XAIX vs. BAMU

Last updated Jun 23, 2026

XAIX (Xtrackers Artificial Intelligence and Big Data ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - XAIX is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. XAIX is passively managed, while BAMU is actively managed. Over the past year, XAIX returned 62.69% vs 2.91% for BAMU. At a correlation of -0.01, they often move in opposite directions. XAIX charges 0.35%/yr vs 1.09%/yr for BAMU.

Performance

XAIX vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XAIX achieves a 37.44% return, which is significantly higher than BAMU's 1.18% return.

XAIX

• 1D: 0.41%
• 1M: 9.09%
• YTD: 37.44%
• 6M: 37.80%
• 1Y: 62.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAMU

• 1D: 0.02%
• 1M: 0.16%
• YTD: 1.18%
• 6M: 1.23%
• 1Y: 2.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XAIX vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XAIX Xtrackers Artificial Intelligence and Big Data ETF	37.44%	29.05%	15.21%
BAMU Brookstone Ultra-Short Bond ETF	1.18%	3.21%	1.69%

Correlation

The correlation between XAIX and BAMU is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (All Time) Calculated using the full available price history since Aug 2, 2024	-0.01

The correlation between XAIX and BAMU shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XAIX vs. BAMU — Risk / Return Rank

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

XAIX

XAIX Risk / Return Rank: 82
XAIX Sharpe Ratio Rank: 86
XAIX Sortino Ratio Rank: 78
XAIX Omega Ratio Rank: 81
XAIX Calmar Ratio Rank: 85
XAIX Martin Ratio Rank: 80

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Brookstone Ultra-Short Bond ETF (BAMU). 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	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	2.68	5.01	-2.32
Sortino ratio: Return per unit of downside risk	3.32	8.84	-5.52
Omega ratio: Gain probability vs. loss probability	1.46	2.43	-0.97
Calmar ratio: Return relative to maximum drawdown	4.50	24.72	-20.22
Martin ratio: Return relative to average drawdown	15.22	97.90	-82.68

XAIX vs. BAMU - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 2.68, which is lower than the BAMU Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of XAIX and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XAIX vs. BAMU - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for XAIX and BAMU.

Drawdown Indicators

	XAIX	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-23.95%	-0.36%	-23.59%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-0.12%	-13.89%
Current Drawdown Current decline from peak	-3.23%	0.00%	-3.23%
Average Drawdown Average peak-to-trough decline	-3.58%	-0.02%	-3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.13%	0.03%	+4.10%

Volatility

XAIX vs. BAMU - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 13.24% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that XAIX's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XAIX	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.24%	0.09%	+13.15%
Volatility (6M) Calculated over the trailing 6-month period	20.53%	0.40%	+20.13%
Volatility (1Y) Calculated over the trailing 1-year period	23.53%	0.58%	+22.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.45%	0.87%	+23.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.45%	0.87%	+23.58%

XAIX vs. BAMU - Expense Ratio Comparison

XAIX has a 0.35% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

XAIX vs. BAMU - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.37%, less than BAMU's 3.05% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.05%	3.20%	3.97%	0.84%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.37%	0.54%	0.08%	0.00%

Frequently Asked Questions

Can I hold both XAIX and BAMU in my portfolio?

XAIX and BAMU have a correlation of -0.15, 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 BAMU?

XAIX has higher volatility (13.24%) compared to BAMU (0.09%). In terms of maximum drawdown, XAIX dropped -23.95% vs BAMU's -0.36%.

Which ETF is better, XAIX or BAMU?

On 1-year performance, XAIX leads with 62.69% vs 2.91% for BAMU. On fees, XAIX is cheaper at 0.35% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XAIX or BAMU?

Over the 1-year period, XAIX has performed better with a 62.69% return vs 2.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XAIX or BAMU?

XAIX is cheaper with a 0.35% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, XAIX or BAMU?

BAMU has the higher dividend yield at 3.05%, compared with 0.37% for XAIX.

What is the main difference between XAIX and BAMU?

XAIX is categorized as Technology Equities, while BAMU is Ultrashort Bond. They also come from different issuers: Xtrackers and Brookstone. Their fees differ too: 0.35% for XAIX and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (5.01 vs 2.68), 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.