
HTWG.L Martin Ratio Rank: 9090
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 8787
Overall Rank
XAIX.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 8686
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 7878
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.

HTWG.L vs. XAIX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Hydrogen Economy UCITS ETF (HTWG.L) 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.


HTWG.LXAIX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.60

1.59

+0.01

Calmar ratioReturn relative to maximum drawdown

7.66

5.64

+2.02

Martin ratioReturn relative to average drawdown

20.53

15.53

+5.00

HTWG.L vs. XAIX.DE - Sharpe Ratio Comparison

The current HTWG.L Sharpe Ratio is 4.05, which is comparable to the XAIX.DE Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of HTWG.L 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


HTWG.LXAIX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.05

3.53

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

1.12

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

1.12

-1.19

Drawdowns

HTWG.L vs. XAIX.DE - Drawdown Comparison

The maximum HTWG.L drawdown since its inception was -63.70%, which is greater than XAIX.DE's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for HTWG.L and XAIX.DE.


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Drawdown Indicators


HTWG.LXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.70%

-29.91%

-33.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-12.40%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-32.33%

-25.38%

-6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

-29.91%

-27.07%

Current Drawdown

Current decline from peak

-9.89%

-1.26%

-8.63%

Average Drawdown

Average peak-to-trough decline

-42.92%

-6.72%

-36.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

4.51%

+1.14%

Volatility

HTWG.L vs. XAIX.DE - Volatility Comparison

L&G Hydrogen Economy UCITS ETF (HTWG.L) has a higher volatility of 10.99% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 8.26%. This indicates that HTWG.L'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


HTWG.LXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

8.26%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

18.16%

15.72%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

28.63%

19.84%

+8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

20.24%

+5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.48%

20.72%

+5.76%

HTWG.L vs. XAIX.DE - Expense Ratio Comparison

HTWG.L has a 0.49% expense ratio, which is higher than XAIX.DE's 0.35% expense ratio.


Dividends

HTWG.L vs. XAIX.DE - Dividend Comparison

Neither HTWG.L nor XAIX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HTWG.L and XAIX.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAIX.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAIX.DE is cheaper with a 0.35% expense ratio, compared with 0.49% for HTWG.L.

HTWG.L is categorized as Alternative Energy Equities, while XAIX.DE is Technology Equities. HTWG.L tracks Solactive Hydrogen Economy Index NTR, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. They also come from different issuers: L&G and Xtrackers. Their fees differ too: 0.49% for HTWG.L and 0.35% for XAIX.DE.

Portfolio Optimizer

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