AEC1.DE vs. XDEM.DE

In the year-to-date period, AEC1.DE achieves a -2.31% return, which is significantly lower than XDEM.DE's -0.02% return.

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This table presents a comparison of risk-adjusted performance metrics for American Express Company (AEC1.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.

The current AEC1.DE Sharpe Ratio is 0.89, which is higher than the XDEM.DE Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of AEC1.DE and XDEM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between AEC1.DE and XDEM.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

AEC1.DE's dividend yield for the trailing twelve months is around 0.85%, while XDEM.DE has not paid dividends to shareholders.

The maximum AEC1.DE drawdown since its inception was -48.32%, which is greater than XDEM.DE's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for AEC1.DE and XDEM.DE.

American Express Company (AEC1.DE) has a higher volatility of 6.11% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) at 2.92%. This indicates that AEC1.DE's price experiences larger fluctuations and is considered to be riskier than XDEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.