XY4P.DE vs. XAIX.DE
XY4P.DE (Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - XY4P.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, XY4P.DE returned -1.34%/yr vs 22.22%/yr for XAIX.DE. At a 0.09 correlation, their price movements are largely independent. XY4P.DE charges 0.15%/yr vs 0.35%/yr for XAIX.DE.
Performance
XY4P.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XY4P.DE achieves a -0.03% return, which is significantly lower than XAIX.DE's 37.21% return.
XY4P.DE
- 1D
- 0.06%
- 1M
- -0.03%
- YTD
- -0.03%
- 6M
- 0.03%
- 1Y
- 0.60%
- 3Y*
- 3.35%
- 5Y*
- -1.34%
- 10Y*
- 0.56%
XAIX.DE
- 1D
- -2.02%
- 1M
- 16.54%
- YTD
- 37.21%
- 6M
- 37.25%
- 1Y
- 60.71%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
XY4P.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | -0.03% | 1.69% | 3.52% | 8.01% | -17.35% | -2.95% | 5.93% | 9.11% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between XY4P.DE and XAIX.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.09 |
The correlation between XY4P.DE and XAIX.DE shifts across timeframes, from 0.09 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XY4P.DE vs. XAIX.DE — Risk / Return Rank
XY4P.DE
XAIX.DE
XY4P.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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.
| XY4P.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.51 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 5.11 | -5.04 |
| Martin ratioReturn relative to average drawdown | 0.19 | 14.72 | -14.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XY4P.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 3.03 | -2.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 1.06 | -1.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.08 | -0.69 |
Drawdowns
XY4P.DE vs. XAIX.DE - Drawdown Comparison
The maximum XY4P.DE drawdown since its inception was -20.52%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and XAIX.DE.
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Drawdown Indicators
| XY4P.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -33.08% | +12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -12.10% | +8.15% |
Max Drawdown (3Y)Largest decline over 3 years | -4.07% | -27.61% | +23.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -33.08% | +12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -20.52% | — | — |
Current DrawdownCurrent decline from peak | -9.19% | -3.11% | -6.08% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -7.39% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 4.21% | -2.78% |
Volatility
XY4P.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) is 1.77%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that XY4P.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
| XY4P.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 8.63% | -6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 3.88% | 16.15% | -12.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 20.43% | -15.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 20.73% | -14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 21.30% | -14.81% |
XY4P.DE vs. XAIX.DE - Expense Ratio Comparison
XY4P.DE has a 0.15% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
XY4P.DE vs. XAIX.DE - Dividend Comparison
Neither XY4P.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
XY4P.DE and XAIX.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XY4P.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XY4P.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for XAIX.DE.
XY4P.DE is categorized as European Government Bonds, while XAIX.DE is Technology Equities. XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.15% for XY4P.DE and 0.35% for XAIX.DE.
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