XAIX vs. AMZN

Last updated Jun 9, 2026

XAIX (Xtrackers Artificial Intelligence and Big Data ETF) is Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data Index, while AMZN (Amazon.com, Inc) is a stock. Over the past year, XAIX returned 54.71% vs 14.82% for AMZN. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

XAIX vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XAIX achieves a 30.20% return, which is significantly higher than AMZN's 6.24% return.

XAIX

• 1D: 2.48%
• 1M: 5.11%
• YTD: 30.20%
• 6M: 30.19%
• 1Y: 54.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMZN

• 1D: -0.33%
• 1M: -10.07%
• YTD: 6.24%
• 6M: 8.08%
• 1Y: 14.82%
• 3Y*: 25.71%
• 5Y*: 8.37%
• 10Y*: 21.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XAIX vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XAIX Xtrackers Artificial Intelligence and Big Data ETF	30.20%	29.05%	15.47%
AMZN Amazon.com, Inc	6.24%	5.21%	30.67%

Correlation

The correlation between XAIX and AMZN is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (All Time) Calculated using the full available price history since Aug 5, 2024	0.63

The correlation between XAIX and AMZN has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

Return for Risk

XAIX vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XAIX

XAIX Risk / Return Rank: 80
XAIX Sharpe Ratio Rank: 84
XAIX Sortino Ratio Rank: 76
XAIX Omega Ratio Rank: 80
XAIX Calmar Ratio Rank: 82
XAIX Martin Ratio Rank: 80

AMZN

AMZN Risk / Return Rank: 56
AMZN Sharpe Ratio Rank: 59
AMZN Sortino Ratio Rank: 53
AMZN Omega Ratio Rank: 51
AMZN Calmar Ratio Rank: 58
AMZN Martin Ratio Rank: 59

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 vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Amazon.com, Inc (AMZN). 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	AMZN	Difference
Sharpe ratio: Return per unit of total volatility	2.45	0.49	+1.96
Sortino ratio: Return per unit of downside risk	3.04	0.89	+2.14
Omega ratio: Gain probability vs. loss probability	1.43	1.11	+0.32
Calmar ratio: Return relative to maximum drawdown	3.92	0.68	+3.24
Martin ratio: Return relative to average drawdown	14.14	1.64	+12.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XAIX vs. AMZN - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 2.45, which is higher than the AMZN Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of XAIX and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XAIX	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	0.49	+1.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.24	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	0.56	+1.25

Drawdowns

XAIX vs. AMZN - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for XAIX and AMZN.

Drawdown Indicators

	XAIX	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-23.95%	-94.40%	+70.45%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-21.74%	+7.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-56.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.15%	—
Current Drawdown Current decline from peak	-8.33%	-10.83%	+2.50%
Average Drawdown Average peak-to-trough decline	-3.51%	-28.12%	+24.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.88%	9.08%	-5.20%

Volatility

XAIX vs. AMZN - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 12.81% compared to Amazon.com, Inc (AMZN) at 7.80%. This indicates that XAIX's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XAIX	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.81%	7.80%	+5.01%
Volatility (6M) Calculated over the trailing 6-month period	19.45%	20.58%	-1.13%
Volatility (1Y) Calculated over the trailing 1-year period	22.47%	30.13%	-7.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.10%	35.53%	-11.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.10%	32.48%	-8.38%

Dividends

XAIX vs. AMZN - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.41%, while AMZN has not paid dividends to shareholders.

Position	TTM	2025	2024
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.41%	0.54%	0.08%

Frequently Asked Questions

Can I hold both XAIX and AMZN in my portfolio?

XAIX and AMZN have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XAIX or AMZN?

XAIX has higher volatility (12.81%) compared to AMZN (7.80%). In terms of maximum drawdown, XAIX dropped -23.95% vs AMZN's -94.40%.

Which has better risk-adjusted returns?

XAIX currently has the higher Sharpe Ratio (2.45 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.