PortfoliosLab logoPortfoliosLab logo
XAIX.DE vs. WDTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAIX.DE vs. WDTE.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 S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XAIX.DE achieves a 28.05% return, which is significantly higher than WDTE.DE's 14.23% return.


XAIX.DE

1D
-2.16%
1M
-5.82%
6M
27.43%
YTD
28.05%
1Y
43.31%
3Y*
31.67%
5Y*
19.79%
10Y*

WDTE.DE

1D
0.00%
1M
-1.48%
6M
15.60%
YTD
14.23%
1Y
24.13%
3Y*
23.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
28.05%15.25%34.63%36.95%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
14.23%6.19%42.11%32.50%

Correlation

The correlation between XAIX.DE and WDTE.DE is 0.85, 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

0.85

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

0.88

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2023

0.88

The correlation between XAIX.DE and WDTE.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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. WDTE.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: 7171
Overall Rank
XAIX.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 6464
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 3636
Overall Rank
WDTE.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3131
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. WDTE.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 S&P World Information Technology ESG UCITS ETF Acc (WDTE.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.DEWDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratioReturn relative to maximum drawdown

3.56

1.54

+2.03

Martin ratioReturn relative to average drawdown

9.07

3.73

+5.34

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

The current XAIX.DE Sharpe Ratio is 1.87, which is higher than the WDTE.DE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XAIX.DE and WDTE.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.


Loading charts...

Drawdowns

XAIX.DE vs. WDTE.DE - Drawdown Comparison

The maximum XAIX.DE drawdown since its inception was -33.08%, which is greater than WDTE.DE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and WDTE.DE.


Loading charts...

Drawdown Indicators


XAIX.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

-28.19%

-4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-15.79%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-27.61%

-28.19%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

Current Drawdown

Current decline from peak

-9.58%

-6.96%

-2.62%

Average Drawdown

Average peak-to-trough decline

-7.60%

-5.05%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

6.49%

-1.73%

Volatility

XAIX.DE vs. WDTE.DE - Volatility Comparison

Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a higher volatility of 9.35% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 6.64%. This indicates that XAIX.DE's price experiences larger fluctuations and is considered to be riskier than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XAIX.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

6.64%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

16.76%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

21.13%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

21.89%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.93%

21.89%

+0.04%

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

XAIX.DE has a 0.35% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.


Dividends

XAIX.DE vs. WDTE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XAIX.DE and WDTE.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for XAIX.DE.

XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.35% for XAIX.DE and 0.18% for WDTE.DE.

Portfolio Optimizer

Find the right allocation for XAIX.DE and WDTE.DE

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