Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE)
XDEM.DE is a passive ETF by DWS Investment S.A. (ETF) tracking the investment results of the MSCI ACWI Growth NR USD. XDEM.DE launched on Sep 5, 2014 and has a 0.25% expense ratio.
ETF Info
| ISIN | IE00BL25JP72 |
|---|---|
| WKN | A1103G |
| Issuer | DWS Investment S.A. (ETF) |
| Inception Date | Sep 5, 2014 |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | MSCI ACWI Growth NR USD |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
XDEM.DE has an expense ratio of 0.25%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Xtrackers MSCI World Momentum Factor UCITS ETF 1C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Xtrackers MSCI World Momentum Factor UCITS ETF 1C had a return of 33.45% year-to-date (YTD) and 41.13% in the last 12 months. Over the past 10 years, Xtrackers MSCI World Momentum Factor UCITS ETF 1C had an annualized return of 17.52%, outperforming the S&P 500 benchmark which had an annualized return of 11.99%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 33.45% | 22.49% |
| 1 month | 7.33% | 3.72% |
| 6 months | 10.88% | 16.33% |
| 1 year | 41.13% | 33.60% |
| 5 years (annualized) | 13.87% | 14.41% |
| 10 years (annualized) | 17.52% | 11.99% |
Monthly Returns
The table below presents the monthly returns of XDEM.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.49% | 8.72% | 5.10% | -2.53% | 2.49% | 6.63% | -3.13% | -0.40% | 1.47% | 33.45% | |||
| 2023 | -0.85% | -0.36% | -1.74% | 1.33% | -1.63% | 4.06% | 1.33% | 0.46% | -1.48% | -2.18% | 5.75% | 3.55% | 8.17% |
| 2022 | -8.57% | -1.18% | 6.71% | -5.71% | -3.95% | -5.44% | 6.95% | -0.46% | -4.21% | 7.78% | -0.10% | -4.96% | -13.85% |
| 2021 | 2.13% | -0.04% | 2.72% | 4.41% | -3.04% | 4.32% | 1.69% | 3.83% | -1.43% | 6.94% | -0.36% | 1.79% | 25.04% |
| 2020 | 3.51% | -7.61% | -7.71% | 8.94% | 2.83% | 3.85% | 1.87% | 6.47% | -0.82% | -3.04% | 6.28% | 2.38% | 16.52% |
| 2019 | 6.70% | 4.82% | 3.56% | 3.32% | -2.50% | 3.57% | 4.54% | 0.08% | 0.17% | -1.22% | 4.14% | 1.05% | 31.63% |
| 2018 | 3.62% | 0.91% | -5.14% | 4.52% | 5.90% | -0.10% | 1.31% | 5.14% | 1.18% | -7.53% | 0.54% | -8.31% | 0.79% |
| 2017 | 0.09% | 4.58% | 1.28% | -0.17% | 1.05% | -1.04% | 1.60% | -2.36% | 4.16% | 6.03% | -0.27% | 0.39% | 16.07% |
| 2016 | -8.34% | 1.59% | 2.55% | 2.23% | -1.69% | 1.26% | 4.39% | -0.24% | -0.19% | 1.97% | 3.15% | 2.46% | 8.87% |
| 2015 | 6.54% | 6.38% | 3.38% | -1.87% | 3.48% | -2.67% | 2.13% | -16.16% | 7.13% | 5.83% | 4.92% | -4.18% | 13.00% |
| 2014 | -0.11% | 4.48% | 0.88% | 5.27% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of XDEM.DE is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Xtrackers MSCI World Momentum Factor UCITS ETF 1C granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.12 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers MSCI World Momentum Factor UCITS ETF 1C. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | ||
| 2023 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2022 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2021 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2020 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2019 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2018 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2017 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2016 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2015 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 |
| 2014 | €0.12 | €0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI World Momentum Factor UCITS ETF 1C. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers MSCI World Momentum Factor UCITS ETF 1C was 30.93%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 27, 2020 | 132 |
| -21.66% | Nov 23, 2021 | 145 | Jun 17, 2022 | 418 | Feb 2, 2024 | 563 |
| -17.61% | Oct 2, 2018 | 59 | Dec 27, 2018 | 79 | Apr 23, 2019 | 138 |
| -17.38% | May 28, 2015 | 51 | Feb 15, 2016 | 99 | Nov 23, 2016 | 150 |
| -14.43% | Jul 11, 2024 | 18 | Aug 5, 2024 | 50 | Oct 14, 2024 | 68 |
Volatility
Volatility Chart
The current Xtrackers MSCI World Momentum Factor UCITS ETF 1C volatility is 2.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.