XMLD.DE vs. WTI2.DE
Compare and contrast key facts about L&G Artificial Intelligence UCITS ETF (XMLD.DE) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE).
XMLD.DE and WTI2.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMLD.DE is a passively managed fund by Legal & General that tracks the performance of the ROBO Global Artificial Intelligence. It was launched on Jun 26, 2019. WTI2.DE is a passively managed fund by WisdomTree that tracks the performance of the Nasdaq CTA Artificial Intelligence. It was launched on Nov 30, 2018. Both XMLD.DE and WTI2.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMLD.DE or WTI2.DE.
Key characteristics
XMLD.DE | WTI2.DE | |
---|---|---|
YTD Return | 22.78% | 13.65% |
1Y Return | 40.70% | 31.48% |
3Y Return (Ann) | 3.70% | 2.78% |
5Y Return (Ann) | 17.99% | 17.81% |
Sharpe Ratio | 1.69 | 1.13 |
Sortino Ratio | 2.31 | 1.61 |
Omega Ratio | 1.31 | 1.21 |
Calmar Ratio | 1.74 | 1.38 |
Martin Ratio | 7.99 | 4.12 |
Ulcer Index | 4.31% | 6.17% |
Daily Std Dev | 20.41% | 22.56% |
Max Drawdown | -42.81% | -40.18% |
Current Drawdown | 0.00% | 0.00% |
Correlation
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.
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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.
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.
Dividends
XMLD.DE vs. WTI2.DE - Dividend Comparison
Neither XMLD.DE nor WTI2.DE has paid dividends to shareholders.
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.
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.