PortfoliosLab logoPortfoliosLab logo
L0CK.DE vs. XAIX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L0CK.DE vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, L0CK.DE achieves a 13.84% return, which is significantly lower than XAIX.DE's 32.20% return.


L0CK.DE

1D
0.00%
1M
3.35%
YTD
13.84%
6M
13.45%
1Y
18.63%
3Y*
15.72%
5Y*
9.15%
10Y*

XAIX.DE

1D
3.39%
1M
7.58%
YTD
32.20%
6M
35.31%
1Y
55.37%
3Y*
33.45%
5Y*
20.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

L0CK.DE vs. XAIX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)
13.84%-0.12%22.77%29.72%-25.24%27.00%14.80%24.38%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
32.20%15.25%34.63%63.77%-31.80%35.85%24.44%6.39%

Correlation

The correlation between L0CK.DE and XAIX.DE is 0.63, 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

0.63

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

0.75

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2019

0.84

Over the past year, the correlation between L0CK.DE and XAIX.DE has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

L0CK.DE vs. XAIX.DE — Risk / Return Rank

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

L0CK.DE
L0CK.DE Risk / Return Rank: 2525
Overall Rank
L0CK.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
L0CK.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
L0CK.DE Omega Ratio Rank: 2424
Omega Ratio Rank
L0CK.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
L0CK.DE Martin Ratio Rank: 2626
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 8484
Overall Rank
XAIX.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 7575
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.

L0CK.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.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.

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.


L0CK.DEXAIX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.15

1.44

-0.29

Calmar ratioReturn relative to maximum drawdown

1.25

4.48

-3.23

Martin ratioReturn relative to average drawdown

3.16

12.35

-9.19

L0CK.DE vs. XAIX.DE - Sharpe Ratio Comparison

The current L0CK.DE Sharpe Ratio is 0.78, which is lower than the XAIX.DE Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of L0CK.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.


Loading charts...

Drawdowns

L0CK.DE vs. XAIX.DE - Drawdown Comparison

The maximum L0CK.DE drawdown since its inception was -32.45%, roughly equal to the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and XAIX.DE.


Loading charts...

Drawdown Indicators


L0CK.DEXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-33.08%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-12.10%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-27.04%

-27.61%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-33.08%

+4.57%

Current Drawdown

Current decline from peak

-9.70%

-6.65%

-3.05%

Average Drawdown

Average peak-to-trough decline

-9.03%

-7.63%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

4.40%

+1.17%

Volatility

L0CK.DE vs. XAIX.DE - Volatility Comparison

iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) have volatilities of 9.46% and 9.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


L0CK.DEXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

9.60%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.82%

17.26%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

21.31%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

20.90%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

21.77%

-1.29%

L0CK.DE vs. XAIX.DE - Expense Ratio Comparison

L0CK.DE has a 0.40% expense ratio, which is higher than XAIX.DE's 0.35% expense ratio.


Dividends

L0CK.DE vs. XAIX.DE - Dividend Comparison

Neither L0CK.DE nor XAIX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


L0CK.DE and XAIX.DE have a correlation of 0.63, 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 0.40% for L0CK.DE.

L0CK.DE tracks STOXX® Global Digital Security, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for L0CK.DE and 0.35% for XAIX.DE.

Portfolio Optimizer

Find the right allocation for L0CK.DE and XAIX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer