XDEM.DE vs. ENTR.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and ENTR.DE (L&G New Energy Commodities UCITS ETF USD Accumulating) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while ENTR.DE is a Commodities fund tracking the Solactive Energy Transition Commodity. Both are passively managed. Over the past year, XDEM.DE returned 31.52% vs 37.69% for ENTR.DE. At a 0.17 correlation, their price movements are largely independent. XDEM.DE charges 0.25%/yr vs 0.65%/yr for ENTR.DE.
Performance
XDEM.DE vs. ENTR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEM.DE achieves a 22.76% return, which is significantly higher than ENTR.DE's 12.78% return.
XDEM.DE
- 1D
- -0.95%
- 1M
- 8.67%
- YTD
- 22.76%
- 6M
- 23.73%
- 1Y
- 31.52%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
ENTR.DE
- 1D
- -0.84%
- 1M
- 1.00%
- YTD
- 12.78%
- 6M
- 23.00%
- 1Y
- 37.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEM.DE vs. ENTR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 14.86% |
ENTR.DE L&G New Energy Commodities UCITS ETF USD Accumulating | 12.78% | 17.08% | -0.06% |
Correlation
The correlation between XDEM.DE and ENTR.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2024 | 0.17 |
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Return for Risk
XDEM.DE vs. ENTR.DE — Risk / Return Rank
XDEM.DE
ENTR.DE
XDEM.DE vs. ENTR.DE - 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 L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.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.
| XDEM.DE | ENTR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.86 | -0.39 |
| Martin ratioReturn relative to average drawdown | 13.27 | 13.56 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEM.DE | ENTR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.27 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.92 | -0.02 |
Drawdowns
XDEM.DE vs. ENTR.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, which is greater than ENTR.DE's maximum drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and ENTR.DE.
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Drawdown Indicators
| XDEM.DE | ENTR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -14.17% | -16.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -9.72% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | -2.59% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -5.85% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.77% | -0.41% |
Volatility
XDEM.DE vs. ENTR.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.80% compared to L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE) at 4.62%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than ENTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEM.DE | ENTR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.62% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 13.78% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 16.50% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 15.02% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 15.02% | +2.83% |
XDEM.DE vs. ENTR.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than ENTR.DE's 0.65% expense ratio.
Dividends
XDEM.DE vs. ENTR.DE - Dividend Comparison
Neither XDEM.DE nor ENTR.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and ENTR.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for ENTR.DE.
XDEM.DE is categorized as Momentum, while ENTR.DE is Commodities. XDEM.DE tracks MSCI World Momentum Index, while ENTR.DE tracks Solactive Energy Transition Commodity. They also come from different issuers: DWS and Legal & General. Their fees differ too: 0.25% for XDEM.DE and 0.65% for ENTR.DE.
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