AVWC.DE vs. XDEM.DE
AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - AVWC.DE is a Global Equities fund actively managed by Avantis, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. AVWC.DE is actively managed, while XDEM.DE is passively managed. Over the past year, AVWC.DE returned 31.61% vs 40.31% for XDEM.DE. Their correlation of 0.83 suggests significant overlap in exposure. AVWC.DE charges 0.22%/yr vs 0.25%/yr for XDEM.DE.
Performance
AVWC.DE vs. XDEM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AVWC.DE achieves a 16.14% return, which is significantly lower than XDEM.DE's 29.03% return.
AVWC.DE
- 1D
- 0.00%
- 1M
- 2.24%
- YTD
- 16.14%
- 6M
- 16.36%
- 1Y
- 31.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEM.DE
- 1D
- 1.63%
- 1M
- 6.79%
- YTD
- 29.03%
- 6M
- 28.98%
- 1Y
- 40.31%
- 3Y*
- 28.45%
- 5Y*
- 15.28%
- 10Y*
- 16.73%
AVWC.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 16.14% | 9.08% | 3.38% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 4.73% |
Correlation
The correlation between AVWC.DE and XDEM.DE is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024 | 0.83 |
The correlation between AVWC.DE and XDEM.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AVWC.DE vs. XDEM.DE — Risk / Return Rank
AVWC.DE
XDEM.DE
AVWC.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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.
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.
| AVWC.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.40 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.79 | 4.45 | +1.33 |
| Martin ratioReturn relative to average drawdown | 22.37 | 16.95 | +5.43 |
Loading charts...
Drawdowns
AVWC.DE vs. XDEM.DE - Drawdown Comparison
The maximum AVWC.DE drawdown since its inception was -21.65%, smaller than the maximum XDEM.DE drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and XDEM.DE.
Loading charts...
Drawdown Indicators
| AVWC.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -30.94% | +9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -9.01% | +3.52% |
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 | — | -30.94% | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.24% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -7.38% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.37% | -0.95% |
Volatility
AVWC.DE vs. XDEM.DE - Volatility Comparison
The current volatility for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) is 3.16%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that AVWC.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AVWC.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 6.97% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 15.01% | -6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 17.90% | -6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.97% | 17.51% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 18.14% | -3.17% |
AVWC.DE vs. XDEM.DE - Expense Ratio Comparison
AVWC.DE has a 0.22% expense ratio, which is lower than XDEM.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AVWC.DE vs. XDEM.DE - Dividend Comparison
Neither AVWC.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
AVWC.DE and XDEM.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVWC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.25% for XDEM.DE.
AVWC.DE is categorized as Global Equities, while XDEM.DE is Momentum. They also come from different issuers: Avantis and DWS. Their fees differ too: 0.22% for AVWC.DE and 0.25% for XDEM.DE.
Find the right allocation for AVWC.DE and XDEM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer