XAIX.DE vs. EGLN.L
XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, XAIX.DE returned 20.87%/yr vs 18.47%/yr for EGLN.L. At a 0.01 correlation, their price movements are largely independent. XAIX.DE charges 0.35%/yr vs 0.25%/yr for EGLN.L.
Performance
XAIX.DE vs. EGLN.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XAIX.DE achieves a 32.20% return, which is significantly higher than EGLN.L's -0.76% return.
XAIX.DE
- 1D
- 3.39%
- 1M
- 7.41%
- YTD
- 32.20%
- 6M
- 35.31%
- 1Y
- 54.48%
- 3Y*
- 33.45%
- 5Y*
- 20.87%
- 10Y*
- —
EGLN.L
- 1D
- 2.84%
- 1M
- -9.14%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 24.31%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
XAIX.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 32.20% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 6.39% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 18.81% |
Correlation
The correlation between XAIX.DE and EGLN.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2019 | 0.01 |
The correlation between XAIX.DE and EGLN.L shifts across timeframes, from 0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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
XAIX.DE vs. EGLN.L — Risk / Return Rank
XAIX.DE
EGLN.L
XAIX.DE vs. EGLN.L - 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 iShares Physical Gold ETC (EGLN.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XAIX.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.48 | 1.10 | +3.38 |
| Martin ratioReturn relative to average drawdown | 12.35 | 3.36 | +8.99 |
Loading charts...
Drawdowns
XAIX.DE vs. EGLN.L - Drawdown Comparison
The maximum XAIX.DE drawdown since its inception was -33.08%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and EGLN.L.
Loading charts...
Drawdown Indicators
| XAIX.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.08% | -47.44% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -21.94% | +9.84% |
Max Drawdown (3Y)Largest decline over 3 years | -27.61% | -21.94% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.08% | -21.94% | -11.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -6.65% | -19.73% | +13.08% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -22.54% | +14.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 7.17% | -2.77% |
Volatility
XAIX.DE vs. EGLN.L - Volatility Comparison
Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a higher volatility of 9.60% compared to iShares Physical Gold ETC (EGLN.L) at 6.72%. This indicates that XAIX.DE's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XAIX.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 6.72% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 17.26% | 20.79% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.31% | 23.72% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 17.26% | +3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 16.00% | +5.77% |
XAIX.DE vs. EGLN.L - Expense Ratio Comparison
XAIX.DE has a 0.35% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Dividends
XAIX.DE vs. EGLN.L - Dividend Comparison
Neither XAIX.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
XAIX.DE and EGLN.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.35% for XAIX.DE.
XAIX.DE is categorized as Technology Equities, while EGLN.L is Gold. XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.35% for XAIX.DE and 0.25% for EGLN.L.
Find the right allocation for XAIX.DE and EGLN.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