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

Performance

XAIX.DE vs. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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 37.21% return, which is significantly higher than XCMC.DE's 28.51% return.


XAIX.DE

1D
-2.02%
1M
18.07%
YTD
37.21%
6M
38.87%
1Y
62.15%
3Y*
36.02%
5Y*
22.22%
10Y*

XCMC.DE

1D
-1.20%
1M
-1.31%
YTD
28.51%
6M
19.96%
1Y
29.14%
3Y*
11.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
37.21%15.25%34.63%63.77%-31.80%0.25%
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
28.51%-2.66%11.92%-9.34%24.84%-11.32%

Correlation

The correlation between XAIX.DE and XCMC.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.12

The correlation between XAIX.DE and XCMC.DE shifts across timeframes, from 0.03 (1 year) to 0.13 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XAIX.DE vs. XCMC.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: 8686
Overall Rank
XAIX.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 7777
Martin Ratio Rank

XCMC.DE
XCMC.DE Risk / Return Rank: 5454
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5151
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. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.


XAIX.DEXCMC.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.51

1.32

+0.19

Calmar ratioReturn relative to maximum drawdown

5.11

3.72

+1.39

Martin ratioReturn relative to average drawdown

14.72

8.44

+6.29

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

The current XAIX.DE Sharpe Ratio is 3.03, which is higher than the XCMC.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XAIX.DE and XCMC.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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Sharpe Ratios by Period


XAIX.DEXCMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

1.66

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.44

+0.64

Drawdowns

XAIX.DE vs. XCMC.DE - Drawdown Comparison

The maximum XAIX.DE drawdown since its inception was -33.08%, which is greater than XCMC.DE's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for XAIX.DE and XCMC.DE.


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Drawdown Indicators


XAIX.DEXCMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

-22.91%

-10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-7.80%

-4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-27.61%

-14.82%

-12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

Current Drawdown

Current decline from peak

-3.11%

-3.42%

+0.31%

Average Drawdown

Average peak-to-trough decline

-7.39%

-12.68%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

3.45%

+0.76%

Volatility

XAIX.DE vs. XCMC.DE - Volatility Comparison

Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a higher volatility of 8.63% compared to Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) at 4.94%. This indicates that XAIX.DE's price experiences larger fluctuations and is considered to be riskier than XCMC.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.DEXCMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

4.94%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

15.31%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

17.48%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

17.33%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

17.33%

+3.97%

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

XAIX.DE has a 0.35% expense ratio, which is higher than XCMC.DE's 0.19% expense ratio.


Dividends

XAIX.DE vs. XCMC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XAIX.DE and XCMC.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for XAIX.DE.

XAIX.DE is categorized as Technology Equities, while XCMC.DE is Commodities. XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data, while XCMC.DE tracks Bloomberg Commodity 3 Month Forward. Their fees differ too: 0.35% for XAIX.DE and 0.19% for XCMC.DE.

Portfolio Optimizer

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