WFSPX vs. XAIX.DE
WFSPX (iShares S&P 500 Index Fund) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, WFSPX returned 13.30%/yr vs 19.77%/yr for XAIX.DE. A 0.58 correlation means they provide meaningful diversification when combined. WFSPX charges 0.03%/yr vs 0.35%/yr for XAIX.DE.
Performance
WFSPX vs. XAIX.DE - Performance Comparison
Loading charts...
Different Trading Currencies
WFSPX is traded in USD, while XAIX.DE is traded in EUR. To make them comparable, the XAIX.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WFSPX achieves a 8.57% return, which is significantly lower than XAIX.DE's 30.16% return.
WFSPX
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.57%
- 6M
- 8.91%
- 1Y
- 25.13%
- 3Y*
- 21.02%
- 5Y*
- 13.30%
- 10Y*
- 15.32%
XAIX.DE
- 1D
- 3.28%
- 1M
- 7.04%
- YTD
- 30.16%
- 6M
- 33.32%
- 1Y
- 55.59%
- 3Y*
- 36.57%
- 5Y*
- 19.77%
- 10Y*
- —
WFSPX vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 8.57% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 24.53% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 30.16% | 30.11% | 26.93% | 68.95% | -35.56% | 25.14% | 36.60% | 4.23% |
Correlation
The correlation between WFSPX and XAIX.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2019 | 0.58 |
The correlation between WFSPX and XAIX.DE has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WFSPX vs. XAIX.DE — Risk / Return Rank
WFSPX
XAIX.DE
WFSPX vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WFSPX | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 4.30 | -1.57 |
| Martin ratioReturn relative to average drawdown | 12.42 | 13.82 | -1.40 |
Loading charts...
Drawdowns
WFSPX vs. XAIX.DE - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than XAIX.DE's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for WFSPX and XAIX.DE.
Loading charts...
Drawdown Indicators
| WFSPX | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -41.06% | -17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -12.57% | +3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -24.05% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -41.06% | +16.55% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | — | — |
Current DrawdownCurrent decline from peak | -2.79% | -7.16% | +4.37% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -8.74% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.92% | -1.97% |
Volatility
WFSPX vs. XAIX.DE - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 4.43%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 10.06%. This indicates that WFSPX experiences smaller price fluctuations and is considered to be less risky than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WFSPX | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 10.06% | -5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 17.89% | -8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 21.60% | -9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 21.87% | -4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 22.58% | -4.53% |
WFSPX vs. XAIX.DE - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
WFSPX vs. XAIX.DE - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.61%, while XAIX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.61% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
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
WFSPX and XAIX.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for WFSPX and XAIX.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer