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

Performance

XAID.L vs. NFLX - 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 Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XAID.L achieves a 38.65% return, which is significantly higher than NFLX's -13.05% 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*

NFLX

1D
-2.17%
1M
-10.44%
YTD
-13.05%
6M
-21.59%
1Y
-33.07%
3Y*
26.74%
5Y*
10.50%
10Y*
23.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAID.L vs. NFLX - 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%
NFLX
Netflix, Inc.
-13.05%5.19%83.07%65.11%-51.05%11.41%67.11%-1.62%

Correlation

The correlation between XAID.L and NFLX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.23

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

0.29

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

0.23

The correlation between XAID.L and NFLX shifts across timeframes, from 0.04 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XAID.L vs. NFLX — 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

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 66
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1212
Calmar Ratio Rank
NFLX Martin Ratio Rank: 99
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. NFLX - 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 Netflix, Inc. (NFLX). 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.LNFLXDifference
Sharpe ratioReturn per unit of total volatility

+4.29

Sortino ratioReturn per unit of downside risk

+5.78

Omega ratioGain probability vs. loss probability

1.56

0.82

+0.73

Calmar ratioReturn relative to maximum drawdown

5.30

-0.77

+6.07

Martin ratioReturn relative to average drawdown

18.70

-1.36

+20.06

XAID.L vs. NFLX - Sharpe Ratio Comparison

The current XAID.L Sharpe Ratio is 3.29, which is higher than the NFLX Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of XAID.L and NFLX, 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.LNFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.29

-1.00

+4.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.24

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.57

+0.45

Drawdowns

XAID.L vs. NFLX - Drawdown Comparison

The maximum XAID.L drawdown since its inception was -41.08%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for XAID.L and NFLX.


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Drawdown Indicators


XAID.LNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-41.08%

-81.99%

+40.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-43.35%

+30.54%

Max Drawdown (3Y)

Largest decline over 3 years

-24.00%

-43.35%

+19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-41.08%

-75.95%

+34.87%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

Current Drawdown

Current decline from peak

-1.40%

-39.12%

+37.72%

Average Drawdown

Average peak-to-trough decline

-8.19%

-24.89%

+16.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

24.34%

-20.69%

Volatility

XAID.L vs. NFLX - Volatility Comparison

Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C (XAID.L) has a higher volatility of 9.02% compared to Netflix, Inc. (NFLX) at 7.24%. This indicates that XAID.L's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAID.LNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

7.24%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

25.66%

-8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

33.14%

-12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

43.11%

-18.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

41.52%

-17.33%

Dividends

XAID.L vs. NFLX - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XAID.L and NFLX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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