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EUNK.DE vs. XDEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNK.DE vs. XDEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUNK.DE is traded in EUR, while XDEM.L is traded in GBp. To make them comparable, the XDEM.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNK.DE achieves a 9.43% return, which is significantly lower than XDEM.L's 25.84% return. Over the past 10 years, EUNK.DE has underperformed XDEM.L with an annualized return of 9.91%, while XDEM.L has yielded a comparatively higher 16.12% annualized return.


EUNK.DE

1D
0.29%
1M
5.62%
YTD
9.43%
6M
11.71%
1Y
19.31%
3Y*
13.84%
5Y*
10.02%
10Y*
9.91%

XDEM.L

1D
-0.58%
1M
7.53%
YTD
25.84%
6M
28.51%
1Y
36.08%
3Y*
26.16%
5Y*
15.00%
10Y*
16.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNK.DE vs. XDEM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNK.DE
iShares Core MSCI Europe UCITS ETF EUR (Acc)
9.43%20.34%8.22%15.78%-9.07%24.95%-3.14%27.85%-10.93%10.51%
XDEM.L
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
25.84%6.65%39.28%8.13%-12.80%23.13%17.40%31.22%1.02%15.65%

Correlation

The correlation between EUNK.DE and XDEM.L is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

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

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2014

0.67

The correlation between EUNK.DE and XDEM.L has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

EUNK.DE vs. XDEM.L — Risk / Return Rank

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

EUNK.DE
EUNK.DE Risk / Return Rank: 4444
Overall Rank
EUNK.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EUNK.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
EUNK.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EUNK.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUNK.DE Martin Ratio Rank: 4848
Martin Ratio Rank

XDEM.L
XDEM.L Risk / Return Rank: 7878
Overall Rank
XDEM.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDEM.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XDEM.L Omega Ratio Rank: 7373
Omega Ratio Rank
XDEM.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
XDEM.L Martin Ratio Rank: 8383
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.

EUNK.DE vs. XDEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L). 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.


EUNK.DEXDEM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.02

3.93

-1.91

Martin ratioReturn relative to average drawdown

7.69

15.27

-7.58

EUNK.DE vs. XDEM.L - Sharpe Ratio Comparison

The current EUNK.DE Sharpe Ratio is 1.48, which is comparable to the XDEM.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of EUNK.DE and XDEM.L, 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

EUNK.DE vs. XDEM.L - Drawdown Comparison

The maximum EUNK.DE drawdown since its inception was -35.44%, smaller than the maximum XDEM.L drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for EUNK.DE and XDEM.L.


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Drawdown Indicators


EUNK.DEXDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-49.06%

+13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.52%

-9.15%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-22.76%

+6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.45%

-22.76%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.44%

-30.16%

-5.28%

Current Drawdown

Current decline from peak

0.00%

-0.58%

+0.58%

Average Drawdown

Average peak-to-trough decline

-5.30%

-15.46%

+10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.36%

+0.14%

Volatility

EUNK.DE vs. XDEM.L - Volatility Comparison

The current volatility for iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) is 3.64%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a volatility of 6.94%. This indicates that EUNK.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNK.DEXDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

6.94%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

15.05%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

17.53%

-4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

22.21%

-7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

22.81%

-7.37%

EUNK.DE vs. XDEM.L - Expense Ratio Comparison

EUNK.DE has a 0.12% expense ratio, which is lower than XDEM.L'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

EUNK.DE vs. XDEM.L - Dividend Comparison

Neither EUNK.DE nor XDEM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNK.DE and XDEM.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNK.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNK.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEM.L.

EUNK.DE is categorized as Europe Equities, while XDEM.L is Momentum. EUNK.DE tracks MSCI Europe, while XDEM.L tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.12% for EUNK.DE and 0.25% for XDEM.L.

Portfolio Optimizer

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