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SELD.DE vs. XAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. XAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SELD.DE is traded in EUR, while XAIX is traded in USD. To make them comparable, the XAIX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly lower than XAIX's 29.54% return.


SELD.DE

1D
0.52%
1M
2.83%
YTD
14.08%
6M
19.06%
1Y
31.97%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

XAIX

1D
0.00%
1M
4.92%
YTD
29.54%
6M
28.32%
1Y
49.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. XAIX - Yearly Performance Comparison


Correlation

The correlation between SELD.DE and XAIX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2024

0.26

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Return for Risk

SELD.DE vs. XAIX — Risk / Return Rank

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

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

XAIX
XAIX Risk / Return Rank: 8080
Overall Rank
XAIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
XAIX Omega Ratio Rank: 8080
Omega Ratio Rank
XAIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
XAIX Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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.


SELD.DEXAIXDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.49

1.39

+0.09

Calmar ratioReturn relative to maximum drawdown

4.79

3.76

+1.03

Martin ratioReturn relative to average drawdown

16.20

11.04

+5.17

SELD.DE vs. XAIX - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is comparable to the XAIX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SELD.DE and XAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SELD.DEXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.27

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.50

-1.33

Drawdowns

SELD.DE vs. XAIX - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than XAIX's maximum drawdown of -27.79%. Use the drawdown chart below to compare losses from any high point for SELD.DE and XAIX.


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Drawdown Indicators


SELD.DEXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-27.79%

-42.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-13.17%

+6.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

Current Drawdown

Current decline from peak

-1.80%

-9.69%

+7.89%

Average Drawdown

Average peak-to-trough decline

-25.32%

-5.13%

-20.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

4.48%

-2.49%

Volatility

SELD.DE vs. XAIX - Volatility Comparison

The current volatility for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) is 3.83%, while Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a volatility of 11.72%. This indicates that SELD.DE experiences smaller price fluctuations and is considered to be less risky than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELD.DEXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

11.72%

-7.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

18.26%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

21.87%

-10.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

24.97%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

24.97%

-7.55%

SELD.DE vs. XAIX - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is lower than XAIX's 0.35% expense ratio.


Dividends

SELD.DE vs. XAIX - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, more than XAIX's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
0.41%0.54%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SELD.DE and XAIX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SELD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SELD.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XAIX.

SELD.DE is categorized as Europe Equities, while XAIX is Technology Equities. SELD.DE tracks STOXX® Europe Select Dividend 30, while XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for SELD.DE and 0.35% for XAIX.

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