IUSQ.DE vs. XDEM.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - IUSQ.DE is a Global Equities fund tracking the MSCI ACWI Index, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, IUSQ.DE returned 12.83%/yr vs 16.73%/yr for XDEM.DE. Their correlation of 0.89 suggests significant overlap in exposure. IUSQ.DE charges 0.20%/yr vs 0.25%/yr for XDEM.DE.
Performance
IUSQ.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSQ.DE achieves a 12.95% return, which is significantly lower than XDEM.DE's 29.03% return. Over the past 10 years, IUSQ.DE has underperformed XDEM.DE with an annualized return of 12.83%, while XDEM.DE has yielded a comparatively higher 16.73% annualized return.
IUSQ.DE
- 1D
- -0.36%
- 1M
- 1.02%
- YTD
- 12.95%
- 6M
- 13.38%
- 1Y
- 27.30%
- 3Y*
- 18.41%
- 5Y*
- 11.86%
- 10Y*
- 12.83%
XDEM.DE
- 1D
- 1.63%
- 1M
- 6.79%
- YTD
- 29.03%
- 6M
- 28.98%
- 1Y
- 40.31%
- 3Y*
- 28.45%
- 5Y*
- 15.28%
- 10Y*
- 16.73%
IUSQ.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.95% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 16.07% |
Correlation
The correlation between IUSQ.DE and XDEM.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.89 |
The correlation between IUSQ.DE and XDEM.DE has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
IUSQ.DE vs. XDEM.DE — Risk / Return Rank
IUSQ.DE
XDEM.DE
IUSQ.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.
| IUSQ.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.40 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 4.45 | -0.26 |
| Martin ratioReturn relative to average drawdown | 17.20 | 16.95 | +0.25 |
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Drawdowns
IUSQ.DE vs. XDEM.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, which is greater than XDEM.DE's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and XDEM.DE.
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Drawdown Indicators
| IUSQ.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -30.94% | -2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -9.01% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -23.51% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -23.51% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -30.94% | -2.66% |
Current DrawdownCurrent decline from peak | -1.09% | -1.24% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -7.38% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.37% | -0.79% |
Volatility
IUSQ.DE vs. XDEM.DE - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.44%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that IUSQ.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
| IUSQ.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 6.97% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 15.01% | -6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 17.90% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 17.51% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 18.14% | -3.13% |
IUSQ.DE vs. XDEM.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% 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
IUSQ.DE vs. XDEM.DE - Dividend Comparison
Neither IUSQ.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSQ.DE and XDEM.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEM.DE.
IUSQ.DE is categorized as Global Equities, while XDEM.DE is Momentum. IUSQ.DE tracks MSCI ACWI Index, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for IUSQ.DE and 0.25% for XDEM.DE.
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