PortfoliosLab logoPortfoliosLab logo
XAID.L vs. DRVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAID.L vs. DRVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C (XAID.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XAID.L is traded in USD, while DRVG.L is traded in GBP. To make them comparable, the DRVG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAID.L achieves a 38.65% return, which is significantly lower than DRVG.L's 41.98% return.


XAID.L

1D
-1.40%
1M
24.02%
YTD
38.65%
6M
41.80%
1Y
68.63%
3Y*
40.87%
5Y*
21.54%
10Y*

DRVG.L

1D
-0.75%
1M
12.73%
YTD
41.98%
6M
43.74%
1Y
93.44%
3Y*
21.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAID.L vs. DRVG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XAID.L
Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C
38.65%29.99%27.58%67.18%-35.60%-0.12%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
41.98%29.52%-5.72%25.91%-34.38%-3.51%

Correlation

The correlation between XAID.L and DRVG.L is 0.72, 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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.74

The correlation between XAID.L and DRVG.L has been stable across timeframes, ranging from 0.68 to 0.74 - 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

XAID.L vs. DRVG.L — Risk / Return Rank

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

XAID.L
XAID.L Risk / Return Rank: 9090
Overall Rank
XAID.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XAID.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
XAID.L Omega Ratio Rank: 8888
Omega Ratio Rank
XAID.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XAID.L Martin Ratio Rank: 8787
Martin Ratio Rank

DRVG.L
DRVG.L Risk / Return Rank: 9595
Overall Rank
DRVG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 9393
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 9494
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.

XAID.L vs. DRVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C (XAID.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). 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.


XAID.LDRVG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.56

1.59

-0.04

Calmar ratioReturn relative to maximum drawdown

5.30

7.48

-2.18

Martin ratioReturn relative to average drawdown

18.70

23.43

-4.73

XAID.L vs. DRVG.L - Sharpe Ratio Comparison

The current XAID.L Sharpe Ratio is 3.29, which is comparable to the DRVG.L Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of XAID.L and DRVG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XAID.LDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.29

3.91

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.27

+0.75

Drawdowns

XAID.L vs. DRVG.L - Drawdown Comparison

The maximum XAID.L drawdown since its inception was -41.08%, roughly equal to the maximum DRVG.L drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for XAID.L and DRVG.L.


Loading charts...

Drawdown Indicators


XAID.LDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.08%

-42.84%

+1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-12.42%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-24.00%

-34.61%

+10.61%

Max Drawdown (5Y)

Largest decline over 5 years

-41.08%

Current Drawdown

Current decline from peak

-1.40%

-0.75%

-0.65%

Average Drawdown

Average peak-to-trough decline

-8.19%

-21.47%

+13.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.97%

-0.32%

Volatility

XAID.L vs. DRVG.L - Volatility Comparison

Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C (XAID.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) have volatilities of 9.02% and 9.37%, 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.


Loading charts...

Volatility by Period


XAID.LDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

9.37%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

17.52%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

23.81%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

27.23%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

27.23%

-3.04%

XAID.L vs. DRVG.L - Expense Ratio Comparison

XAID.L has a 0.35% expense ratio, which is lower than DRVG.L's 0.50% expense ratio.


Dividends

XAID.L vs. DRVG.L - Dividend Comparison

XAID.L has not paid dividends to shareholders, while DRVG.L's dividend yield for the trailing twelve months is around 0.43%.


PositionTTM2025202420232022
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.43%0.94%0.58%0.01%0.01%
XAID.L
Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XAID.L and DRVG.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAID.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAID.L is cheaper with a 0.35% expense ratio, compared with 0.50% for DRVG.L.

XAID.L tracks Nasdaq Global Artificial Intelligence and Big Data Index, while DRVG.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.35% for XAID.L and 0.50% for DRVG.L.

Portfolio Optimizer

Find the right allocation for XAID.L and DRVG.L

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