LVLC.DE vs. XDEM.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - LVLC.DE is a Global Equities fund tracking the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 3 years, LVLC.DE returned 13.63%/yr vs 28.45%/yr for XDEM.DE. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
LVLC.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 6.06% return, which is significantly lower than XDEM.DE's 29.03% return.
LVLC.DE
- 1D
- 0.00%
- 1M
- 1.16%
- YTD
- 6.06%
- 6M
- 6.43%
- 1Y
- 14.07%
- 3Y*
- 13.63%
- 5Y*
- —
- 10Y*
- —
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%
LVLC.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 6.06% | 5.91% | 23.88% | 9.90% | -2.93% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 38.22% | 8.18% | 0.98% |
Correlation
The correlation between LVLC.DE and XDEM.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2022 | 0.70 |
The correlation between LVLC.DE and XDEM.DE shifts across timeframes, from 0.57 (1 year) to 0.70 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LVLC.DE vs. XDEM.DE — Risk / Return Rank
LVLC.DE
XDEM.DE
LVLC.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.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.
| LVLC.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.45 | -1.96 |
| Martin ratioReturn relative to average drawdown | 9.79 | 16.95 | -7.16 |
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Drawdowns
LVLC.DE vs. XDEM.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum XDEM.DE drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and XDEM.DE.
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Drawdown Indicators
| LVLC.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -30.94% | +14.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -9.01% | +3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -23.51% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.94% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.24% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -2.95% | -7.38% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 2.37% | -0.93% |
Volatility
LVLC.DE vs. XDEM.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.09%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that LVLC.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
| LVLC.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 6.97% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 6.28% | 15.01% | -8.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.84% | 17.90% | -9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.56% | 17.51% | -6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.56% | 18.14% | -7.58% |
LVLC.DE vs. XDEM.DE - Expense Ratio Comparison
Both LVLC.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
LVLC.DE vs. XDEM.DE - Dividend Comparison
Neither LVLC.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
LVLC.DE and XDEM.DE have a correlation of 0.57, 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.
LVLC.DE and XDEM.DE have the same expense ratio: 0.25% per year.
LVLC.DE is categorized as Global Equities, while XDEM.DE is Momentum. LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: Invesco and DWS.
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