XMLD.DE vs. ETLS.DE
XMLD.DE (L&G Artificial Intelligence UCITS ETF) and ETLS.DE (L&G US Equity UCITS ETF) are both exchange-traded funds - XMLD.DE is a Technology Equities fund tracking the ROBO Global Artificial Intelligence, while ETLS.DE is a Large Cap Blend Equities fund tracking the Solactive Core United States Large & Mid Cap. Both are passively managed. Over the past 5 years, XMLD.DE returned 19.02%/yr vs 14.64%/yr for ETLS.DE. A 0.75 correlation means they provide meaningful diversification when combined. XMLD.DE charges 0.49%/yr vs 0.05%/yr for ETLS.DE.
Performance
XMLD.DE vs. ETLS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMLD.DE achieves a 42.18% return, which is significantly higher than ETLS.DE's 11.28% return.
XMLD.DE
- 1D
- -0.78%
- 1M
- 20.65%
- YTD
- 42.18%
- 6M
- 39.73%
- 1Y
- 73.37%
- 3Y*
- 33.99%
- 5Y*
- 19.02%
- 10Y*
- —
ETLS.DE
- 1D
- -0.11%
- 1M
- 5.49%
- YTD
- 11.28%
- 6M
- 11.23%
- 1Y
- 25.64%
- 3Y*
- 19.26%
- 5Y*
- 14.64%
- 10Y*
- —
XMLD.DE vs. ETLS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XMLD.DE L&G Artificial Intelligence UCITS ETF | 42.18% | 16.99% | 25.17% | 54.28% | -36.45% | 19.09% | 51.75% | 0.00% |
ETLS.DE L&G US Equity UCITS ETF | 11.28% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 10.12% | 0.62% |
Correlation
The correlation between XMLD.DE and ETLS.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2019 | 0.75 |
The correlation between XMLD.DE and ETLS.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
XMLD.DE vs. ETLS.DE — Risk / Return Rank
XMLD.DE
ETLS.DE
XMLD.DE vs. ETLS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (XMLD.DE) and L&G US Equity UCITS ETF (ETLS.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.
| XMLD.DE | ETLS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 3.37 | +1.25 |
| Martin ratioReturn relative to average drawdown | 12.52 | 12.00 | +0.53 |
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
| XMLD.DE | ETLS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.21 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.94 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.98 | -0.15 |
Drawdowns
XMLD.DE vs. ETLS.DE - Drawdown Comparison
The maximum XMLD.DE drawdown since its inception was -42.81%, which is greater than ETLS.DE's maximum drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for XMLD.DE and ETLS.DE.
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Drawdown Indicators
| XMLD.DE | ETLS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -33.98% | -8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -7.57% | -8.23% |
Max Drawdown (3Y)Largest decline over 3 years | -33.67% | -23.68% | -9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -42.81% | -23.68% | -19.13% |
Current DrawdownCurrent decline from peak | -2.30% | -0.45% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -4.63% | -8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.13% | +3.71% |
Volatility
XMLD.DE vs. ETLS.DE - Volatility Comparison
L&G Artificial Intelligence UCITS ETF (XMLD.DE) has a higher volatility of 10.34% compared to L&G US Equity UCITS ETF (ETLS.DE) at 2.76%. This indicates that XMLD.DE's price experiences larger fluctuations and is considered to be riskier than ETLS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMLD.DE | ETLS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.34% | 2.76% | +7.58% |
Volatility (6M)Calculated over the trailing 6-month period | 19.89% | 7.67% | +12.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.47% | 11.54% | +14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.22% | 15.45% | +11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.52% | 17.17% | +11.35% |
XMLD.DE vs. ETLS.DE - Expense Ratio Comparison
XMLD.DE has a 0.49% expense ratio, which is higher than ETLS.DE's 0.05% expense ratio.
Dividends
XMLD.DE vs. ETLS.DE - Dividend Comparison
Neither XMLD.DE nor ETLS.DE has paid dividends to shareholders.
Frequently Asked Questions
XMLD.DE and ETLS.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.49% for XMLD.DE.
XMLD.DE is categorized as Technology Equities, while ETLS.DE is Large Cap Blend Equities. XMLD.DE tracks ROBO Global Artificial Intelligence, while ETLS.DE tracks Solactive Core United States Large & Mid Cap. Their fees differ too: 0.49% for XMLD.DE and 0.05% for ETLS.DE.
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