EXCS.L vs. XDEM.L
Compare and contrast key facts about iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
EXCS.L and XDEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021. XDEM.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both EXCS.L and XDEM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXCS.L or XDEM.L.
Performance
EXCS.L vs. XDEM.L - Performance Comparison
Returns By Period
In the year-to-date period, EXCS.L achieves a 6.85% return, which is significantly lower than XDEM.L's 30.97% return.
EXCS.L
6.85%
-2.78%
-0.21%
11.40%
N/A
N/A
XDEM.L
30.97%
1.61%
7.43%
34.07%
12.99%
14.02%
Key characteristics
| EXCS.L | XDEM.L | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.09 |
| Sortino Ratio | 1.25 | 2.76 |
| Omega Ratio | 1.17 | 1.40 |
| Calmar Ratio | 1.30 | 2.63 |
| Martin Ratio | 3.95 | 9.86 |
| Ulcer Index | 2.78% | 3.43% |
| Daily Std Dev | 12.59% | 16.12% |
| Max Drawdown | -14.45% | -22.42% |
| Current Drawdown | -5.06% | -0.94% |
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EXCS.L vs. XDEM.L - Expense Ratio Comparison
EXCS.L has a 0.18% 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%.
Correlation
The correlation between EXCS.L and XDEM.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EXCS.L vs. XDEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) 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.
Dividends
EXCS.L vs. XDEM.L - Dividend Comparison
Neither EXCS.L nor XDEM.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EXCS.L iShares MSCI EM ex-China UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
Drawdowns
EXCS.L vs. XDEM.L - Drawdown Comparison
The maximum EXCS.L drawdown since its inception was -14.45%, smaller than the maximum XDEM.L drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for EXCS.L and XDEM.L. For additional features, visit the drawdowns tool.
Volatility
EXCS.L vs. XDEM.L - Volatility Comparison
iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) has a higher volatility of 3.75% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) at 2.98%. This indicates that EXCS.L's price experiences larger fluctuations and is considered to be riskier than XDEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.