Summary
XAIX
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 54.78% Volatility 23.97% Sharpe 1.01
Official loaded data — not a live quote.

XTRACKERS ARTIFICIAL INTELLIGENCE AND BIG DATA ETF

Symbol: XAIX

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 01/08/2024

Latest date: 11/06/2026

Current price: $55.98

Expense ratio: 0.35%

Assets under management
$155.9M
3.55% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

4.16%

Ann. -40.38% (Sharpe / Sortino numerator)

Volatility

29.67%

Sharpe ratio

-1.483

VaR 95%

-2.94%

CVaR 95%: -3.05%
Max drawdown: -9.84%
Sortino ratio: -2.680
Calmar ratio: -4.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

32.09%

Ann. -20.89% (Sharpe / Sortino numerator)

Volatility

24.09%

Sharpe ratio

-1.018

VaR 95%

-2.47%

CVaR 95%: -2.80%
Max drawdown: -14.01%
Sortino ratio: -1.612
Calmar ratio: -1.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.31%

Ann. -6.35% (Sharpe / Sortino numerator)

Volatility

21.54%

Sharpe ratio

-0.463

VaR 95%

-2.47%

CVaR 95%: -2.86%
Max drawdown: -14.01%
Sortino ratio: -0.666
Calmar ratio: -0.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

54.78%

Ann. 27.87% (Sharpe / Sortino numerator)

Volatility

23.97%

Sharpe ratio

1.012

VaR 95%

-2.46%

CVaR 95%: -3.39%
Max drawdown: -14.01%
Sortino ratio: 1.317
Calmar ratio: 1.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

94.43%

Ann. 39.15% (Sharpe / Sortino numerator)

Volatility

22.89%

Sharpe ratio

1.553

VaR 95%

-2.46%

CVaR 95%: -3.25%
Max drawdown: -23.95%
Sortino ratio: 2.081
Calmar ratio: 1.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.185%

Best day

4.257%

08/05/2026
Worst day

-7.6%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $54.06 $56.07 $53.76 $55.98 54,800
10/06/2026 $54.20 $55.37 $53.59 $53.73 58,200
09/06/2026 $56.75 $56.75 $52.86 $54.83 73,400
08/06/2026 $56.18 $56.46 $55.69 $55.86 41,400
05/06/2026 $57.24 $57.24 $54.24 $54.51 94,800
04/06/2026 $58.44 $59.30 $57.97 $58.99 35,100
03/06/2026 $60.81 $60.81 $59.56 $60.01 52,800
02/06/2026 $60.54 $61.03 $60.25 $60.93 50,800
01/06/2026 $59.49 $61.09 $59.49 $60.87 80,400
29/05/2026 $57.80 $58.51 $57.80 $58.51 38,200