- ISIN
- IE000TL3PL69
- WKN
- DBX0TU
- Issuer
- Xtrackers
- Inception Date
- Jul 5, 2023
- Region
- Developed Markets ()
- Category
- Global Equities, Momentum, ESG
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World Momentum Low Carbon SRI Screened Select
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
Share Price Chart
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Performance
XWEM.L Performance Chart
Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) is up 22.0% since the beginning of the year. XWEM.L is currently trading at $69 per share.
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Returns By Period
Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) has returned 22.01% so far this year and 36.83% over the past 12 months.
Xtrackers MSCI World Momentum ESG UCITS ETF 1C
- 1D
- -0.15%
- 1M
- 5.82%
- YTD
- 22.01%
- 6M
- 24.55%
- 1Y
- 36.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
XWEM.L Monthly Returns History
Based on dividend-adjusted daily data since Jul 5, 2023, XWEM.L's average daily return is +0.11%, while the average monthly return is +2.18%. At this rate, an investment would double in approximately 2.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +16.0%, while the worst month was Mar 2026 at -9.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, XWEM.L closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +5.8%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.45% | 0.85% | -9.47% | 16.04% | 7.33% | 2.72% | 22.01% | ||||||
| 2025 | 4.03% | -2.37% | -5.69% | 3.02% | 8.01% | 4.43% | 1.24% | 0.88% | 3.76% | 1.41% | -0.22% | 1.84% | 21.57% |
| 2024 | 5.15% | 6.64% | 4.33% | -4.52% | 4.11% | 4.10% | -0.26% | 1.90% | 2.05% | -0.59% | 5.79% | -2.43% | 28.83% |
| 2023 | 2.11% | -0.32% | -3.88% | -2.97% | 10.72% | 4.18% | 9.50% |
Benchmark Metrics
Xtrackers MSCI World Momentum ESG UCITS ETF 1C has an annualized alpha of 16.98%, beta of 0.55, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since July 05, 2023.
- This ETF captured 121.91% of S&P 500 Index gains but only 90.48% of its losses - a favorable profile for investors.
- Beta of 0.55 may look defensive, but with R2 of 0.22 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.22 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 16.98%
- Beta
- 0.55
- R²
- 0.22
- Upside Capture
- 121.91%
- Downside Capture
- 90.48%
Expense Ratio
XWEM.L has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
XWEM.L ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XWEM.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.71 | +0.41 |
| Martin ratioReturn relative to average drawdown | 13.39 | 12.15 | +1.24 |
Dividends
Dividend History
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI World Momentum ESG 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 ESG UCITS ETF 1C was 19.12%, occurring on Apr 7, 2025. Recovery took 26 trading sessions.
The current Xtrackers MSCI World Momentum ESG UCITS ETF 1C drawdown is 0.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.12%Apr 2025 | 1mo 17d | 1mo 9d | 2mo 26dFeb 2025 - May 2025 |
2024 correction2024 | -12.05%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2026 correction2026 | -11.77%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2023 pullback2023 | -8.31%Oct 2023 | 3mo 9d | 19d | 3mo 28dJul 2023 - Nov 2023 |
2024 pullback2024 | -6.96%Apr 2024 | 1mo 1d | 28d | 1mo 29dMar 2024 - May 2024 |
Drawdown Indicators
| XWEM.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.12% | -56.78% | +37.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -9.10% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.15% | -1.29% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -2.22% | -10.72% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.02% | +0.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with XWEM.L
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