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XAIX vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XAIX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Bitcoin (BTC-USD). 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 achieves a 35.34% return, which is significantly higher than BTC-USD's -24.33% return.


XAIX

1D
3.56%
1M
10.71%
YTD
35.34%
6M
38.61%
1Y
61.08%
3Y*
5Y*
10Y*

BTC-USD

1D
0.77%
1M
-15.23%
YTD
-24.33%
6M
-23.38%
1Y
-37.30%
3Y*
35.99%
5Y*
11.54%
10Y*
56.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAIX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
35.34%29.05%15.21%
BTC-USD
Bitcoin
-24.33%-6.27%42.99%

Correlation

The correlation between XAIX and BTC-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2024

0.35

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Return for Risk

XAIX vs. BTC-USD — Risk / Return Rank

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

XAIX
XAIX Risk / Return Rank: 8585
Overall Rank
XAIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
XAIX Omega Ratio Rank: 8484
Omega Ratio Rank
XAIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
XAIX Martin Ratio Rank: 8383
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3636
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 vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Bitcoin (BTC-USD). 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.


XAIXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.52

Sortino ratioReturn per unit of downside risk

+4.45

Omega ratioGain probability vs. loss probability

1.46

0.88

+0.58

Calmar ratioReturn relative to maximum drawdown

4.38

-0.73

+5.11

Martin ratioReturn relative to average drawdown

15.03

-1.26

+16.29

XAIX vs. BTC-USD - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 2.65, which is higher than the BTC-USD Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of XAIX and BTC-USD, 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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Drawdowns

XAIX vs. BTC-USD - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XAIX and BTC-USD.


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Drawdown Indicators


XAIXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

-85.30%

+61.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-51.21%

+37.20%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-4.71%

-46.91%

+42.20%

Average Drawdown

Average peak-to-trough decline

-3.56%

-42.38%

+38.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

34.75%

-30.67%

Volatility

XAIX vs. BTC-USD - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 12.99% compared to Bitcoin (BTC-USD) at 12.14%. This indicates that XAIX's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAIXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.99%

12.14%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

34.59%

-14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

35.62%

-12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.35%

44.55%

-20.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

56.55%

-32.20%

Frequently Asked Questions


XAIX and BTC-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XAIX has higher volatility (12.99%) compared to BTC-USD (12.14%). In terms of maximum drawdown, XAIX dropped -23.95% vs BTC-USD's -85.30%.

XAIX currently has the higher Sharpe Ratio (2.65 vs -0.87), 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.

Portfolio Optimizer

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