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XAIX vs. XNAQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAIX vs. XNAQ.L - 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 Nasdaq 100 UCITS ETF 1C (XNAQ.L). The values are adjusted to include any dividend payments, if applicable.

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XAIX vs. XNAQ.L - Yearly Performance Comparison


2026 (YTD)20252024
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
-5.33%29.05%15.47%
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
-5.26%20.14%15.98%
Different Trading Currencies

XAIX is traded in USD, while XNAQ.L is traded in GBP. To make them comparable, the XNAQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XAIX having a -5.33% return and XNAQ.L slightly higher at -5.26%.


XAIX

1D
1.83%
1M
-4.61%
YTD
-5.33%
6M
-2.68%
1Y
28.68%
3Y*
5Y*
10Y*

XNAQ.L

1D
3.09%
1M
-3.38%
YTD
-5.26%
6M
-2.27%
1Y
24.63%
3Y*
23.28%
5Y*
13.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAIX vs. XNAQ.L - Expense Ratio Comparison

XAIX has a 0.35% expense ratio, which is higher than XNAQ.L's 0.20% expense ratio.


Return for Risk

XAIX vs. XNAQ.L — Risk / Return Rank

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

XAIX
XAIX Risk / Return Rank: 6969
Overall Rank
XAIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
XAIX Omega Ratio Rank: 6565
Omega Ratio Rank
XAIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAIX Martin Ratio Rank: 6969
Martin Ratio Rank

XNAQ.L
XNAQ.L Risk / Return Rank: 6161
Overall Rank
XNAQ.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XNAQ.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
XNAQ.L Omega Ratio Rank: 5858
Omega Ratio Rank
XNAQ.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
XNAQ.L Martin Ratio Rank: 5555
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. XNAQ.L - 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 Nasdaq 100 UCITS ETF 1C (XNAQ.L). 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.


XAIXXNAQ.LDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.24

-0.04

Sortino ratio

Return per unit of downside risk

1.76

1.83

-0.07

Omega ratio

Gain probability vs. loss probability

1.25

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

2.13

2.11

+0.02

Martin ratio

Return relative to average drawdown

7.36

7.73

-0.37

XAIX vs. XNAQ.L - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 1.20, which is comparable to the XNAQ.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XAIX and XNAQ.L, 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


XAIXXNAQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.24

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.62

+0.41

Correlation

The correlation between XAIX and XNAQ.L is 0.62, 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. XNAQ.L - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.57%, while XNAQ.L has not paid dividends to shareholders.


Drawdowns

XAIX vs. XNAQ.L - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum XNAQ.L drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for XAIX and XNAQ.L.


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Drawdown Indicators


XAIXXNAQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

-27.52%

+3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-11.05%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

Current Drawdown

Current decline from peak

-9.17%

-8.18%

-0.99%

Average Drawdown

Average peak-to-trough decline

-3.70%

-7.19%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

3.68%

+0.38%

Volatility

XAIX vs. XNAQ.L - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 8.61% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) at 5.69%. This indicates that XAIX's price experiences larger fluctuations and is considered to be riskier than XNAQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAIXXNAQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

5.69%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

11.92%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

24.10%

19.87%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

20.46%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

20.55%

+2.10%