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ETLQ.DE vs. XDEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLQ.DE vs. XDEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Global Equity UCITS ETF (ETLQ.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETLQ.DE achieves a 10.95% return, which is significantly lower than XDEM.DE's 29.03% return.


ETLQ.DE

1D
-0.55%
1M
0.69%
YTD
10.95%
6M
11.37%
1Y
24.87%
3Y*
18.12%
5Y*
12.45%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLQ.DE vs. XDEM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETLQ.DE
L&G Global Equity UCITS ETF
10.95%8.12%26.14%20.86%-13.64%32.62%5.65%24.79%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
29.03%8.09%38.22%8.18%-13.65%24.74%16.54%26.34%

Correlation

The correlation between ETLQ.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

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2019

0.84

The correlation between ETLQ.DE and XDEM.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

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Return for Risk

ETLQ.DE vs. XDEM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETLQ.DE
ETLQ.DE Risk / Return Rank: 7979
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 7777
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 8282
Martin Ratio Rank

XDEM.DE
XDEM.DE Risk / Return Rank: 8484
Overall Rank
XDEM.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 7878
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETLQ.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (ETLQ.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.


ETLQ.DEXDEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.65

4.45

-0.81

Martin ratioReturn relative to average drawdown

14.29

16.95

-2.65

ETLQ.DE vs. XDEM.DE - Sharpe Ratio Comparison

The current ETLQ.DE Sharpe Ratio is 2.16, which is comparable to the XDEM.DE Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of ETLQ.DE and XDEM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETLQ.DE vs. XDEM.DE - Drawdown Comparison

The maximum ETLQ.DE drawdown since its inception was -33.33%, 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 ETLQ.DE and XDEM.DE.


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Drawdown Indicators


ETLQ.DEXDEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-30.94%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-9.01%

+2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-21.61%

-23.51%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.61%

-23.51%

+1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

Current Drawdown

Current decline from peak

-0.89%

-1.24%

+0.35%

Average Drawdown

Average peak-to-trough decline

-4.35%

-7.38%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.37%

-0.63%

Volatility

ETLQ.DE vs. XDEM.DE - Volatility Comparison

The current volatility for L&G Global Equity UCITS ETF (ETLQ.DE) is 3.12%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that ETLQ.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


ETLQ.DEXDEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

6.97%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

15.01%

-6.90%

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

14.12%

17.51%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

18.14%

-2.38%

ETLQ.DE vs. XDEM.DE - Expense Ratio Comparison

ETLQ.DE has a 0.10% 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

ETLQ.DE vs. XDEM.DE - Dividend Comparison

Neither ETLQ.DE nor XDEM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETLQ.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.

On fees, ETLQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLQ.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XDEM.DE.

ETLQ.DE is categorized as Global Equities, while XDEM.DE is Momentum. ETLQ.DE tracks Solactive Core Developed Markets Large & Mid Cap, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: Legal & General and DWS. Their fees differ too: 0.10% for ETLQ.DE and 0.25% for XDEM.DE.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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