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UETW.DE vs. XDEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UETW.DE vs. XDEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UETW.DE achieves a 11.10% return, which is significantly lower than XDEM.DE's 29.03% return.


UETW.DE

1D
-0.57%
1M
0.81%
YTD
11.10%
6M
11.19%
1Y
24.89%
3Y*
18.08%
5Y*
12.27%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UETW.DE vs. XDEM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
11.10%8.05%26.48%19.71%-13.72%32.19%5.49%0.11%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
29.03%8.09%38.22%8.18%-13.65%24.74%16.54%11.51%

Correlation

The correlation between UETW.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

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2019

0.85

The correlation between UETW.DE and XDEM.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

UETW.DE vs. XDEM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UETW.DE
UETW.DE Risk / Return Rank: 8181
Overall Rank
UETW.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 8383
Martin Ratio Rank

XDEM.DE
XDEM.DE Risk / Return Rank: 8484
Overall Rank
XDEM.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 7878
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UETW.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.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.


UETW.DEXDEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.01

Calmar ratioReturn relative to maximum drawdown

3.72

4.45

-0.74

Martin ratioReturn relative to average drawdown

14.55

16.95

-2.39

UETW.DE vs. XDEM.DE - Sharpe Ratio Comparison

The current UETW.DE Sharpe Ratio is 2.22, which is comparable to the XDEM.DE Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of UETW.DE and XDEM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UETW.DE vs. XDEM.DE - Drawdown Comparison

The maximum UETW.DE drawdown since its inception was -33.74%, 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 UETW.DE and XDEM.DE.


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Drawdown Indicators


UETW.DEXDEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-30.94%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-9.01%

+2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-21.32%

-23.51%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.32%

-23.51%

+2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

Current Drawdown

Current decline from peak

-0.69%

-1.24%

+0.55%

Average Drawdown

Average peak-to-trough decline

-5.01%

-7.38%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.37%

-0.66%

Volatility

UETW.DE vs. XDEM.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) is 2.95%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that UETW.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


UETW.DEXDEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

6.97%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

15.01%

-7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

17.90%

-6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

17.51%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

18.14%

-1.54%

UETW.DE vs. XDEM.DE - Expense Ratio Comparison

UETW.DE has a 0.10% 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

UETW.DE vs. XDEM.DE - Dividend Comparison

Neither UETW.DE nor XDEM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UETW.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, UETW.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UETW.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XDEM.DE.

UETW.DE is categorized as Global Equities, while XDEM.DE is Momentum. UETW.DE tracks MSCI World, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: UBS and DWS. Their fees differ too: 0.10% for UETW.DE and 0.25% for XDEM.DE.

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