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XAIX.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAIX.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XAIX.DE achieves a 37.21% return, which is significantly higher than 18M2.DE's 6.76% return.


XAIX.DE

1D
-2.02%
1M
18.07%
YTD
37.21%
6M
38.87%
1Y
62.15%
3Y*
36.02%
5Y*
22.22%
10Y*

18M2.DE

1D
0.32%
1M
1.10%
YTD
6.76%
6M
8.84%
1Y
15.86%
3Y*
12.13%
5Y*
8.90%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAIX.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
37.21%15.25%34.63%63.77%-31.80%35.85%24.44%15.10%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
6.76%21.49%3.36%16.14%-6.47%16.02%-6.39%15.37%

Correlation

The correlation between XAIX.DE and 18M2.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.25

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

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2019

0.47

Over the past year, the correlation between XAIX.DE and 18M2.DE has dropped to 0.21 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

XAIX.DE vs. 18M2.DE — Risk / Return Rank

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

XAIX.DE
XAIX.DE Risk / Return Rank: 8686
Overall Rank
XAIX.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 7777
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 4545
Overall Rank
18M2.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 4242
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.

XAIX.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


XAIX.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.51

1.28

+0.23

Calmar ratioReturn relative to maximum drawdown

5.11

2.55

+2.56

Martin ratioReturn relative to average drawdown

14.72

6.71

+8.01

XAIX.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current XAIX.DE Sharpe Ratio is 3.03, which is higher than the 18M2.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of XAIX.DE and 18M2.DE, 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


XAIX.DE18M2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

1.49

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.66

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.44

+0.64

Drawdowns

XAIX.DE vs. 18M2.DE - Drawdown Comparison

The maximum XAIX.DE drawdown since its inception was -33.08%, smaller than the maximum 18M2.DE drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and 18M2.DE.


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Drawdown Indicators


XAIX.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

-37.06%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-6.19%

-5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-27.61%

-14.68%

-12.93%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

-20.81%

-12.27%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

Current Drawdown

Current decline from peak

-3.11%

-1.44%

-1.67%

Average Drawdown

Average peak-to-trough decline

-7.39%

-6.42%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

2.36%

+1.85%

Volatility

XAIX.DE vs. 18M2.DE - Volatility Comparison

Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a higher volatility of 8.63% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.63%. This indicates that XAIX.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAIX.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

2.63%

+6.00%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

8.33%

+7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

10.62%

+9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

13.41%

+7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

15.44%

+5.86%

XAIX.DE vs. 18M2.DE - Expense Ratio Comparison

XAIX.DE has a 0.35% expense ratio, which is higher than 18M2.DE's 0.30% expense ratio.


Dividends

XAIX.DE vs. 18M2.DE - Dividend Comparison

Neither XAIX.DE nor 18M2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XAIX.DE and 18M2.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 18M2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

18M2.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XAIX.DE.

XAIX.DE is categorized as Technology Equities, while 18M2.DE is Europe Equities. XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.35% for XAIX.DE and 0.30% for 18M2.DE.

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