IS4S.DE vs. XMLD.DE
IS4S.DE (iShares Digital Security UCITS ETF USD (Dist)) and XMLD.DE (L&G Artificial Intelligence UCITS ETF) are both Technology Equities funds - IS4S.DE tracks the STOXX® Global Digital Security while XMLD.DE tracks the ROBO Global Artificial Intelligence. Both are passively managed. Over the past 5 years, IS4S.DE returned 11.11%/yr vs 19.02%/yr for XMLD.DE. Their correlation of 0.86 suggests significant overlap in exposure. IS4S.DE charges 0.40%/yr vs 0.49%/yr for XMLD.DE.
Performance
IS4S.DE vs. XMLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS4S.DE achieves a 19.89% return, which is significantly lower than XMLD.DE's 42.18% return.
IS4S.DE
- 1D
- -2.36%
- 1M
- 11.23%
- YTD
- 19.89%
- 6M
- 20.35%
- 1Y
- 22.18%
- 3Y*
- 18.46%
- 5Y*
- 11.11%
- 10Y*
- —
XMLD.DE
- 1D
- -0.78%
- 1M
- 19.30%
- YTD
- 42.18%
- 6M
- 38.22%
- 1Y
- 72.24%
- 3Y*
- 33.99%
- 5Y*
- 19.02%
- 10Y*
- —
IS4S.DE vs. XMLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IS4S.DE iShares Digital Security UCITS ETF USD (Dist) | 19.89% | -0.10% | 22.79% | 29.73% | -25.07% | 27.43% | 15.19% | 0.32% |
XMLD.DE L&G Artificial Intelligence UCITS ETF | 42.18% | 16.99% | 25.17% | 54.28% | -36.45% | 19.09% | 51.75% | 0.00% |
Correlation
The correlation between IS4S.DE and XMLD.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2019 | 0.86 |
The correlation between IS4S.DE and XMLD.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
IS4S.DE vs. XMLD.DE — Risk / Return Rank
IS4S.DE
XMLD.DE
IS4S.DE vs. XMLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) and L&G Artificial Intelligence UCITS ETF (XMLD.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.
| IS4S.DE | XMLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.44 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.62 | -2.77 |
| Martin ratioReturn relative to average drawdown | 4.56 | 12.52 | -7.96 |
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
| IS4S.DE | XMLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.76 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.69 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.82 | -0.17 |
Drawdowns
IS4S.DE vs. XMLD.DE - Drawdown Comparison
The maximum IS4S.DE drawdown since its inception was -32.25%, smaller than the maximum XMLD.DE drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for IS4S.DE and XMLD.DE.
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Drawdown Indicators
| IS4S.DE | XMLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -42.81% | +10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -15.80% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -27.06% | -33.67% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -28.04% | -42.81% | +14.77% |
Current DrawdownCurrent decline from peak | -3.05% | -2.30% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -13.51% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 5.84% | -0.89% |
Volatility
IS4S.DE vs. XMLD.DE - Volatility Comparison
The current volatility for iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) is 7.92%, while L&G Artificial Intelligence UCITS ETF (XMLD.DE) has a volatility of 10.34%. This indicates that IS4S.DE experiences smaller price fluctuations and is considered to be less risky than XMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS4S.DE | XMLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 10.34% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.87% | 19.89% | -4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.32% | 26.47% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.85% | 27.22% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.17% | 28.52% | -8.35% |
IS4S.DE vs. XMLD.DE - Expense Ratio Comparison
IS4S.DE has a 0.40% expense ratio, which is lower than XMLD.DE's 0.49% expense ratio.
Dividends
IS4S.DE vs. XMLD.DE - Dividend Comparison
IS4S.DE's dividend yield for the trailing twelve months is around 0.28%, while XMLD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IS4S.DE iShares Digital Security UCITS ETF USD (Dist) | 0.28% | 0.34% | 0.44% | 0.40% | 0.91% | 1.00% | 1.03% | 0.88% |
XMLD.DE L&G Artificial Intelligence UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS4S.DE and XMLD.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS4S.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS4S.DE is cheaper with a 0.40% expense ratio, compared with 0.49% for XMLD.DE.
IS4S.DE tracks STOXX® Global Digital Security, while XMLD.DE tracks ROBO Global Artificial Intelligence. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.40% for IS4S.DE and 0.49% for XMLD.DE.
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