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XAIX.DE vs. CIEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAIX.DE vs. CIEN - 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 Ciena Corporation (CIEN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XAIX.DE is traded in EUR, while CIEN is traded in USD. To make them comparable, the CIEN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAIX.DE achieves a 37.21% return, which is significantly lower than CIEN's 131.64% 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*

CIEN

1D
-13.78%
1M
-1.02%
YTD
131.64%
6M
174.39%
1Y
527.77%
3Y*
118.28%
5Y*
56.37%
10Y*
37.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAIX.DE vs. CIEN - 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%
CIEN
Ciena Corporation
131.64%143.03%100.86%-14.36%-29.66%56.53%13.60%14.54%

Correlation

The correlation between XAIX.DE and CIEN is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.40

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

0.39

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

0.39

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Return for Risk

XAIX.DE vs. CIEN — 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

CIEN
CIEN Risk / Return Rank: 9999
Overall Rank
CIEN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CIEN Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIEN Omega Ratio Rank: 9898
Omega Ratio Rank
CIEN Calmar Ratio Rank: 100100
Calmar Ratio Rank
CIEN Martin Ratio Rank: 100100
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. CIEN - 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 Ciena Corporation (CIEN). 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.DECIENDifference
Sharpe ratioReturn per unit of total volatility

-4.98

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.51

1.76

-0.24

Calmar ratioReturn relative to maximum drawdown

5.11

32.62

-27.51

Martin ratioReturn relative to average drawdown

14.72

106.10

-91.38

XAIX.DE vs. CIEN - Sharpe Ratio Comparison

The current XAIX.DE Sharpe Ratio is 3.03, which is lower than the CIEN Sharpe Ratio of 8.01. The chart below compares the historical Sharpe Ratios of XAIX.DE and CIEN, 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.DECIENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

8.01

-4.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

1.18

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.32

+0.76

Drawdowns

XAIX.DE vs. CIEN - Drawdown Comparison

The maximum XAIX.DE drawdown since its inception was -33.08%, smaller than the maximum CIEN drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and CIEN.


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Drawdown Indicators


XAIX.DECIENDifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

-88.18%

+55.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-16.32%

+4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-27.61%

-48.23%

+20.62%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

-48.23%

+15.15%

Max Drawdown (10Y)

Largest decline over 10 years

-48.23%

Current Drawdown

Current decline from peak

-3.11%

-14.45%

+11.34%

Average Drawdown

Average peak-to-trough decline

-7.39%

-39.84%

+32.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

5.98%

-1.77%

Volatility

XAIX.DE vs. CIEN - Volatility Comparison

The current volatility for Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) is 8.63%, while Ciena Corporation (CIEN) has a volatility of 24.73%. This indicates that XAIX.DE experiences smaller price fluctuations and is considered to be less risky than CIEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAIX.DECIENDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

24.73%

-16.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

54.32%

-38.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

66.50%

-46.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

48.17%

-27.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

44.40%

-23.10%

Dividends

XAIX.DE vs. CIEN - Dividend Comparison

Neither XAIX.DE nor CIEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XAIX.DE and CIEN have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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