XZHY.DE vs. XAIX.DE
XZHY.DE (Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - XZHY.DE is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Sustainable and SRI, 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, XZHY.DE returned 5.47%/yr vs 36.02%/yr for XAIX.DE. At a 0.38 correlation, their price movements are largely independent. XZHY.DE charges 0.25%/yr vs 0.35%/yr for XAIX.DE.
Performance
XZHY.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZHY.DE achieves a 2.61% return, which is significantly lower than XAIX.DE's 37.21% return.
XZHY.DE
- 1D
- -0.10%
- 1M
- 1.04%
- YTD
- 2.61%
- 6M
- 1.91%
- 1Y
- 5.11%
- 3Y*
- 5.47%
- 5Y*
- —
- 10Y*
- —
XAIX.DE
- 1D
- -2.02%
- 1M
- 16.54%
- YTD
- 37.21%
- 6M
- 37.25%
- 1Y
- 60.71%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
XZHY.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 2.61% | -3.17% | 13.38% | 8.40% | -5.92% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -14.76% |
Correlation
The correlation between XZHY.DE and XAIX.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2022 | 0.38 |
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Return for Risk
XZHY.DE vs. XAIX.DE — Risk / Return Rank
XZHY.DE
XAIX.DE
XZHY.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.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.
| XZHY.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.51 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 5.11 | -3.52 |
| Martin ratioReturn relative to average drawdown | 4.98 | 14.72 | -9.74 |
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
| XZHY.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 3.03 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.08 | -0.61 |
Drawdowns
XZHY.DE vs. XAIX.DE - Drawdown Comparison
The maximum XZHY.DE drawdown since its inception was -11.51%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XZHY.DE and XAIX.DE.
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Drawdown Indicators
| XZHY.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.51% | -33.08% | +21.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -12.10% | +8.99% |
Max Drawdown (3Y)Largest decline over 3 years | -11.51% | -27.61% | +16.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.08% | — |
Current DrawdownCurrent decline from peak | -3.51% | -3.11% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -7.39% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 4.21% | -3.22% |
Volatility
XZHY.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) is 1.29%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that XZHY.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
| XZHY.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 8.63% | -7.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 16.15% | -12.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 20.43% | -14.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 20.73% | -13.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 21.30% | -13.72% |
XZHY.DE vs. XAIX.DE - Expense Ratio Comparison
XZHY.DE has a 0.25% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
XZHY.DE vs. XAIX.DE - Dividend Comparison
Neither XZHY.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
XZHY.DE and XAIX.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZHY.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZHY.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for XAIX.DE.
XZHY.DE is categorized as High Yield Bonds, while XAIX.DE is Technology Equities. XZHY.DE tracks Bloomberg MSCI US High Yield Sustainable and SRI, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.25% for XZHY.DE and 0.35% for XAIX.DE.
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