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XDDX.DE vs. XAIX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDDX.DE vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than XAIX.DE's 24.31% return.


XDDX.DE

1D
-0.44%
1M
-0.25%
6M
2.82%
YTD
3.88%
1Y
6.10%
3Y*
14.27%
5Y*
8.66%
10Y*
8.72%

XAIX.DE

1D
-1.35%
1M
-7.72%
6M
22.72%
YTD
24.31%
1Y
37.89%
3Y*
30.51%
5Y*
19.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDDX.DE vs. XAIX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D
3.88%19.14%16.17%19.56%-13.67%15.21%3.12%17.65%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
24.31%15.25%34.63%63.77%-31.80%35.85%24.44%6.39%

Correlation

The correlation between XDDX.DE and XAIX.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2019

0.63

The correlation between XDDX.DE and XAIX.DE shifts across timeframes, from 0.50 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDDX.DE vs. XAIX.DE — Risk / Return Rank

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

XDDX.DE
XDDX.DE Risk / Return Rank: 1717
Overall Rank
XDDX.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XDDX.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XDDX.DE Omega Ratio Rank: 1616
Omega Ratio Rank
XDDX.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XDDX.DE Martin Ratio Rank: 1919
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 6363
Overall Rank
XAIX.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 5959
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 5656
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.

XDDX.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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.


XDDX.DEXAIX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.08

1.29

-0.21

Calmar ratioReturn relative to maximum drawdown

0.51

3.09

-2.58

Martin ratioReturn relative to average drawdown

1.44

7.75

-6.31

XDDX.DE vs. XAIX.DE - Sharpe Ratio Comparison

The current XDDX.DE Sharpe Ratio is 0.38, which is lower than the XAIX.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of XDDX.DE and XAIX.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.


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Drawdowns

XDDX.DE vs. XAIX.DE - Drawdown Comparison

The maximum XDDX.DE drawdown since its inception was -38.74%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and XAIX.DE.


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Drawdown Indicators


XDDX.DEXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.74%

-33.08%

-5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-12.22%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

-27.61%

+10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.03%

-33.08%

+6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.74%

Current Drawdown

Current decline from peak

-2.10%

-12.22%

+10.12%

Average Drawdown

Average peak-to-trough decline

-7.09%

-7.61%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

4.88%

-0.65%

Volatility

XDDX.DE vs. XAIX.DE - Volatility Comparison

The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) is 3.88%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.90%. This indicates that XDDX.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDDX.DEXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

8.90%

-5.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

19.36%

-6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

23.10%

-7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

21.30%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

21.93%

-3.86%

XDDX.DE vs. XAIX.DE - Expense Ratio Comparison

XDDX.DE has a 0.09% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.


Dividends

XDDX.DE vs. XAIX.DE - Dividend Comparison

XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while XAIX.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D
2.31%2.40%2.68%3.34%5.35%2.05%3.14%2.81%2.34%2.16%1.40%1.06%

Frequently Asked Questions


XDDX.DE and XAIX.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.35% for XAIX.DE.

XDDX.DE is categorized as Europe Equities, while XAIX.DE is Technology Equities. XDDX.DE tracks FSE DAX TR EUR, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.09% for XDDX.DE and 0.35% for XAIX.DE.

Portfolio Optimizer

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