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

Performance

PHSP.L vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Silver (PHSP.L) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022202120202019
PHSP.L
WisdomTree Physical Silver
6.27%129.68%22.85%-6.51%15.50%-12.11%40.85%11.22%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
-4.21%21.24%28.76%60.50%-28.07%26.27%31.47%11.63%
Different Trading Currencies

PHSP.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, PHSP.L achieves a 6.27% return, which is significantly higher than XAIX.DE's -4.21% return.


PHSP.L

1D
1.53%
1M
-13.55%
YTD
6.27%
6M
60.81%
1Y
115.34%
3Y*
42.09%
5Y*
25.29%
10Y*
17.82%

XAIX.DE

1D
4.17%
1M
-2.38%
YTD
-4.21%
6M
-0.15%
1Y
26.75%
3Y*
25.98%
5Y*
14.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

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


Return for Risk

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

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

PHSP.L
PHSP.L Risk / Return Rank: 8888
Overall Rank
PHSP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 9191
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 8080
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 3636
Overall Rank
XAIX.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 4646
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Silver (PHSP.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.


PHSP.LXAIX.DEDifference

Sharpe ratio

Return per unit of total volatility

2.23

0.86

+1.37

Sortino ratio

Return per unit of downside risk

2.48

1.45

+1.03

Omega ratio

Gain probability vs. loss probability

1.40

1.24

+0.17

Calmar ratio

Return relative to maximum drawdown

2.97

1.23

+1.74

Martin ratio

Return relative to average drawdown

9.33

2.52

+6.82

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

The current PHSP.L Sharpe Ratio is 2.23, which is higher than the XAIX.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PHSP.L 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.


Loading graphics...

Sharpe Ratios by Period


PHSP.LXAIX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.86

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.64

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.79

-0.41

Correlation

The correlation between PHSP.L and XAIX.DE is 0.12, 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

PHSP.L vs. XAIX.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PHSP.L vs. XAIX.DE - Drawdown Comparison

The maximum PHSP.L drawdown since its inception was -70.01%, 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 PHSP.L and XAIX.DE.


Loading graphics...

Drawdown Indicators


PHSP.LXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.01%

-33.08%

-36.93%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-21.51%

-17.24%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-33.08%

-5.67%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

Current Drawdown

Current decline from peak

-31.59%

-18.35%

-13.24%

Average Drawdown

Average peak-to-trough decline

-40.15%

-8.13%

-32.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.33%

10.42%

+1.91%

Volatility

PHSP.L vs. XAIX.DE - Volatility Comparison

WisdomTree Physical Silver (PHSP.L) has a higher volatility of 18.04% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 6.94%. This indicates that PHSP.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.


Loading graphics...

Volatility by Period


PHSP.LXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.04%

6.94%

+11.10%

Volatility (6M)

Calculated over the trailing 6-month period

49.72%

25.72%

+24.00%

Volatility (1Y)

Calculated over the trailing 1-year period

51.53%

31.09%

+20.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.98%

22.18%

+9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.70%

22.10%

+6.60%