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XMLD.DE vs. SEC0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMLD.DE vs. SEC0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Artificial Intelligence UCITS ETF (XMLD.DE) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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, XMLD.DE achieves a -5.16% return, which is significantly lower than SEC0.DE's 14.54% return.


XMLD.DE

1D
0.33%
1M
-2.61%
YTD
-5.16%
6M
-8.50%
1Y
43.53%
3Y*
21.41%
5Y*
8.89%
10Y*

SEC0.DE

1D
-1.33%
1M
-2.16%
YTD
14.54%
6M
26.58%
1Y
113.08%
3Y*
34.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMLD.DE vs. SEC0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XMLD.DE
L&G Artificial Intelligence UCITS ETF
-5.16%16.99%25.17%54.28%-36.45%4.66%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
14.54%36.46%20.85%61.01%-32.22%21.11%

Correlation

The correlation between XMLD.DE and SEC0.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


XMLD.DE vs. SEC0.DE - Expense Ratio Comparison

XMLD.DE has a 0.49% expense ratio, which is higher than SEC0.DE's 0.35% expense ratio.


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Return for Risk

XMLD.DE vs. SEC0.DE — Risk / Return Rank

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

XMLD.DE
XMLD.DE Risk / Return Rank: 5050
Overall Rank
XMLD.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XMLD.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XMLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XMLD.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
XMLD.DE Martin Ratio Rank: 5151
Martin Ratio Rank

SEC0.DE
SEC0.DE Risk / Return Rank: 9595
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9090
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
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.

XMLD.DE vs. SEC0.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 iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.DESEC0.DEDifference

Sharpe ratio

Return per unit of total volatility

0.88

2.46

-1.59

Sortino ratio

Return per unit of downside risk

1.32

3.01

-1.69

Omega ratio

Gain probability vs. loss probability

1.17

1.39

-0.22

Calmar ratio

Return relative to maximum drawdown

2.24

7.64

-5.40

Martin ratio

Return relative to average drawdown

6.23

26.82

-20.59

XMLD.DE vs. SEC0.DE - Sharpe Ratio Comparison

The current XMLD.DE Sharpe Ratio is 0.88, which is lower than the SEC0.DE Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of XMLD.DE and SEC0.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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Sharpe Ratios by Period


XMLD.DESEC0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.46

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.73

-0.16

Drawdowns

XMLD.DE vs. SEC0.DE - Drawdown Comparison

The maximum XMLD.DE drawdown since its inception was -42.81%, which is greater than SEC0.DE's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for XMLD.DE and SEC0.DE.


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Drawdown Indicators


XMLD.DESEC0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-39.35%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.80%

-12.90%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-42.81%

Current Drawdown

Current decline from peak

-12.07%

-8.06%

-4.01%

Average Drawdown

Average peak-to-trough decline

-13.83%

-12.23%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

3.68%

+1.99%

Volatility

XMLD.DE vs. SEC0.DE - Volatility Comparison

The current volatility for L&G Artificial Intelligence UCITS ETF (XMLD.DE) is 7.32%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 11.14%. This indicates that XMLD.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.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.DESEC0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

11.14%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

23.75%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

28.93%

33.74%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.79%

29.29%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.32%

29.29%

-0.97%

Dividends

XMLD.DE vs. SEC0.DE - Dividend Comparison

Neither XMLD.DE nor SEC0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments