XAIX vs. FAI

Last updated Aug 2, 2026

XAIX (Xtrackers Artificial Intelligence and Big Data ETF) and FAI (First Trust Bloomberg Artificial Intelligence ETF) are both Artificial Intelligence funds - XAIX tracks the Nasdaq Global Artificial Intelligence and Big Data Index while FAI tracks the Bloomberg Artificial Intelligence Index. Both are passively managed. Over the past year, XAIX returned 41.00% vs 40.34% for FAI. Their correlation of 0.95 means they have usually moved in the same direction. XAIX charges 0.35%/yr vs 0.65%/yr for FAI.

Performance

XAIX vs. FAI - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with XAIX having a 23.93% return and FAI slightly lower at 23.08%.

XAIX

• 1D: 1.60%
• 1M: -2.20%
• 6M: 21.95%
• YTD: 23.93%
• 1Y: 41.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 35.89%

FAI

• 1D: 2.93%
• 1M: -1.97%
• 6M: 21.54%
• YTD: 23.08%
• 1Y: 40.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 35.90%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FAI First Trust Bloomberg Artificial Intelligence ETF	$1.56M	$3.03M	$3.57M
XAIX Xtrackers Artificial Intelligence and Big Data ETF	$920.82K	$1.57M	$1.97M

XAIX vs. FAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XAIX Xtrackers Artificial Intelligence and Big Data ETF	23.93%	29.05%	-0.84%
FAI First Trust Bloomberg Artificial Intelligence ETF	23.08%	33.37%	2.28%

Correlation

The correlation between XAIX and FAI is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024	0.95

The correlation between XAIX and FAI has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

XAIX vs. FAI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XAIX

XAIX Risk / Return Rank: 60
XAIX Sharpe Ratio Rank: 63
XAIX Sortino Ratio Rank: 58
XAIX Omega Ratio Rank: 59
XAIX Calmar Ratio Rank: 64
XAIX Martin Ratio Rank: 57

FAI

FAI Risk / Return Rank: 48
FAI Sharpe Ratio Rank: 50
FAI Sortino Ratio Rank: 47
FAI Omega Ratio Rank: 45
FAI Calmar Ratio Rank: 53
FAI Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XAIX vs. FAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and First Trust Bloomberg Artificial Intelligence ETF (FAI). 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	FAI	Difference
Sharpe ratio: Return per unit of total volatility	1.45	1.23	+0.22
Sortino ratio: Return per unit of downside risk	1.97	1.71	+0.25
Omega ratio: Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio: Return relative to maximum drawdown	2.21	1.91	+0.30
Martin ratio: Return relative to average drawdown	6.70	4.97	+1.73

XAIX vs. FAI - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 1.45, which is comparable to the FAI Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of XAIX and FAI, 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. FAI - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum FAI drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for XAIX and FAI.

Drawdown Indicators

	XAIX	FAI	Difference
Max Drawdown Largest peak-to-trough decline	-23.95%	-27.82%	+3.87%
Max Drawdown (1Y) Largest decline over 1 year	-16.95%	-18.84%	+1.89%
Current Drawdown Current decline from peak	-12.74%	-12.57%	-0.17%
Average Drawdown Average peak-to-trough decline	-3.99%	-5.77%	+1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.59%	7.22%	-1.63%

Volatility

XAIX vs. FAI - Volatility Comparison

The current volatility for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) is 9.18%, while First Trust Bloomberg Artificial Intelligence ETF (FAI) has a volatility of 10.00%. This indicates that XAIX experiences smaller price fluctuations and is considered to be less risky than FAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XAIX	FAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.18%	10.00%	-0.82%
Volatility (6M) Calculated over the trailing 6-month period	22.99%	24.66%	-1.67%
Volatility (1Y) Calculated over the trailing 1-year period	25.88%	29.24%	-3.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.09%	31.30%	-6.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.09%	31.30%	-6.21%

XAIX vs. FAI - Expense Ratio Comparison

XAIX has a 0.35% expense ratio, which is lower than FAI's 0.65% expense ratio.

Dividends

XAIX vs. FAI - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.42%, while FAI has not paid dividends to shareholders.

Position	TTM	2025	2024
FAI First Trust Bloomberg Artificial Intelligence ETF	0.00%	0.00%	0.04%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.42%	0.54%	0.08%

Frequently Asked Questions

Can I hold both XAIX and FAI in my portfolio?

With a correlation of 0.96, XAIX and FAI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XAIX or FAI?

FAI has higher volatility (10.00%) compared to XAIX (9.18%). In terms of maximum drawdown, XAIX dropped -23.95% vs FAI's -27.82%.

Which ETF is better, XAIX or FAI?

On 1-year performance, XAIX leads with 41.00% vs 40.34% for FAI. On fees, XAIX is cheaper at 0.35% per year. On volatility, XAIX has been the lower-risk option at 9.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XAIX or FAI?

Over the 1-year period, XAIX has performed better with a 41.00% return vs 40.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XAIX or FAI?

XAIX is cheaper with a 0.35% expense ratio, compared with 0.65% for FAI.

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

XAIX has the higher dividend yield at 0.42%, compared with 0.00% for FAI.

What is the main difference between XAIX and FAI?

XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index, while FAI tracks Bloomberg Artificial Intelligence Index. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.35% for XAIX and 0.65% for FAI.

Which has better risk-adjusted returns?

XAIX currently has the higher Sharpe Ratio (1.45 vs 1.23), 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.