XAIX vs. USCA

Last updated Jun 5, 2026

XAIX (Xtrackers Artificial Intelligence and Big Data ETF) and USCA (Xtrackers MSCI USA Climate Action Equity ETF) are both exchange-traded funds - XAIX is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data Index, while USCA is a Large Cap Blend Equities fund tracking the MSCI USA Climate Action Index - Benchmark TR Gross. Both are passively managed. Over the past year, XAIX returned 65.74% vs 21.47% for USCA. Their correlation of 0.87 suggests significant overlap in exposure. XAIX charges 0.35%/yr vs 0.07%/yr for USCA.

Performance

XAIX vs. USCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Xtrackers MSCI USA Climate Action Equity ETF (USCA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XAIX achieves a 37.50% return, which is significantly higher than USCA's 7.54% return.

XAIX

• 1D: -1.70%
• 1M: 17.77%
• YTD: 37.50%
• 6M: 38.65%
• 1Y: 65.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USCA

• 1D: 0.46%
• 1M: 4.36%
• YTD: 7.54%
• 6M: 7.35%
• 1Y: 21.47%
• 3Y*: 20.91%
• 5Y*: —
• 10Y*: —

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

XAIX vs. USCA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XAIX Xtrackers Artificial Intelligence and Big Data ETF	37.50%	29.05%	15.47%
USCA Xtrackers MSCI USA Climate Action Equity ETF	7.54%	14.24%	11.76%

Correlation

The correlation between XAIX and USCA is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Aug 5, 2024	0.87

The correlation between XAIX and USCA has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

XAIX vs. USCA - Sectors Allocation Comparison

Sectors	XAIX	USCA
Technology	71.7%	29.4%
Communication Services	14.1%	12.7%
Consumer Cyclical	8.9%	11.9%
Financial Services	5.2%	13.6%
Industrials	0.1%	7.0%
Consumer Defensive	0.0%	4.7%
Healthcare	0.0%	10.7%
Basic Materials	0.0%	1.9%
Energy	0.0%	3.5%
Utilities	0.0%	2.4%
Real Estate	-	2.3%

Return for Risk

XAIX vs. USCA — Risk / Return Rank

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

XAIX

XAIX Risk / Return Rank: 87
XAIX Sharpe Ratio Rank: 91
XAIX Sortino Ratio Rank: 88
XAIX Omega Ratio Rank: 86
XAIX Calmar Ratio Rank: 86
XAIX Martin Ratio Rank: 85

USCA

USCA Risk / Return Rank: 50
USCA Sharpe Ratio Rank: 53
USCA Sortino Ratio Rank: 52
USCA Omega Ratio Rank: 52
USCA Calmar Ratio Rank: 43
USCA Martin Ratio Rank: 50

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. USCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and Xtrackers MSCI USA Climate Action Equity ETF (USCA). 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.

	XAIX	USCA	Difference
Sharpe ratio: Return per unit of total volatility	3.16	1.79	+1.37
Sortino ratio: Return per unit of downside risk	4.00	2.48	+1.52
Omega ratio: Gain probability vs. loss probability	1.52	1.32	+0.21
Calmar ratio: Return relative to maximum drawdown	4.72	2.10	+2.61
Martin ratio: Return relative to average drawdown	17.41	8.33	+9.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XAIX vs. USCA - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 3.16, which is higher than the USCA Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XAIX and USCA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XAIX	USCA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.16	1.79	+1.37
Sharpe Ratio (All Time) Calculated using the full available price history	2.06	1.50	+0.56

Drawdowns

XAIX vs. USCA - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, which is greater than USCA's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for XAIX and USCA.

Drawdown Indicators

	XAIX	USCA	Difference
Max Drawdown Largest peak-to-trough decline	-23.95%	-19.14%	-4.81%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-10.25%	-3.76%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.14%	—
Current Drawdown Current decline from peak	-3.19%	-0.36%	-2.83%
Average Drawdown Average peak-to-trough decline	-3.49%	-2.16%	-1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.79%	2.58%	+1.21%

Volatility

XAIX vs. USCA - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 9.43% compared to Xtrackers MSCI USA Climate Action Equity ETF (USCA) at 2.85%. This indicates that XAIX's price experiences larger fluctuations and is considered to be riskier than USCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XAIX	USCA	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.43%	2.85%	+6.58%
Volatility (6M) Calculated over the trailing 6-month period	17.51%	9.08%	+8.43%
Volatility (1Y) Calculated over the trailing 1-year period	20.93%	12.08%	+8.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.39%	14.75%	+8.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.39%	14.75%	+8.64%

XAIX vs. USCA - Expense Ratio Comparison

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

Dividends

XAIX vs. USCA - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.39%, less than USCA's 1.08% yield.

Position	TTM	2025	2024	2023
USCA Xtrackers MSCI USA Climate Action Equity ETF	1.08%	1.14%	1.22%	1.15%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.39%	0.54%	0.08%	0.00%

Frequently Asked Questions

Can I hold both XAIX and USCA in my portfolio?

XAIX and USCA have a correlation of 0.83, 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 USCA?

XAIX has higher volatility (9.43%) compared to USCA (2.85%). In terms of maximum drawdown, XAIX dropped -23.95% vs USCA's -19.14%.

Which ETF is better, XAIX or USCA?

On 1-year performance, XAIX leads with 65.74% vs 21.47% for USCA. On fees, USCA is cheaper at 0.07% per year. On volatility, USCA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XAIX or USCA?

Over the 1-year period, XAIX has performed better with a 65.74% return vs 21.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XAIX or USCA?

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

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

USCA has the higher dividend yield at 1.08%, compared with 0.39% for XAIX.

What is the main difference between XAIX and USCA?

XAIX is categorized as Technology Equities, while USCA is Large Cap Blend Equities. XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index, while USCA tracks MSCI USA Climate Action Index - Benchmark TR Gross. Their fees differ too: 0.35% for XAIX and 0.07% for USCA.

Which has better risk-adjusted returns?

XAIX currently has the higher Sharpe Ratio (3.16 vs 1.79), 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.