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XOEX vs. XAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XOEX vs. XAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 100 Ex Top 20 ETF (XOEX) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

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XOEX vs. XAIX - Yearly Performance Comparison


2026 (YTD)20252024
XOEX
Xtrackers S&P 100 Ex Top 20 ETF
-2.88%18.97%4.51%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
-7.03%29.05%15.47%

Returns By Period

In the year-to-date period, XOEX achieves a -2.88% return, which is significantly higher than XAIX's -7.03% return.


XOEX

1D
1.95%
1M
-4.22%
YTD
-2.88%
6M
2.07%
1Y
12.13%
3Y*
14.05%
5Y*
10Y*

XAIX

1D
3.74%
1M
-6.32%
YTD
-7.03%
6M
-3.63%
1Y
27.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XOEX vs. XAIX - Expense Ratio Comparison

XOEX has a 0.15% expense ratio, which is lower than XAIX's 0.35% expense ratio.


Return for Risk

XOEX vs. XAIX — Risk / Return Rank

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

XOEX
XOEX Risk / Return Rank: 4343
Overall Rank
XOEX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XOEX Sortino Ratio Rank: 4040
Sortino Ratio Rank
XOEX Omega Ratio Rank: 4242
Omega Ratio Rank
XOEX Calmar Ratio Rank: 4343
Calmar Ratio Rank
XOEX Martin Ratio Rank: 4949
Martin Ratio Rank

XAIX
XAIX Risk / Return Rank: 7070
Overall Rank
XAIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
XAIX Omega Ratio Rank: 6868
Omega Ratio Rank
XAIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAIX Martin Ratio Rank: 7070
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.

XOEX vs. XAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 100 Ex Top 20 ETF (XOEX) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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.


XOEXXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.15

-0.36

Sortino ratio

Return per unit of downside risk

1.19

1.70

-0.51

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.15

1.95

-0.80

Martin ratio

Return relative to average drawdown

4.82

6.80

-1.98

XOEX vs. XAIX - Sharpe Ratio Comparison

The current XOEX Sharpe Ratio is 0.80, which is lower than the XAIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XOEX and XAIX, 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


XOEXXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.15

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.97

+0.06

Correlation

The correlation between XOEX and XAIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XOEX vs. XAIX - Dividend Comparison

XOEX's dividend yield for the trailing twelve months is around 1.80%, more than XAIX's 0.58% yield.


TTM2025202420232022
XOEX
Xtrackers S&P 100 Ex Top 20 ETF
1.80%1.95%2.09%1.72%0.42%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
0.58%0.54%0.08%0.00%0.00%

Drawdowns

XOEX vs. XAIX - Drawdown Comparison

The maximum XOEX drawdown since its inception was -14.68%, smaller than the maximum XAIX drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for XOEX and XAIX.


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Drawdown Indicators


XOEXXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.68%

-23.95%

+9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-14.01%

+2.46%

Current Drawdown

Current decline from peak

-5.51%

-10.80%

+5.29%

Average Drawdown

Average peak-to-trough decline

-2.72%

-3.68%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

4.02%

-1.26%

Volatility

XOEX vs. XAIX - Volatility Comparison

The current volatility for Xtrackers S&P 100 Ex Top 20 ETF (XOEX) is 4.01%, while Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a volatility of 8.72%. This indicates that XOEX experiences smaller price fluctuations and is considered to be less risky than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOEXXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

8.72%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

15.09%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

24.04%

-8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

22.64%

-9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.49%

22.64%

-9.15%