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Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) Sharpe Ratio: 1.69

ETF · Currency in USD · Last updated Jul 14, 2026

Xtrackers MSCI World Momentum ESG UCITS ETF 1C seeks to track the MSCI World Momentum Low Carbon SRI Screened Select Index. The fund provides exposure to large- and mid-cap companies across developed markets that exhibit strong price momentum while meeting environmental, social, and governance (ESG) screening criteria. It uses full physical replication and accumulates (reinvests) dividends. Issued by Xtrackers (DWS) and domiciled in Ireland, it launched in July 2023.

XWEM.L's Sharpe Ratio of 1.69 indicates that for each unit of volatility, it generates 1.69 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XWEM.L Sharpe Ratio Rank

XWEM.L Sharpe Ratio Rank: 65.265
Above Average

XWEM.L ranks above 65.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

XWEM.L Sharpe Ratio Market Positioning

The chart shows XWEM.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.73 or lower
  • Yellow zone (middle 50%): 0.73 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.63+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI World Momentum ESG UCITS ETF 1C's Sharpe Ratio with other ETFs in the Global Equities, Momentum, ESG category across multiple time periods, showing how XWEM.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XDEV.LXtrackers MSCI World Value Factor UCITS ETF 1C3.91
IWVG.LiShares Edge MSCI World Value Factor UCITS ETF USD (Dist)3.89
IWFV.LiShares Edge MSCI World Value Factor UCITS ETF3.87
SMH.LVanEck Semiconductor UCITS ETF3.56
IWVL.LiShares Edge MSCI World Value Factor UCITS ETF USD (Acc)3.27
PSRW.LInvesco FTSE RAFI All World 3000 UCITS ETF3.05
VHYL.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing3.04
VALW.LSPDR MSCI World Value UCITS ETF2.99
TDGB.LVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF2.95
WQDS.LiShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)2.84
XWEM.LXtrackers MSCI World Momentum ESG UCITS ETF 1C1.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XWEM.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XWEM.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XWEM.L fit in your portfolio?

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