IEUX.L vs. XDEM.L
Compare and contrast key facts about iShares MSCI Europe ex-UK UCITS (IEUX.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
IEUX.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. IEUX.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe ex-UK NR EUR. It was launched on Jun 2, 2006. 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 IEUX.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: IEUX.L or XDEM.L.
Key characteristics
| IEUX.L | XDEM.L | |
|---|---|---|
| YTD Return | 1.29% | 31.74% |
| 1Y Return | 9.13% | 36.08% |
| 3Y Return (Ann) | 2.08% | 7.67% |
| 5Y Return (Ann) | 6.58% | 13.33% |
| 10Y Return (Ann) | 7.84% | 14.21% |
| Sharpe Ratio | 0.74 | 2.23 |
| Sortino Ratio | 1.08 | 2.91 |
| Omega Ratio | 1.13 | 1.42 |
| Calmar Ratio | 1.04 | 2.79 |
| Martin Ratio | 2.83 | 10.48 |
| Ulcer Index | 2.77% | 3.43% |
| Daily Std Dev | 10.65% | 16.09% |
| Max Drawdown | -45.67% | -22.42% |
| Current Drawdown | -7.53% | 0.00% |
Correlation
The correlation between IEUX.L and XDEM.L is 0.78, 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.
Performance
IEUX.L vs. XDEM.L - Performance Comparison
In the year-to-date period, IEUX.L achieves a 1.29% return, which is significantly lower than XDEM.L's 31.74% return. Over the past 10 years, IEUX.L has underperformed XDEM.L with an annualized return of 7.84%, while XDEM.L has yielded a comparatively higher 14.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IEUX.L vs. XDEM.L - Expense Ratio Comparison
IEUX.L has a 0.40% expense ratio, which is higher than XDEM.L's 0.25% expense ratio.
Risk-Adjusted Performance
IEUX.L vs. XDEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS (IEUX.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
IEUX.L vs. XDEM.L - Dividend Comparison
IEUX.L's dividend yield for the trailing twelve months is around 2.38%, while XDEM.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUX.L iShares MSCI Europe ex-UK UCITS | 2.38% | 2.33% | 2.25% | 1.65% | 1.44% | 2.42% | 2.60% | 2.23% | 2.17% | 2.11% | 2.13% | 2.14% |
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% | 0.00% |
Drawdowns
IEUX.L vs. XDEM.L - Drawdown Comparison
The maximum IEUX.L drawdown since its inception was -45.67%, which is greater than XDEM.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for IEUX.L and XDEM.L. For additional features, visit the drawdowns tool.
Volatility
IEUX.L vs. XDEM.L - Volatility Comparison
iShares MSCI Europe ex-UK UCITS (IEUX.L) has a higher volatility of 4.88% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) at 2.73%. This indicates that IEUX.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.