SXRV.DE vs. XAIX.DE
Compare and contrast key facts about iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE).
SXRV.DE and XAIX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRV.DE is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. XAIX.DE is a passively managed fund by Xtrackers that tracks the performance of the Nasdaq Global Artificial Intelligence and Big Data. It was launched on Jan 29, 2019. Both SXRV.DE and XAIX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRV.DE or XAIX.DE.
Key characteristics
| SXRV.DE | XAIX.DE | |
|---|---|---|
| YTD Return | 30.59% | 35.31% |
| 1Y Return | 37.32% | 43.65% |
| 3Y Return (Ann) | 12.29% | 14.46% |
| 5Y Return (Ann) | 21.70% | 21.01% |
| Sharpe Ratio | 2.27 | 2.46 |
| Sortino Ratio | 3.00 | 3.16 |
| Omega Ratio | 1.43 | 1.46 |
| Calmar Ratio | 2.80 | 3.10 |
| Martin Ratio | 9.25 | 10.76 |
| Ulcer Index | 4.06% | 4.07% |
| Daily Std Dev | 16.42% | 17.72% |
| Max Drawdown | -31.39% | -33.08% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXRV.DE and XAIX.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SXRV.DE vs. XAIX.DE - Performance Comparison
In the year-to-date period, SXRV.DE achieves a 30.59% return, which is significantly lower than XAIX.DE's 35.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXRV.DE vs. XAIX.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than XAIX.DE's 0.35% expense ratio.
Risk-Adjusted Performance
SXRV.DE vs. XAIX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
Dividends
SXRV.DE vs. XAIX.DE - Dividend Comparison
Neither SXRV.DE nor XAIX.DE has paid dividends to shareholders.
Drawdowns
SXRV.DE vs. XAIX.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -31.39%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and XAIX.DE. For additional features, visit the drawdowns tool.
Volatility
SXRV.DE vs. XAIX.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) have volatilities of 4.51% and 4.57%, 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.