FTWD.DE vs. XDEM.DE
FTWD.DE (Invesco FTSE All-World UCITS ETF USD Distribution) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - FTWD.DE is a Global Equities fund tracking the FTSE All-World Index, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 3 years, FTWD.DE returned 17.67%/yr vs 23.96%/yr for XDEM.DE. Their correlation of 0.84 suggests significant overlap in exposure. FTWD.DE charges 0.15%/yr vs 0.25%/yr for XDEM.DE.
Performance
FTWD.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTWD.DE achieves a 12.47% return, which is significantly lower than XDEM.DE's 17.77% return.
FTWD.DE
- 1D
- -1.16%
- 1M
- -0.65%
- 6M
- 8.99%
- YTD
- 12.47%
- 1Y
- 22.96%
- 3Y*
- 17.67%
- 5Y*
- —
- 10Y*
- —
XDEM.DE
- 1D
- -1.69%
- 1M
- -6.97%
- 6M
- 13.50%
- YTD
- 17.77%
- 1Y
- 26.04%
- 3Y*
- 23.96%
- 5Y*
- 13.15%
- 10Y*
- 14.74%
FTWD.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 12.47% | 9.08% | 24.54% | -0.42% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 17.77% | 8.09% | 38.22% | 9.46% |
Correlation
The correlation between FTWD.DE and XDEM.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.85 |
The correlation between FTWD.DE and XDEM.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
FTWD.DE vs. XDEM.DE — Risk / Return Rank
FTWD.DE
XDEM.DE
FTWD.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.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.
| FTWD.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.63 | +0.89 |
| Martin ratioReturn relative to average drawdown | 13.91 | 9.37 | +4.54 |
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Drawdowns
FTWD.DE vs. XDEM.DE - Drawdown Comparison
The maximum FTWD.DE drawdown since its inception was -21.01%, smaller than the maximum XDEM.DE drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for FTWD.DE and XDEM.DE.
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Drawdown Indicators
| FTWD.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.01% | -30.94% | +9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -9.86% | +3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.01% | -23.51% | +2.50% |
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 | -1.79% | -9.86% | +8.07% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -7.37% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.77% | -1.12% |
Volatility
FTWD.DE vs. XDEM.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) is 3.08%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 8.34%. This indicates that FTWD.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
| FTWD.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 8.34% | -5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 16.56% | -7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 19.33% | -7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 17.78% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 18.25% | -4.58% |
FTWD.DE vs. XDEM.DE - Expense Ratio Comparison
FTWD.DE has a 0.15% 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
FTWD.DE vs. XDEM.DE - Dividend Comparison
FTWD.DE's dividend yield for the trailing twelve months is around 1.25%, while XDEM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 1.25% | 1.36% | 1.49% | 0.70% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTWD.DE and XDEM.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTWD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTWD.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDEM.DE.
FTWD.DE is categorized as Global Equities, while XDEM.DE is Momentum. FTWD.DE tracks FTSE All-World Index, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.15% for FTWD.DE and 0.25% for XDEM.DE.
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