XS5E.DE vs. XAIX.DE
XS5E.DE (Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - XS5E.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 3 years, XS5E.DE returned 17.82%/yr vs 33.40%/yr for XAIX.DE. Their correlation of 0.80 suggests significant overlap in exposure. XS5E.DE charges 0.20%/yr vs 0.35%/yr for XAIX.DE.
Performance
XS5E.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XS5E.DE achieves a 7.75% return, which is significantly lower than XAIX.DE's 32.23% return.
XS5E.DE
- 1D
- 0.18%
- 1M
- -0.99%
- 6M
- 8.38%
- YTD
- 7.75%
- 1Y
- 17.67%
- 3Y*
- 17.82%
- 5Y*
- —
- 10Y*
- —
XAIX.DE
- 1D
- 1.61%
- 1M
- -5.58%
- 6M
- 32.49%
- YTD
- 32.23%
- 1Y
- 49.06%
- 3Y*
- 33.40%
- 5Y*
- 19.96%
- 10Y*
- —
XS5E.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XS5E.DE Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.75% | 15.25% | 23.26% | 23.58% | -21.91% | 9.25% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 32.23% | 15.25% | 34.63% | 63.77% | -31.80% | 11.02% |
Correlation
The correlation between XS5E.DE and XAIX.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021 | 0.80 |
The correlation between XS5E.DE and XAIX.DE has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
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Return for Risk
XS5E.DE vs. XAIX.DE — Risk / Return Rank
XS5E.DE
XAIX.DE
XS5E.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XS5E.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 4.04 | -2.00 |
| Martin ratioReturn relative to average drawdown | 8.14 | 10.74 | -2.60 |
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Drawdowns
XS5E.DE vs. XAIX.DE - Drawdown Comparison
The maximum XS5E.DE drawdown since its inception was -26.08%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XS5E.DE and XAIX.DE.
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Drawdown Indicators
| XS5E.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -33.08% | +7.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -12.10% | +3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -27.61% | +9.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.08% | — |
Current DrawdownCurrent decline from peak | -1.61% | -6.63% | +5.02% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -7.60% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 4.56% | -2.39% |
Volatility
XS5E.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) is 4.03%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 9.95%. This indicates that XS5E.DE experiences smaller price fluctuations and is considered to be less risky 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
| XS5E.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 9.95% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 18.50% | -9.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 22.36% | -10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 21.13% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 21.85% | -5.61% |
XS5E.DE vs. XAIX.DE - Expense Ratio Comparison
XS5E.DE has a 0.20% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
XS5E.DE vs. XAIX.DE - Dividend Comparison
Neither XS5E.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
XS5E.DE and XAIX.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XS5E.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XS5E.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for XAIX.DE.
XS5E.DE is categorized as S&P 500, while XAIX.DE is Technology Equities. XS5E.DE tracks S&P 500 Index (EUR Hedged), while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.20% for XS5E.DE and 0.35% for XAIX.DE.
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