AW1P.DE vs. XDEM.DE
AW1P.DE (UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - AW1P.DE is a Global Equities fund tracking the MSCI ACWI SRI Low Carbon Select 5% Issuer Capped, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 3 years, AW1P.DE returned 18.25%/yr vs 28.45%/yr for XDEM.DE. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
AW1P.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW1P.DE achieves a 17.23% return, which is significantly lower than XDEM.DE's 29.03% return.
AW1P.DE
- 1D
- 0.00%
- 1M
- 3.70%
- YTD
- 17.23%
- 6M
- 17.79%
- 1Y
- 29.89%
- 3Y*
- 18.25%
- 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%
AW1P.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AW1P.DE UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc | 17.23% | 3.61% | 25.39% | 22.76% | -14.89% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 38.22% | 8.18% | -1.41% |
Correlation
The correlation between AW1P.DE and XDEM.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.78 |
The correlation between AW1P.DE and XDEM.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
AW1P.DE vs. XDEM.DE — Risk / Return Rank
AW1P.DE
XDEM.DE
AW1P.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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.
| AW1P.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 4.45 | -0.73 |
| Martin ratioReturn relative to average drawdown | 13.64 | 16.95 | -3.31 |
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Drawdowns
AW1P.DE vs. XDEM.DE - Drawdown Comparison
The maximum AW1P.DE drawdown since its inception was -23.64%, smaller than the maximum XDEM.DE drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for AW1P.DE and XDEM.DE.
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Drawdown Indicators
| AW1P.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.64% | -30.94% | +7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -9.01% | +0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -23.64% | -23.51% | -0.13% |
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 | -1.17% | -1.24% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -7.38% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.37% | -0.17% |
Volatility
AW1P.DE vs. XDEM.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) is 4.33%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that AW1P.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.
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Volatility by Period
| AW1P.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 6.97% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 15.01% | -4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.32% | 17.90% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 17.51% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 18.14% | -2.37% |
AW1P.DE vs. XDEM.DE - Expense Ratio Comparison
Both AW1P.DE and XDEM.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AW1P.DE vs. XDEM.DE - Dividend Comparison
Neither AW1P.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
AW1P.DE and XDEM.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AW1P.DE and XDEM.DE have the same expense ratio: 0.25% per year.
AW1P.DE is categorized as Global Equities, while XDEM.DE is Momentum. AW1P.DE tracks MSCI ACWI SRI Low Carbon Select 5% Issuer Capped, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: UBS and DWS.
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