XCTE.DE vs. AIAA.DE
XCTE.DE (Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C) and AIAA.DE (iShares AI Adopters & Applications UCITS ETF USD (Acc)) are both Technology Equities funds - XCTE.DE tracks the MSCI World/Information Tech NR USD while AIAA.DE tracks the STOXX Global AI Adopters and Applications Index. Both are passively managed. Over the past year, XCTE.DE returned 25.79% vs 6.16% for AIAA.DE. At a 0.35 correlation, their price movements are largely independent. XCTE.DE charges 0.44%/yr vs 0.35%/yr for AIAA.DE.
Performance
XCTE.DE vs. AIAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCTE.DE achieves a 5.61% return, which is significantly higher than AIAA.DE's -1.50% return.
XCTE.DE
- 1D
- -0.90%
- 1M
- 3.48%
- YTD
- 5.61%
- 6M
- 6.22%
- 1Y
- 25.79%
- 3Y*
- 10.51%
- 5Y*
- —
- 10Y*
- —
AIAA.DE
- 1D
- 1.37%
- 1M
- 5.90%
- YTD
- -1.50%
- 6M
- -0.98%
- 1Y
- 6.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XCTE.DE vs. AIAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XCTE.DE Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C | 5.61% | 19.05% | -7.85% |
AIAA.DE iShares AI Adopters & Applications UCITS ETF USD (Acc) | -1.50% | 5.44% | -1.65% |
Correlation
The correlation between XCTE.DE and AIAA.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.35 |
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Return for Risk
XCTE.DE vs. AIAA.DE — Risk / Return Rank
XCTE.DE
AIAA.DE
XCTE.DE vs. AIAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.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.
| XCTE.DE | AIAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.09 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.46 | +0.64 |
| Martin ratioReturn relative to average drawdown | 1.90 | 1.20 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XCTE.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.46 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.08 | +0.04 |
Drawdowns
XCTE.DE vs. AIAA.DE - Drawdown Comparison
The maximum XCTE.DE drawdown since its inception was -48.80%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for XCTE.DE and AIAA.DE.
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Drawdown Indicators
| XCTE.DE | AIAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.80% | -24.42% | -24.38% |
Max Drawdown (1Y)Largest decline over 1 year | -23.30% | -13.31% | -9.99% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | — | — |
Current DrawdownCurrent decline from peak | -12.95% | -4.34% | -8.61% |
Average DrawdownAverage peak-to-trough decline | -25.74% | -7.45% | -18.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.53% | 5.12% | +8.41% |
Volatility
XCTE.DE vs. AIAA.DE - Volatility Comparison
Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) has a higher volatility of 7.28% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.63%. This indicates that XCTE.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCTE.DE | AIAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 3.63% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 10.08% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.97% | 13.43% | +16.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 17.46% | +12.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 17.46% | +12.91% |
XCTE.DE vs. AIAA.DE - Expense Ratio Comparison
XCTE.DE has a 0.44% expense ratio, which is higher than AIAA.DE's 0.35% expense ratio.
Dividends
XCTE.DE vs. AIAA.DE - Dividend Comparison
Neither XCTE.DE nor AIAA.DE has paid dividends to shareholders.
Frequently Asked Questions
XCTE.DE and AIAA.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIAA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIAA.DE is cheaper with a 0.35% expense ratio, compared with 0.44% for XCTE.DE.
XCTE.DE tracks MSCI World/Information Tech NR USD, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index. They also come from different issuers: DWS and iShares. Their fees differ too: 0.44% for XCTE.DE and 0.35% for AIAA.DE.
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