SAP.DE vs. XAIX.DE
SAP.DE (SAP SE) is a stock, while XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) is Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Over the past 5 years, SAP.DE returned 9.25%/yr vs 22.22%/yr for XAIX.DE. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
SAP.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SAP.DE achieves a -19.71% return, which is significantly lower than XAIX.DE's 37.21% return.
SAP.DE
- 1D
- 5.49%
- 1M
- 11.68%
- YTD
- -19.71%
- 6M
- -20.39%
- 1Y
- -38.34%
- 3Y*
- 11.57%
- 5Y*
- 9.25%
- 10Y*
- 10.39%
XAIX.DE
- 1D
- -2.02%
- 1M
- 18.07%
- YTD
- 37.21%
- 6M
- 38.87%
- 1Y
- 62.15%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
SAP.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | -19.71% | -11.03% | 71.56% | 47.17% | -20.70% | 18.44% | -9.59% | 31.26% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between SAP.DE and XAIX.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.59 |
The correlation between SAP.DE and XAIX.DE shifts across timeframes, from 0.44 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SAP.DE vs. XAIX.DE — Risk / Return Rank
SAP.DE
XAIX.DE
SAP.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP.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.
| SAP.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.07 | ||
| Sortino ratioReturn per unit of downside risk | -5.38 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.51 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 5.11 | -5.89 |
| Martin ratioReturn relative to average drawdown | -1.34 | 14.72 | -16.06 |
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
| SAP.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.04 | 3.03 | -4.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.06 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 1.08 | -0.88 |
Drawdowns
SAP.DE vs. XAIX.DE - Drawdown Comparison
The maximum SAP.DE drawdown since its inception was -85.30%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for SAP.DE and XAIX.DE.
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Drawdown Indicators
| SAP.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -33.08% | -52.22% |
Max Drawdown (1Y)Largest decline over 1 year | -49.12% | -12.10% | -37.02% |
Max Drawdown (3Y)Largest decline over 3 years | -50.12% | -27.61% | -22.51% |
Max Drawdown (5Y)Largest decline over 5 years | -50.12% | -33.08% | -17.04% |
Max Drawdown (10Y)Largest decline over 10 years | -50.12% | — | — |
Current DrawdownCurrent decline from peak | -39.78% | -3.11% | -36.67% |
Average DrawdownAverage peak-to-trough decline | -28.88% | -7.39% | -21.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.57% | 4.21% | +24.36% |
Volatility
SAP.DE vs. XAIX.DE - Volatility Comparison
SAP SE (SAP.DE) has a higher volatility of 15.55% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 8.63%. This indicates that SAP.DE'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
| SAP.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.55% | 8.63% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 32.27% | 16.15% | +16.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.72% | 20.43% | +16.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.33% | 20.73% | +6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.55% | 21.30% | +5.25% |
Dividends
SAP.DE vs. XAIX.DE - Dividend Comparison
SAP.DE's dividend yield for the trailing twelve months is around 1.52%, while XAIX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | 1.52% | 1.13% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SAP.DE and XAIX.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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