ASCH.DE vs. XDEM.DE
ASCH.DE (abrdn Future Supply Chains UCITS ETF) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - ASCH.DE is a Global Equities fund actively managed by abrdn, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. ASCH.DE is actively managed, while XDEM.DE is passively managed. Over the past year, ASCH.DE returned 47.98% vs 31.52% for XDEM.DE. A 0.69 correlation means they provide meaningful diversification when combined. ASCH.DE charges 0.60%/yr vs 0.25%/yr for XDEM.DE.
Performance
ASCH.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASCH.DE achieves a 28.67% return, which is significantly higher than XDEM.DE's 22.76% return.
ASCH.DE
- 1D
- -0.61%
- 1M
- 7.87%
- YTD
- 28.67%
- 6M
- 27.76%
- 1Y
- 47.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEM.DE
- 1D
- -0.95%
- 1M
- 8.67%
- YTD
- 22.76%
- 6M
- 23.73%
- 1Y
- 31.52%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
ASCH.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASCH.DE abrdn Future Supply Chains UCITS ETF | 28.67% | 17.25% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 7.76% |
Correlation
The correlation between ASCH.DE and XDEM.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | 0.69 |
The correlation between ASCH.DE and XDEM.DE has been stable across timeframes, ranging from 0.69 to 0.69 - a consistent structural relationship.
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Return for Risk
ASCH.DE vs. XDEM.DE — Risk / Return Rank
ASCH.DE
XDEM.DE
ASCH.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Future Supply Chains UCITS ETF (ASCH.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.
| ASCH.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.34 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 3.47 | +0.85 |
| Martin ratioReturn relative to average drawdown | 15.34 | 13.27 | +2.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASCH.DE | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.97 | 1.86 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.98 | 0.90 | +2.08 |
Drawdowns
ASCH.DE vs. XDEM.DE - Drawdown Comparison
The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum XDEM.DE drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and XDEM.DE.
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Drawdown Indicators
| ASCH.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.06% | -30.93% | +19.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -9.05% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.93% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.95% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -5.97% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.36% | +0.76% |
Volatility
ASCH.DE vs. XDEM.DE - Volatility Comparison
abrdn Future Supply Chains UCITS ETF (ASCH.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) have volatilities of 5.82% and 5.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASCH.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.80% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 14.20% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 16.85% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 17.30% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 17.85% | -2.03% |
ASCH.DE vs. XDEM.DE - Expense Ratio Comparison
ASCH.DE has a 0.60% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.
Dividends
ASCH.DE vs. XDEM.DE - Dividend Comparison
Neither ASCH.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
ASCH.DE and XDEM.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for ASCH.DE.
ASCH.DE is categorized as Global Equities, while XDEM.DE is Momentum. They also come from different issuers: abrdn and DWS. Their fees differ too: 0.60% for ASCH.DE and 0.25% for XDEM.DE.
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