XZW0.DE vs. XAIX.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - XZW0.DE is a Global Equities fund tracking the MSCI World Low Carbon SRI Leaders, 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, XZW0.DE returned 12.44%/yr vs 22.22%/yr for XAIX.DE. Their correlation of 0.88 suggests significant overlap in exposure. XZW0.DE charges 0.20%/yr vs 0.35%/yr for XAIX.DE.
Performance
XZW0.DE vs. XAIX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than XAIX.DE's 37.21% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 3.19%
- YTD
- 7.60%
- 6M
- 8.16%
- 1Y
- 20.03%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 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*
- —
XZW0.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 37.46% | 5.71% | 22.06% |
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 XZW0.DE and XAIX.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.88 |
The correlation between XZW0.DE and XAIX.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZW0.DE vs. XAIX.DE — Risk / Return Rank
XZW0.DE
XAIX.DE
XZW0.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| XZW0.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 5.11 | -3.16 |
| Martin ratioReturn relative to average drawdown | 7.27 | 14.72 | -7.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZW0.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.03 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.06 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.08 | -0.28 |
Drawdowns
XZW0.DE vs. XAIX.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, roughly equal to the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and XAIX.DE.
Loading charts...
Drawdown Indicators
| XZW0.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -33.08% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -12.10% | +1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -27.61% | +5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -33.08% | +10.72% |
Current DrawdownCurrent decline from peak | -0.58% | -3.11% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -7.39% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 4.21% | -1.45% |
Volatility
XZW0.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.11%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that XZW0.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.
Loading charts...
Volatility by Period
| XZW0.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 8.63% | -5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 16.15% | -7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 20.43% | -8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 20.73% | -5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 21.30% | -4.92% |
XZW0.DE vs. XAIX.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
XZW0.DE vs. XAIX.DE - Dividend Comparison
Neither XZW0.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.DE and XAIX.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZW0.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZW0.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for XAIX.DE.
XZW0.DE is categorized as Global Equities, while XAIX.DE is Technology Equities. XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.20% for XZW0.DE and 0.35% for XAIX.DE.
Find the right allocation for XZW0.DE and XAIX.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer