EMWE.DE vs. XDEM.DE
EMWE.DE (BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - EMWE.DE is a Global Equities fund tracking the MSCI World SRI S-Series PAB 5% Capped, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 5 years, EMWE.DE returned 8.09%/yr vs 15.28%/yr for XDEM.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
EMWE.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMWE.DE achieves a 10.56% return, which is significantly lower than XDEM.DE's 29.03% return.
EMWE.DE
- 1D
- 0.17%
- 1M
- 3.17%
- YTD
- 10.56%
- 6M
- 10.98%
- 1Y
- 16.72%
- 3Y*
- 11.12%
- 5Y*
- 8.09%
- 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%
EMWE.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMWE.DE BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 10.56% | 0.19% | 15.43% | 14.91% | -16.13% | 38.30% | 11.33% | 31.35% | -91.40% | 9.45% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 11.41% |
Correlation
The correlation between EMWE.DE and XDEM.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2017 | 0.81 |
The correlation between EMWE.DE and XDEM.DE shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EMWE.DE vs. XDEM.DE — Risk / Return Rank
EMWE.DE
XDEM.DE
EMWE.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.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.
| EMWE.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 4.45 | -2.47 |
| Martin ratioReturn relative to average drawdown | 7.20 | 16.95 | -9.75 |
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Drawdowns
EMWE.DE vs. XDEM.DE - Drawdown Comparison
The maximum EMWE.DE drawdown since its inception was -92.00%, which is greater than XDEM.DE's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for EMWE.DE and XDEM.DE.
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Drawdown Indicators
| EMWE.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.00% | -30.94% | -61.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -9.01% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -20.01% | -23.51% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.75% | -23.51% | +2.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.94% | — |
Current DrawdownCurrent decline from peak | -79.62% | -1.24% | -78.38% |
Average DrawdownAverage peak-to-trough decline | -78.17% | -7.38% | -70.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.37% | -0.05% |
Volatility
EMWE.DE vs. XDEM.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) is 2.76%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that EMWE.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
| EMWE.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 6.97% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 15.01% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 17.90% | -5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 17.51% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.22% | 18.14% | +16.08% |
EMWE.DE vs. XDEM.DE - Expense Ratio Comparison
Both EMWE.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
EMWE.DE vs. XDEM.DE - Dividend Comparison
Neither EMWE.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
EMWE.DE and XDEM.DE have a correlation of 0.70, 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.
EMWE.DE and XDEM.DE have the same expense ratio: 0.25% per year.
EMWE.DE is categorized as Global Equities, while XDEM.DE is Momentum. EMWE.DE tracks MSCI World SRI S-Series PAB 5% Capped, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: BNP Paribas and DWS.
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