SNAW.DE vs. XDEM.DE
SNAW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Acc)) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - SNAW.DE is a Global Equities fund tracking the MSCI World ESG Screened, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 5 years, SNAW.DE returned 12.58%/yr vs 15.28%/yr for XDEM.DE. Their correlation of 0.86 suggests significant overlap in exposure. SNAW.DE charges 0.20%/yr vs 0.25%/yr for XDEM.DE.
Performance
SNAW.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SNAW.DE achieves a 10.71% return, which is significantly lower than XDEM.DE's 29.03% return.
SNAW.DE
- 1D
- -0.60%
- 1M
- 0.86%
- YTD
- 10.71%
- 6M
- 11.03%
- 1Y
- 25.05%
- 3Y*
- 18.61%
- 5Y*
- 12.58%
- 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%
SNAW.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SNAW.DE iShares MSCI World ESG Screened UCITS ETF USD (Acc) | 10.71% | 7.98% | 27.38% | 22.52% | -15.29% | 33.15% | 6.94% | 31.39% | -19.88% |
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% | -8.97% |
Correlation
The correlation between SNAW.DE and XDEM.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.86 |
The correlation between SNAW.DE and XDEM.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
SNAW.DE vs. XDEM.DE — Risk / Return Rank
SNAW.DE
XDEM.DE
SNAW.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.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.
| SNAW.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 4.45 | -1.20 |
| Martin ratioReturn relative to average drawdown | 12.89 | 16.95 | -4.05 |
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Drawdowns
SNAW.DE vs. XDEM.DE - Drawdown Comparison
The maximum SNAW.DE drawdown since its inception was -33.27%, 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 SNAW.DE and XDEM.DE.
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Drawdown Indicators
| SNAW.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -30.94% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -9.01% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -22.34% | -23.51% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -23.51% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.94% | — |
Current DrawdownCurrent decline from peak | -0.93% | -1.24% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -7.38% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.37% | -0.43% |
Volatility
SNAW.DE vs. XDEM.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) is 3.30%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that SNAW.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
| SNAW.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 6.97% | -3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 15.01% | -6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 17.90% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.63% | 17.51% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 18.14% | -1.05% |
SNAW.DE vs. XDEM.DE - Expense Ratio Comparison
SNAW.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
SNAW.DE vs. XDEM.DE - Dividend Comparison
Neither SNAW.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
SNAW.DE and XDEM.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SNAW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SNAW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEM.DE.
SNAW.DE is categorized as Global Equities, while XDEM.DE is Momentum. SNAW.DE tracks MSCI World ESG Screened, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for SNAW.DE and 0.25% for XDEM.DE.
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