POWWP vs. XDEM.L
Compare and contrast key facts about AMMO, Inc. (POWWP) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POWWP or XDEM.L.
Key characteristics
| POWWP | XDEM.L | |
|---|---|---|
| YTD Return | -9.24% | 30.76% |
| 1Y Return | -6.38% | 36.22% |
| 3Y Return (Ann) | 2.12% | 7.61% |
| Sharpe Ratio | -0.20 | 2.23 |
| Sortino Ratio | -0.04 | 2.91 |
| Omega Ratio | 0.99 | 1.43 |
| Calmar Ratio | -0.21 | 2.80 |
| Martin Ratio | -0.86 | 10.50 |
| Ulcer Index | 7.83% | 3.43% |
| Daily Std Dev | 33.59% | 16.10% |
| Max Drawdown | -31.45% | -22.42% |
| Current Drawdown | -18.58% | 0.00% |
Correlation
The correlation between POWWP and XDEM.L is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
POWWP vs. XDEM.L - Performance Comparison
In the year-to-date period, POWWP achieves a -9.24% return, which is significantly lower than XDEM.L's 30.76% 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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Risk-Adjusted Performance
POWWP vs. XDEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMMO, Inc. (POWWP) 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
POWWP vs. XDEM.L - Dividend Comparison
POWWP's dividend yield for the trailing twelve months is around 10.29%, while XDEM.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
POWWP AMMO, Inc. | 10.29% | 8.73% | 8.80% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
POWWP vs. XDEM.L - Drawdown Comparison
The maximum POWWP drawdown since its inception was -31.45%, 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 POWWP and XDEM.L. For additional features, visit the drawdowns tool.
Volatility
POWWP vs. XDEM.L - Volatility Comparison
AMMO, Inc. (POWWP) has a higher volatility of 19.04% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) at 2.69%. This indicates that POWWP'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.