XAIX vs. ASML

Last updated Jun 4, 2026

XAIX (Xtrackers Artificial Intelligence and Big Data ETF) is Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data Index, while ASML (ASML Holding N.V.) is a stock. Over the past year, XAIX returned 68.58% vs 132.84% for ASML. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

XAIX vs. ASML - Performance Comparison

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

Returns By Period

In the year-to-date period, XAIX achieves a 39.88% return, which is significantly lower than ASML's 61.93% return.

XAIX

• 1D: -1.51%
• 1M: 23.00%
• YTD: 39.88%
• 6M: 41.45%
• 1Y: 68.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ASML

• 1D: 1.23%
• 1M: 24.54%
• YTD: 61.93%
• 6M: 51.85%
• 1Y: 132.84%
• 3Y*: 34.91%
• 5Y*: 21.59%
• 10Y*: 34.11%

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

XAIX vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XAIX Xtrackers Artificial Intelligence and Big Data ETF	39.88%	29.05%	15.47%
ASML ASML Holding N.V.	61.93%	56.51%	-14.17%

Correlation

The correlation between XAIX and ASML is 0.56, 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	0.56
Correlation (All Time) Calculated using the full available price history since Aug 5, 2024	0.58

The correlation between XAIX and ASML has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.

Return for Risk

XAIX vs. ASML — Risk / Return Rank

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

XAIX

XAIX Risk / Return Rank: 88
XAIX Sharpe Ratio Rank: 91
XAIX Sortino Ratio Rank: 89
XAIX Omega Ratio Rank: 87
XAIX Calmar Ratio Rank: 86
XAIX Martin Ratio Rank: 85

ASML

ASML Risk / Return Rank: 94
ASML Sharpe Ratio Rank: 95
ASML Sortino Ratio Rank: 93
ASML Omega Ratio Rank: 91
ASML Calmar Ratio Rank: 95
ASML Martin Ratio Rank: 95

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. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and ASML Holding N.V. (ASML). 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	ASML	Difference
Sharpe ratio: Return per unit of total volatility	3.31	3.29	+0.01
Sortino ratio: Return per unit of downside risk	4.16	3.71	+0.45
Omega ratio: Gain probability vs. loss probability	1.55	1.45	+0.09
Calmar ratio: Return relative to maximum drawdown	4.92	7.48	-2.57
Martin ratio: Return relative to average drawdown	18.19	20.18	-1.99
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. ASML - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 3.31, which is comparable to the ASML Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of XAIX and ASML, 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	ASML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.31	3.29	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.13	0.56	+1.57

Drawdowns

XAIX vs. ASML - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for XAIX and ASML.

Drawdown Indicators

	XAIX	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-23.95%	-90.00%	+66.05%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-17.85%	+3.84%
Max Drawdown (3Y) Largest decline over 3 years	—	-45.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-56.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.84%	—
Current Drawdown Current decline from peak	-1.51%	0.00%	-1.51%
Average Drawdown Average peak-to-trough decline	-3.49%	-28.15%	+24.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	6.61%	-2.83%

Volatility

XAIX vs. ASML - Volatility Comparison

The current volatility for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) is 9.22%, while ASML Holding N.V. (ASML) has a volatility of 14.67%. This indicates that XAIX experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XAIX	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.22%	14.67%	-5.45%
Volatility (6M) Calculated over the trailing 6-month period	17.41%	32.21%	-14.80%
Volatility (1Y) Calculated over the trailing 1-year period	20.85%	40.58%	-19.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.37%	42.03%	-18.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.37%	38.50%	-15.13%

Dividends

XAIX vs. ASML - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.38%, less than ASML's 0.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML ASML Holding N.V.	0.51%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.38%	0.54%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XAIX and ASML in my portfolio?

XAIX and ASML have a correlation of 0.56, 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 ASML?

ASML has higher volatility (14.67%) compared to XAIX (9.22%). In terms of maximum drawdown, XAIX dropped -23.95% vs ASML's -90.00%.

Which has better risk-adjusted returns?

XAIX currently has the higher Sharpe Ratio (3.31 vs 3.29), 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.