HLIRX vs. XDEM.L
Compare and contrast key facts about Harding Loevner International Equity Research Portfolio (HLIRX) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
HLIRX is managed by Harding Loevner. It was launched on Dec 16, 2015. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLIRX or XDEM.L.
Key characteristics
| HLIRX | XDEM.L |
|---|
Correlation
The correlation between HLIRX and XDEM.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HLIRX vs. XDEM.L - Performance Comparison
The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HLIRX vs. XDEM.L - Expense Ratio Comparison
HLIRX has a 0.75% expense ratio, which is higher than XDEM.L's 0.25% expense ratio.
Risk-Adjusted Performance
HLIRX vs. XDEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Equity Research Portfolio (HLIRX) 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
HLIRX vs. XDEM.L - Dividend Comparison
Neither HLIRX nor XDEM.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HLIRX Harding Loevner International Equity Research Portfolio | 101.83% | 1.73% | 1.57% | 12.96% | 3.41% | 2.92% | 8.83% | 5.70% | 3.49% | 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
HLIRX vs. XDEM.L - Drawdown Comparison
Volatility
HLIRX vs. XDEM.L - Volatility Comparison
The current volatility for Harding Loevner International Equity Research Portfolio (HLIRX) is 0.00%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a volatility of 6.53%. This indicates that HLIRX 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.