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XAIX vs. CSNDX.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAIX vs. CSNDX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI). The values are adjusted to include any dividend payments, if applicable.

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XAIX vs. CSNDX.MI - Yearly Performance Comparison


2026 (YTD)20252024
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
-7.03%29.05%15.47%
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
-8.13%20.50%15.88%
Different Trading Currencies

XAIX is traded in USD, while CSNDX.MI is traded in EUR. To make them comparable, the CSNDX.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAIX achieves a -7.03% return, which is significantly higher than CSNDX.MI's -8.13% return.


XAIX

1D
3.74%
1M
-6.32%
YTD
-7.03%
6M
-3.63%
1Y
27.57%
3Y*
5Y*
10Y*

CSNDX.MI

1D
0.87%
1M
-6.03%
YTD
-8.13%
6M
-4.52%
1Y
23.38%
3Y*
21.99%
5Y*
12.38%
10Y*
18.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAIX vs. CSNDX.MI - Expense Ratio Comparison

XAIX has a 0.35% expense ratio, which is higher than CSNDX.MI's 0.30% expense ratio.


Return for Risk

XAIX vs. CSNDX.MI — Risk / Return Rank

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

XAIX
XAIX Risk / Return Rank: 7070
Overall Rank
XAIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
XAIX Omega Ratio Rank: 6868
Omega Ratio Rank
XAIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAIX Martin Ratio Rank: 7070
Martin Ratio Rank

CSNDX.MI
CSNDX.MI Risk / Return Rank: 4444
Overall Rank
CSNDX.MI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CSNDX.MI Sortino Ratio Rank: 4343
Sortino Ratio Rank
CSNDX.MI Omega Ratio Rank: 4343
Omega Ratio Rank
CSNDX.MI Calmar Ratio Rank: 4747
Calmar Ratio Rank
CSNDX.MI Martin Ratio Rank: 4242
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. CSNDX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI). 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.


XAIXCSNDX.MIDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.15

0.00

Sortino ratio

Return per unit of downside risk

1.70

1.71

-0.01

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.95

1.84

+0.12

Martin ratio

Return relative to average drawdown

6.80

7.23

-0.43

XAIX vs. CSNDX.MI - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 1.15, which is comparable to the CSNDX.MI Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XAIX and CSNDX.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XAIXCSNDX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.15

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.92

+0.05

Correlation

The correlation between XAIX and CSNDX.MI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XAIX vs. CSNDX.MI - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.58%, while CSNDX.MI has not paid dividends to shareholders.


Drawdowns

XAIX vs. CSNDX.MI - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum CSNDX.MI drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for XAIX and CSNDX.MI.


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Drawdown Indicators


XAIXCSNDX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

-31.19%

+7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-13.50%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-10.80%

-9.89%

-0.91%

Average Drawdown

Average peak-to-trough decline

-3.68%

-5.47%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

4.02%

0.00%

Volatility

XAIX vs. CSNDX.MI - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 8.72% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) at 4.65%. This indicates that XAIX's price experiences larger fluctuations and is considered to be riskier than CSNDX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAIXCSNDX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

4.65%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

11.62%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

20.43%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.64%

20.62%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.64%

19.84%

+2.80%