RCRS.DE vs. XMLD.DE
RCRS.DE (Rize Cybersecurity and Data Privacy UCITS ETF) and XMLD.DE (L&G Artificial Intelligence UCITS ETF) are both Technology Equities funds - RCRS.DE tracks the Foxberry Tematica Research Cybersecurity & Data Privacy while XMLD.DE tracks the ROBO Global Artificial Intelligence. Both are passively managed. Over the past 5 years, RCRS.DE returned 8.90%/yr vs 19.02%/yr for XMLD.DE. A 0.79 correlation means they provide meaningful diversification when combined. RCRS.DE charges 0.45%/yr vs 0.49%/yr for XMLD.DE.
Performance
RCRS.DE vs. XMLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, RCRS.DE achieves a 23.15% return, which is significantly lower than XMLD.DE's 42.18% return.
RCRS.DE
- 1D
- -0.39%
- 1M
- 26.73%
- YTD
- 23.15%
- 6M
- 18.84%
- 1Y
- 6.93%
- 3Y*
- 17.02%
- 5Y*
- 8.90%
- 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*
- —
RCRS.DE vs. XMLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RCRS.DE Rize Cybersecurity and Data Privacy UCITS ETF | 23.15% | -9.03% | 15.32% | 41.92% | -29.24% | 13.78% | 26.70% |
XMLD.DE L&G Artificial Intelligence UCITS ETF | 42.18% | 16.99% | 25.17% | 54.28% | -36.45% | 19.09% | 34.26% |
Correlation
The correlation between RCRS.DE and XMLD.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2020 | 0.79 |
The correlation between RCRS.DE and XMLD.DE shifts across timeframes, from 0.61 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RCRS.DE vs. XMLD.DE — Risk / Return Rank
RCRS.DE
XMLD.DE
RCRS.DE vs. XMLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.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.
| RCRS.DE | XMLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.44 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 4.62 | -4.38 |
| Martin ratioReturn relative to average drawdown | 0.52 | 12.52 | -12.00 |
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
| RCRS.DE | XMLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 2.76 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.69 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.82 | -0.43 |
Drawdowns
RCRS.DE vs. XMLD.DE - Drawdown Comparison
The maximum RCRS.DE drawdown since its inception was -37.72%, smaller than the maximum XMLD.DE drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for RCRS.DE and XMLD.DE.
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Drawdown Indicators
| RCRS.DE | XMLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -42.81% | +5.09% |
Max Drawdown (1Y)Largest decline over 1 year | -31.20% | -15.80% | -15.40% |
Max Drawdown (3Y)Largest decline over 3 years | -37.72% | -33.67% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -42.81% | +5.09% |
Current DrawdownCurrent decline from peak | -3.93% | -2.30% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -13.76% | -13.51% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.03% | 5.84% | +8.19% |
Volatility
RCRS.DE vs. XMLD.DE - Volatility Comparison
Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.DE) has a higher volatility of 11.83% compared to L&G Artificial Intelligence UCITS ETF (XMLD.DE) at 10.34%. This indicates that RCRS.DE's price experiences larger fluctuations and is considered to be riskier 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
| RCRS.DE | XMLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.83% | 10.34% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 24.28% | 19.89% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.64% | 26.47% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.48% | 27.22% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.14% | 28.52% | -2.38% |
RCRS.DE vs. XMLD.DE - Expense Ratio Comparison
RCRS.DE has a 0.45% expense ratio, which is lower than XMLD.DE's 0.49% expense ratio.
Dividends
RCRS.DE vs. XMLD.DE - Dividend Comparison
Neither RCRS.DE nor XMLD.DE has paid dividends to shareholders.
Frequently Asked Questions
RCRS.DE and XMLD.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RCRS.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RCRS.DE is cheaper with a 0.45% expense ratio, compared with 0.49% for XMLD.DE.
RCRS.DE tracks Foxberry Tematica Research Cybersecurity & Data Privacy, while XMLD.DE tracks ROBO Global Artificial Intelligence. They also come from different issuers: Davy and Legal & General. Their fees differ too: 0.45% for RCRS.DE and 0.49% for XMLD.DE.
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