XAIX.DE vs. GOAI.DE
Compare and contrast key facts about Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE).
XAIX.DE and GOAI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XAIX.DE is a passively managed fund by Xtrackers that tracks the performance of the Nasdaq Global Artificial Intelligence and Big Data. It was launched on Jan 29, 2019. GOAI.DE is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI IMI Robotics & AI ESG Filtered. It was launched on Sep 11, 2018. Both XAIX.DE and GOAI.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAIX.DE or GOAI.DE.
Performance
XAIX.DE vs. GOAI.DE - Performance Comparison
Returns By Period
In the year-to-date period, XAIX.DE achieves a 32.66% return, which is significantly higher than GOAI.DE's 18.76% return.
XAIX.DE
32.66%
5.07%
15.37%
40.98%
20.44%
N/A
GOAI.DE
18.76%
4.45%
9.99%
30.02%
13.12%
N/A
Key characteristics
| XAIX.DE | GOAI.DE | |
|---|---|---|
| Sharpe Ratio | 2.16 | 1.59 |
| Sortino Ratio | 2.83 | 2.15 |
| Omega Ratio | 1.40 | 1.30 |
| Calmar Ratio | 2.73 | 1.98 |
| Martin Ratio | 9.47 | 6.69 |
| Ulcer Index | 4.08% | 4.07% |
| Daily Std Dev | 17.83% | 17.13% |
| Max Drawdown | -33.08% | -34.25% |
| Current Drawdown | -1.96% | -2.66% |
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XAIX.DE vs. GOAI.DE - Expense Ratio Comparison
Both XAIX.DE and GOAI.DE have an expense ratio of 0.35%.
Correlation
The correlation between XAIX.DE and GOAI.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XAIX.DE vs. GOAI.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.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.
Dividends
XAIX.DE vs. GOAI.DE - Dividend Comparison
Neither XAIX.DE nor GOAI.DE has paid dividends to shareholders.
Drawdowns
XAIX.DE vs. GOAI.DE - Drawdown Comparison
The maximum XAIX.DE drawdown since its inception was -33.08%, roughly equal to the maximum GOAI.DE drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and GOAI.DE. For additional features, visit the drawdowns tool.
Volatility
XAIX.DE vs. GOAI.DE - Volatility Comparison
Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) have volatilities of 5.07% and 4.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.