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

Performance

XMLD.DE vs. XAIX.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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
XMLD.DE
L&G Artificial Intelligence UCITS ETF
-5.47%16.99%25.17%54.28%-36.45%19.09%51.75%0.00%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
-4.49%15.25%34.63%63.77%-31.80%35.85%24.44%-0.19%

Returns By Period

In the year-to-date period, XMLD.DE achieves a -5.47% return, which is significantly lower than XAIX.DE's -4.49% return.


XMLD.DE

1D
3.88%
1M
-2.80%
YTD
-5.47%
6M
-5.87%
1Y
25.89%
3Y*
20.77%
5Y*
8.82%
10Y*

XAIX.DE

1D
4.03%
1M
-2.69%
YTD
-4.49%
6M
-0.66%
1Y
21.01%
3Y*
26.18%
5Y*
13.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

XMLD.DE vs. XAIX.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: 4848
Overall Rank
XMLD.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XMLD.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XMLD.DE Omega Ratio Rank: 4242
Omega Ratio Rank
XMLD.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
XMLD.DE Martin Ratio Rank: 4444
Martin Ratio Rank

XAIX.DE
XAIX.DE Risk / Return Rank: 3636
Overall Rank
XAIX.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XAIX.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
XAIX.DE Omega Ratio Rank: 4646
Omega Ratio Rank
XAIX.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XAIX.DE Martin Ratio Rank: 2525
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. XAIX.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 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.


XMLD.DEXAIX.DEDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.66

+0.23

Sortino ratio

Return per unit of downside risk

1.34

1.18

+0.16

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.59

0.96

+0.63

Martin ratio

Return relative to average drawdown

4.40

1.97

+2.43

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

The current XMLD.DE Sharpe Ratio is 0.89, which is higher than the XAIX.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of XMLD.DE and XAIX.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.


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Sharpe Ratios by Period


XMLD.DEXAIX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.66

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.60

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.78

-0.21

Correlation

The correlation between XMLD.DE and XAIX.DE is 0.85, 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.


Dividends

XMLD.DE vs. XAIX.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XMLD.DE vs. XAIX.DE - Drawdown Comparison

The maximum XMLD.DE drawdown since its inception was -42.81%, 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 XMLD.DE and XAIX.DE.


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Drawdown Indicators


XMLD.DEXAIX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-33.08%

-9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.80%

-21.51%

+5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-42.81%

-33.08%

-9.73%

Current Drawdown

Current decline from peak

-12.35%

-18.35%

+6.00%

Average Drawdown

Average peak-to-trough decline

-13.83%

-8.13%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

10.42%

-4.72%

Volatility

XMLD.DE vs. XAIX.DE - Volatility Comparison

L&G Artificial Intelligence UCITS ETF (XMLD.DE) has a higher volatility of 7.42% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 7.04%. This indicates that XMLD.DE's price experiences larger fluctuations and is considered to be riskier 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


XMLD.DEXAIX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

7.04%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

25.68%

-6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

28.98%

31.58%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.80%

22.53%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.33%

22.61%

+5.72%