XAIX vs. AMZN
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 38.80% vs 7.96% for AMZN. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
XAIX vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, XAIX achieves a 25.38% return, which is significantly higher than AMZN's 7.25% return.
XAIX
- 1D
- 2.00%
- 1M
- -8.39%
- 6M
- 27.50%
- YTD
- 25.38%
- 1Y
- 38.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 37.28%
AMZN
- 1D
- -0.98%
- 1M
- 1.29%
- 6M
- 7.16%
- YTD
- 7.25%
- 1Y
- 7.96%
- 3Y*
- 23.95%
- 5Y*
- 6.36%
- 10Y*
- 20.85%
- ALL TIME*
- 29.82%
XAIX vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XAIX Xtrackers Artificial Intelligence and Big Data ETF | 25.38% | 29.05% | 15.21% |
AMZN Amazon.com, Inc | 7.25% | 5.21% | 19.19% |
Correlation
The correlation between XAIX and AMZN is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2024 | 0.59 |
The correlation between XAIX and AMZN shifts across timeframes, from 0.48 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XAIX vs. AMZN — Risk / Return Rank
XAIX
AMZN
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.
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 | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.07 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.37 | +2.41 |
| Martin ratioReturn relative to average drawdown | 7.84 | 0.80 | +7.04 |
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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.
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Drawdown Indicators
| XAIX | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | — | -55.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | -11.72% | -9.98% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -28.13% | +24.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 9.94% | -4.98% |
Volatility
XAIX vs. AMZN - Volatility Comparison
Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 10.24% compared to Amazon.com, Inc (AMZN) at 8.79%. 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.
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Volatility by Period
| XAIX | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 8.79% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 22.78% | 21.95% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 31.14% | -5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 35.71% | -10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | 32.61% | -7.57% |
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
XAIX and AMZN have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XAIX has higher volatility (10.24%) compared to AMZN (8.79%). In terms of maximum drawdown, XAIX dropped -23.95% vs AMZN's -94.40%.
XAIX currently has the higher Sharpe Ratio (1.53 vs 0.26), 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.
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