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XAID.L vs. ECOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAID.L vs. ECOG.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 Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XAID.L is traded in USD, while ECOG.L is traded in GBp. To make them comparable, the ECOG.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 higher than ECOG.L's -1.28% 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*

ECOG.L

1D
-1.68%
1M
1.32%
YTD
-1.28%
6M
0.92%
1Y
6.61%
3Y*
8.24%
5Y*
1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
XAID.L
Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C
38.65%29.99%27.58%67.18%-35.60%25.35%37.72%18.49%
ECOG.L
Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF
-1.28%11.35%2.83%21.15%-21.58%18.79%42.99%20.38%

Correlation

The correlation between XAID.L and ECOG.L is 0.62, 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

0.62

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

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2019

0.65

The correlation between XAID.L and ECOG.L has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

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Return for Risk

XAID.L vs. ECOG.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

ECOG.L
ECOG.L Risk / Return Rank: 1616
Overall Rank
ECOG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECOG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECOG.L Omega Ratio Rank: 1616
Omega Ratio Rank
ECOG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECOG.L Martin Ratio Rank: 1616
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. ECOG.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 Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.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.LECOG.LDifference
Sharpe ratioReturn per unit of total volatility

+2.87

Sortino ratioReturn per unit of downside risk

+3.68

Omega ratioGain probability vs. loss probability

1.56

1.08

+0.47

Calmar ratioReturn relative to maximum drawdown

5.30

0.47

+4.84

Martin ratioReturn relative to average drawdown

18.70

1.30

+17.40

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

The current XAID.L Sharpe Ratio is 3.29, which is higher than the ECOG.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of XAID.L and ECOG.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.


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Sharpe Ratios by Period


XAID.LECOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.29

0.42

+2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.06

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.40

+0.62

Drawdowns

XAID.L vs. ECOG.L - Drawdown Comparison

The maximum XAID.L drawdown since its inception was -41.08%, roughly equal to the maximum ECOG.L drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for XAID.L and ECOG.L.


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Drawdown Indicators


XAID.LECOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.08%

-40.18%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-14.15%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-24.00%

-21.43%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-41.08%

-40.18%

-0.90%

Current Drawdown

Current decline from peak

-1.40%

-4.87%

+3.47%

Average Drawdown

Average peak-to-trough decline

-8.19%

-11.49%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

5.08%

-1.43%

Volatility

XAID.L vs. ECOG.L - Volatility Comparison

Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C (XAID.L) has a higher volatility of 9.02% compared to Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) at 4.47%. This indicates that XAID.L's price experiences larger fluctuations and is considered to be riskier than ECOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAID.LECOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

4.47%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

11.41%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

15.64%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

18.94%

+6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

18.91%

+5.28%

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

XAID.L has a 0.35% expense ratio, which is lower than ECOG.L's 0.49% expense ratio.


Dividends

XAID.L vs. ECOG.L - Dividend Comparison

Neither XAID.L nor ECOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XAID.L and ECOG.L have a correlation of 0.62, 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 0.49% for ECOG.L.

XAID.L tracks Nasdaq Global Artificial Intelligence and Big Data Index, while ECOG.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Xtrackers and Legal & General. Their fees differ too: 0.35% for XAID.L and 0.49% for ECOG.L.

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