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

Performance

XAIX.DE vs. EQEU.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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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 24.31% return, which is significantly higher than EQEU.DE's 10.29% return.


XAIX.DE

1D
-1.35%
1M
-7.72%
6M
22.72%
YTD
24.31%
1Y
37.89%
3Y*
30.51%
5Y*
19.08%
10Y*

EQEU.DE

1D
-2.27%
1M
-5.16%
6M
10.35%
YTD
10.29%
1Y
20.89%
3Y*
20.16%
5Y*
11.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAIX.DE vs. EQEU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
24.31%15.25%34.63%63.77%-31.80%35.85%24.44%6.39%
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
10.29%18.24%24.15%51.95%-36.56%27.85%45.20%28.21%

Correlation

The correlation between XAIX.DE and EQEU.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.84

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2019

0.85

The correlation between XAIX.DE and EQEU.DE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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Return for Risk

XAIX.DE vs. EQEU.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: 6363
Overall Rank
XAIX.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 5959
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EQEU.DE
EQEU.DE Risk / Return Rank: 4242
Overall Rank
EQEU.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
EQEU.DE Martin Ratio Rank: 4444
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. EQEU.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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.

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.DEEQEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.29

1.21

+0.07

Calmar ratioReturn relative to maximum drawdown

3.09

1.73

+1.36

Martin ratioReturn relative to average drawdown

7.75

5.66

+2.09

XAIX.DE vs. EQEU.DE - Sharpe Ratio Comparison

The current XAIX.DE Sharpe Ratio is 1.64, which is higher than the EQEU.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XAIX.DE and EQEU.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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Drawdowns

XAIX.DE vs. EQEU.DE - Drawdown Comparison

The maximum XAIX.DE drawdown since its inception was -33.08%, smaller than the maximum EQEU.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and EQEU.DE.


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Drawdown Indicators


XAIX.DEEQEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

-37.97%

+4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-12.02%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.61%

-22.08%

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

-37.97%

+4.89%

Current Drawdown

Current decline from peak

-12.22%

-6.95%

-5.27%

Average Drawdown

Average peak-to-trough decline

-7.61%

-7.91%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.68%

+1.20%

Volatility

XAIX.DE vs. EQEU.DE - Volatility Comparison

Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a higher volatility of 8.90% compared to Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) at 6.21%. This indicates that XAIX.DE's price experiences larger fluctuations and is considered to be riskier than EQEU.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.DEEQEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

6.21%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

19.36%

13.90%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

17.56%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

21.05%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.93%

20.98%

+0.95%

XAIX.DE vs. EQEU.DE - Expense Ratio Comparison

Both XAIX.DE and EQEU.DE have an expense ratio of 0.35%.


Dividends

XAIX.DE vs. EQEU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XAIX.DE and EQEU.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XAIX.DE and EQEU.DE have the same expense ratio: 0.35% per year.

XAIX.DE is categorized as Technology Equities, while EQEU.DE is Nasdaq-100. XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data, while EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: Xtrackers and Invesco.

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