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XMLD.DE vs. WTI2.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XMLD.DEWTI2.DE
YTD Return22.78%13.65%
1Y Return40.70%31.48%
3Y Return (Ann)3.70%2.78%
5Y Return (Ann)17.99%17.81%
Sharpe Ratio1.691.13
Sortino Ratio2.311.61
Omega Ratio1.311.21
Calmar Ratio1.741.38
Martin Ratio7.994.12
Ulcer Index4.31%6.17%
Daily Std Dev20.41%22.56%
Max Drawdown-42.81%-40.18%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between XMLD.DE and WTI2.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

XMLD.DE vs. WTI2.DE - Performance Comparison

In the year-to-date period, XMLD.DE achieves a 22.78% return, which is significantly higher than WTI2.DE's 13.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.14%
8.88%
XMLD.DE
WTI2.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XMLD.DE vs. WTI2.DE - Expense Ratio Comparison

XMLD.DE has a 0.49% expense ratio, which is higher than WTI2.DE's 0.40% expense ratio.


XMLD.DE
L&G Artificial Intelligence UCITS ETF
Expense ratio chart for XMLD.DE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for WTI2.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

XMLD.DE vs. WTI2.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (XMLD.DE) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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
Sharpe ratio
The chart of Sharpe ratio for XMLD.DE, currently valued at 1.56, compared to the broader market-2.000.002.004.006.001.56
Sortino ratio
The chart of Sortino ratio for XMLD.DE, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for XMLD.DE, currently valued at 1.27, compared to the broader market1.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for XMLD.DE, currently valued at 1.33, compared to the broader market0.005.0010.0015.001.34
Martin ratio
The chart of Martin ratio for XMLD.DE, currently valued at 7.82, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.82
WTI2.DE
Sharpe ratio
The chart of Sharpe ratio for WTI2.DE, currently valued at 1.02, compared to the broader market-2.000.002.004.006.001.02
Sortino ratio
The chart of Sortino ratio for WTI2.DE, currently valued at 1.48, compared to the broader market0.005.0010.001.48
Omega ratio
The chart of Omega ratio for WTI2.DE, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for WTI2.DE, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.95
Martin ratio
The chart of Martin ratio for WTI2.DE, currently valued at 3.60, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.60

XMLD.DE vs. WTI2.DE - Sharpe Ratio Comparison

The current XMLD.DE Sharpe Ratio is 1.69, which is higher than the WTI2.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XMLD.DE and WTI2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.56
1.02
XMLD.DE
WTI2.DE

Dividends

XMLD.DE vs. WTI2.DE - Dividend Comparison

Neither XMLD.DE nor WTI2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMLD.DE vs. WTI2.DE - Drawdown Comparison

The maximum XMLD.DE drawdown since its inception was -42.81%, which is greater than WTI2.DE's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for XMLD.DE and WTI2.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-5.08%
XMLD.DE
WTI2.DE

Volatility

XMLD.DE vs. WTI2.DE - Volatility Comparison

The current volatility for L&G Artificial Intelligence UCITS ETF (XMLD.DE) is 5.37%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 6.47%. This indicates that XMLD.DE experiences smaller price fluctuations and is considered to be less risky than WTI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.37%
6.47%
XMLD.DE
WTI2.DE