PortfoliosLab logoPortfoliosLab logo
XAIX vs. EUNH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAIX vs. EUNH.DE - 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 Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XAIX achieves a 30.69% return, which is significantly higher than EUNH.DE's -1.35% return.


XAIX

1D
0.17%
1M
4.22%
YTD
30.69%
6M
32.66%
1Y
55.55%
3Y*
5Y*
10Y*

EUNH.DE

1D
0.16%
1M
-0.40%
YTD
-1.35%
6M
-0.79%
1Y
0.46%
3Y*
4.86%
5Y*
-3.22%
10Y*
-0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAIX vs. EUNH.DE - Yearly Performance Comparison


Correlation

The correlation between XAIX and EUNH.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.14

The correlation between XAIX and EUNH.DE shifts across timeframes, from 0.14 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XAIX vs. EUNH.DE — Risk / Return Rank

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

XAIX
XAIX Risk / Return Rank: 8080
Overall Rank
XAIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
XAIX Omega Ratio Rank: 8080
Omega Ratio Rank
XAIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
XAIX Martin Ratio Rank: 7979
Martin Ratio Rank

EUNH.DE
EUNH.DE Risk / Return Rank: 99
Overall Rank
EUNH.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUNH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUNH.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUNH.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EUNH.DE Martin Ratio Rank: 99
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. EUNH.DE - 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 Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE). 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.


XAIXEUNH.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.41

1.00

+0.41

Calmar ratioReturn relative to maximum drawdown

3.85

-0.04

+3.89

Martin ratioReturn relative to average drawdown

13.24

-0.10

+13.34

XAIX vs. EUNH.DE - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 2.35, which is higher than the EUNH.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of XAIX and EUNH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XAIX vs. EUNH.DE - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum EUNH.DE drawdown of -37.93%. Use the drawdown chart below to compare losses from any high point for XAIX and EUNH.DE.


Loading charts...

Drawdown Indicators


XAIXEUNH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

-37.93%

+13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-6.30%

-7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-10.19%

Max Drawdown (5Y)

Largest decline over 5 years

-35.04%

Max Drawdown (10Y)

Largest decline over 10 years

-37.93%

Current Drawdown

Current decline from peak

-7.98%

-18.73%

+10.75%

Average Drawdown

Average peak-to-trough decline

-3.56%

-12.43%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.58%

+1.49%

Volatility

XAIX vs. EUNH.DE - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 12.58% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) at 2.61%. This indicates that XAIX's price experiences larger fluctuations and is considered to be riskier than EUNH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XAIXEUNH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

2.61%

+9.97%

Volatility (6M)

Calculated over the trailing 6-month period

20.05%

6.49%

+13.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.96%

8.51%

+14.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

10.20%

+14.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.25%

9.19%

+15.06%

XAIX vs. EUNH.DE - Expense Ratio Comparison

XAIX has a 0.35% expense ratio, which is higher than EUNH.DE's 0.07% expense ratio.


Dividends

XAIX vs. EUNH.DE - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.41%, less than EUNH.DE's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
2.49%2.30%1.77%0.97%0.27%0.24%0.47%0.65%0.66%0.70%0.94%0.62%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
0.41%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


XAIX and EUNH.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNH.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNH.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for XAIX.

XAIX is categorized as Technology Equities, while EUNH.DE is European Government Bonds. XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index, while EUNH.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.35% for XAIX and 0.07% for EUNH.DE.

Portfolio Optimizer

Find the right allocation for XAIX and EUNH.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer