XDEM.DE vs. BTC-USD
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) is Momentum fund tracking the MSCI World Momentum Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XDEM.DE returned 15.57%/yr vs 59.28%/yr for BTC-USD. At a 0.11 correlation, their price movements are largely independent.
Performance
XDEM.DE vs. BTC-USD - Performance Comparison
Loading charts...
Different Trading Currencies
XDEM.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEM.DE achieves a 21.28% return, which is significantly higher than BTC-USD's -27.22% return. Over the past 10 years, XDEM.DE has underperformed BTC-USD with an annualized return of 15.57%, while BTC-USD has yielded a comparatively higher 59.28% annualized return.
XDEM.DE
- 1D
- 0.39%
- 1M
- 5.60%
- YTD
- 21.28%
- 6M
- 21.64%
- 1Y
- 29.95%
- 3Y*
- 25.78%
- 5Y*
- 14.49%
- 10Y*
- 15.57%
BTC-USD
- 1D
- -1.24%
- 1M
- -20.32%
- YTD
- -27.22%
- 6M
- -30.41%
- 1Y
- -41.51%
- 3Y*
- 30.08%
- 5Y*
- 12.04%
- 10Y*
- 59.28%
XDEM.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 21.28% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 16.07% |
BTC-USD Bitcoin | -27.22% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between XDEM.DE and BTC-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.11 |
The correlation between XDEM.DE and BTC-USD shifts across timeframes, from 0.11 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDEM.DE vs. BTC-USD — Risk / Return Rank
XDEM.DE
BTC-USD
XDEM.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and Bitcoin (BTC-USD). 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.
| XDEM.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.78 | ||
| Sortino ratioReturn per unit of downside risk | +4.08 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.85 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | -0.83 | +4.22 |
| Martin ratioReturn relative to average drawdown | 13.23 | -1.45 | +14.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDEM.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | -0.97 | +2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.22 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.88 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.14 | -0.73 |
Drawdowns
XDEM.DE vs. BTC-USD - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.94%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and BTC-USD.
Loading charts...
Drawdown Indicators
| XDEM.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.94% | -83.05% | +52.11% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -50.24% | +41.23% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -50.24% | +26.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -73.60% | +50.09% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -82.51% | +51.57% |
Current DrawdownCurrent decline from peak | -2.15% | -49.08% | +46.93% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -40.00% | +32.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 34.25% | -31.93% |
Volatility
XDEM.DE vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) is 5.72%, while Bitcoin (BTC-USD) has a volatility of 11.36%. This indicates that XDEM.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEM.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 11.36% | -5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 34.70% | -20.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 35.43% | -18.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 44.96% | -27.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 56.01% | -37.94% |
Frequently Asked Questions
XDEM.DE and BTC-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XDEM.DE and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer