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IESG.L vs. XWEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IESG.L vs. XWEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe SRI UCITS ETF (IESG.L) and Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IESG.L is traded in GBp, while XWEM.L is traded in USD. To make them comparable, the XWEM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IESG.L achieves a 8.24% return, which is significantly lower than XWEM.L's 20.54% return.


IESG.L

1D
0.16%
1M
0.94%
6M
5.74%
YTD
8.24%
1Y
9.94%
3Y*
8.02%
5Y*
5.23%
10Y*
8.53%

XWEM.L

1D
-0.33%
1M
0.07%
6M
17.46%
YTD
20.54%
1Y
32.89%
3Y*
25.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IESG.L vs. XWEM.L - Yearly Performance Comparison


2026 (YTD)202520242023
IESG.L
iShares MSCI Europe SRI UCITS ETF
8.24%8.44%0.88%6.64%
XWEM.L
Xtrackers MSCI World Momentum ESG UCITS ETF 1C
20.54%12.90%31.08%9.26%

Correlation

The correlation between IESG.L and XWEM.L is 0.64, 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

0.64

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.62

The correlation between IESG.L and XWEM.L has been stable across timeframes, ranging from 0.62 to 0.64 - a consistent structural relationship.

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Return for Risk

IESG.L vs. XWEM.L — Risk / Return Rank

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

IESG.L
IESG.L Risk / Return Rank: 2525
Overall Rank
IESG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IESG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IESG.L Omega Ratio Rank: 2525
Omega Ratio Rank
IESG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IESG.L Martin Ratio Rank: 2727
Martin Ratio Rank

XWEM.L
XWEM.L Risk / Return Rank: 6868
Overall Rank
XWEM.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XWEM.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
XWEM.L Omega Ratio Rank: 6565
Omega Ratio Rank
XWEM.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
XWEM.L Martin Ratio Rank: 7474
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.

IESG.L vs. XWEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (IESG.L) and Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.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.


IESG.LXWEM.LDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.14

1.34

-0.20

Calmar ratioReturn relative to maximum drawdown

0.87

3.54

-2.67

Martin ratioReturn relative to average drawdown

2.89

12.96

-10.07

IESG.L vs. XWEM.L - Sharpe Ratio Comparison

The current IESG.L Sharpe Ratio is 0.77, which is lower than the XWEM.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of IESG.L and XWEM.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

IESG.L vs. XWEM.L - Drawdown Comparison

The maximum IESG.L drawdown since its inception was -33.61%, which is greater than XWEM.L's maximum drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for IESG.L and XWEM.L.


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Drawdown Indicators


IESG.LXWEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-20.14%

-13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-9.26%

-2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

-20.14%

+5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

Max Drawdown (10Y)

Largest decline over 10 years

-25.95%

Current Drawdown

Current decline from peak

-1.59%

-4.94%

+3.35%

Average Drawdown

Average peak-to-trough decline

-6.96%

-2.41%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.54%

+0.89%

Volatility

IESG.L vs. XWEM.L - Volatility Comparison

The current volatility for iShares MSCI Europe SRI UCITS ETF (IESG.L) is 3.49%, while Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) has a volatility of 7.63%. This indicates that IESG.L experiences smaller price fluctuations and is considered to be less risky than XWEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IESG.LXWEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

7.63%

-4.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

15.21%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

17.72%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

16.99%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

16.99%

-1.21%

IESG.L vs. XWEM.L - Expense Ratio Comparison

IESG.L has a 0.20% expense ratio, which is lower than XWEM.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

IESG.L vs. XWEM.L - Dividend Comparison

Neither IESG.L nor XWEM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IESG.L and XWEM.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESG.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XWEM.L.

IESG.L is categorized as ESG, while XWEM.L is Global Equities. IESG.L tracks MSCI Europe SRI Select Reduced Fossil Fuel Index, while XWEM.L tracks MSCI World Momentum Low Carbon SRI Screened Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IESG.L and 0.25% for XWEM.L.

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