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IB1T.DE vs. XDEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IB1T.DE vs. XDEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Bitcoin ETP (IB1T.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, IB1T.DE achieves a -26.48% return, which is significantly lower than XDEM.DE's 22.76% return.


IB1T.DE

1D
-3.76%
1M
-21.23%
YTD
-26.48%
6M
-30.96%
1Y
-40.55%
3Y*
5Y*
10Y*

XDEM.DE

1D
-0.95%
1M
8.67%
YTD
22.76%
6M
23.73%
1Y
31.52%
3Y*
26.15%
5Y*
14.74%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB1T.DE vs. XDEM.DE - Yearly Performance Comparison


2026 (YTD)2025
IB1T.DE
iShares Bitcoin ETP
-26.48%-15.22%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
22.76%9.83%

Correlation

The correlation between IB1T.DE and XDEM.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

0.41

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Return for Risk

IB1T.DE vs. XDEM.DE — Risk / Return Rank

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

IB1T.DE
IB1T.DE Risk / Return Rank: 22
Overall Rank
IB1T.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IB1T.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
IB1T.DE Omega Ratio Rank: 22
Omega Ratio Rank
IB1T.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
IB1T.DE Martin Ratio Rank: 11
Martin Ratio Rank

XDEM.DE
XDEM.DE Risk / Return Rank: 6363
Overall Rank
XDEM.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 5656
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 7272
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.

IB1T.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin ETP (IB1T.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.


IB1T.DEXDEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-4.31

Omega ratioGain probability vs. loss probability

0.84

1.34

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.82

3.47

-4.29

Martin ratioReturn relative to average drawdown

-1.44

13.27

-14.71

IB1T.DE vs. XDEM.DE - Sharpe Ratio Comparison

The current IB1T.DE Sharpe Ratio is -1.02, which is lower than the XDEM.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IB1T.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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Sharpe Ratios by Period


IB1T.DEXDEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

1.86

-2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

0.90

-1.71

Drawdowns

IB1T.DE vs. XDEM.DE - Drawdown Comparison

The maximum IB1T.DE drawdown since its inception was -49.39%, which is greater than XDEM.DE's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for IB1T.DE and XDEM.DE.


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Drawdown Indicators


IB1T.DEXDEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.39%

-30.93%

-18.46%

Max Drawdown (1Y)

Largest decline over 1 year

-49.39%

-9.05%

-40.34%

Max Drawdown (3Y)

Largest decline over 3 years

-23.51%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

Current Drawdown

Current decline from peak

-48.64%

-0.95%

-47.69%

Average Drawdown

Average peak-to-trough decline

-20.44%

-5.97%

-14.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.18%

2.36%

+25.82%

Volatility

IB1T.DE vs. XDEM.DE - Volatility Comparison

iShares Bitcoin ETP (IB1T.DE) has a higher volatility of 9.86% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) at 5.80%. This indicates that IB1T.DE's price experiences larger fluctuations and is considered to be riskier 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


IB1T.DEXDEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

5.80%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

14.20%

+16.88%

Volatility (1Y)

Calculated over the trailing 1-year period

39.64%

16.85%

+22.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.27%

17.30%

+22.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.27%

17.85%

+22.42%

IB1T.DE vs. XDEM.DE - Expense Ratio Comparison

Both IB1T.DE and XDEM.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IB1T.DE vs. XDEM.DE - Dividend Comparison

Neither IB1T.DE nor XDEM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IB1T.DE and XDEM.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IB1T.DE and XDEM.DE have the same expense ratio: 0.25% per year.

IB1T.DE is categorized as Cryptocurrency, while XDEM.DE is Momentum. They also come from different issuers: iShares and DWS.

Portfolio Optimizer

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