XAIX.DE vs. QDVE.DE
Compare and contrast key facts about Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
XAIX.DE and QDVE.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. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both XAIX.DE and QDVE.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 QDVE.DE.
Performance
XAIX.DE vs. QDVE.DE - Performance Comparison
Returns By Period
In the year-to-date period, XAIX.DE achieves a 32.66% return, which is significantly lower than QDVE.DE's 39.26% return.
XAIX.DE
32.66%
5.07%
15.37%
40.98%
20.44%
N/A
QDVE.DE
39.26%
2.18%
17.40%
44.19%
25.59%
N/A
Key characteristics
| XAIX.DE | QDVE.DE | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.03 |
| Sortino Ratio | 2.83 | 2.66 |
| Omega Ratio | 1.40 | 1.35 |
| Calmar Ratio | 2.73 | 2.71 |
| Martin Ratio | 9.47 | 8.64 |
| Ulcer Index | 4.08% | 4.90% |
| Daily Std Dev | 17.83% | 20.74% |
| Max Drawdown | -33.08% | -31.45% |
| Current Drawdown | -1.96% | -2.09% |
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XAIX.DE vs. QDVE.DE - Expense Ratio Comparison
XAIX.DE has a 0.35% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Correlation
The correlation between XAIX.DE and QDVE.DE is 0.89, 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. QDVE.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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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. QDVE.DE - Dividend Comparison
Neither XAIX.DE nor QDVE.DE has paid dividends to shareholders.
Drawdowns
XAIX.DE vs. QDVE.DE - Drawdown Comparison
The maximum XAIX.DE drawdown since its inception was -33.08%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
XAIX.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) is 5.07%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.65%. This indicates that XAIX.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.