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XDEM.DE vs. IPRV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEM.DE vs. IPRV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEM.DE is traded in EUR, while IPRV.L is traded in GBp. To make them comparable, the IPRV.L 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 22.76% return, which is significantly higher than IPRV.L's -11.30% return. Over the past 10 years, XDEM.DE has outperformed IPRV.L with an annualized return of 15.65%, while IPRV.L has yielded a comparatively lower 11.59% annualized 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%

IPRV.L

1D
2.53%
1M
-3.09%
YTD
-11.30%
6M
-9.64%
1Y
-10.12%
3Y*
10.16%
5Y*
6.19%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEM.DE vs. IPRV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
22.76%8.09%38.24%8.17%-13.85%25.04%16.52%31.63%0.79%16.07%
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-11.30%-9.62%33.08%35.73%-23.48%54.55%-3.17%49.68%-8.77%11.10%

Correlation

The correlation between XDEM.DE and IPRV.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

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

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.58

The correlation between XDEM.DE and IPRV.L shifts across timeframes, from 0.50 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDEM.DE vs. IPRV.L — Risk / Return Rank

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

XDEM.DE
XDEM.DE Risk / Return Rank: 6363
Overall Rank
XDEM.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 5656
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 7272
Martin Ratio Rank

IPRV.L
IPRV.L Risk / Return Rank: 66
Overall Rank
IPRV.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 55
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
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.

XDEM.DE vs. IPRV.L - 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 iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.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.


XDEM.DEIPRV.LDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.34

0.93

+0.41

Calmar ratioReturn relative to maximum drawdown

3.47

-0.42

+3.89

Martin ratioReturn relative to average drawdown

13.27

-0.86

+14.13

XDEM.DE vs. IPRV.L - Sharpe Ratio Comparison

The current XDEM.DE Sharpe Ratio is 1.86, which is higher than the IPRV.L Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of XDEM.DE and IPRV.L, 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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Sharpe Ratios by Period


XDEM.DEIPRV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

-0.52

+2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.30

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.54

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.15

+0.75

Drawdowns

XDEM.DE vs. IPRV.L - Drawdown Comparison

The maximum XDEM.DE drawdown since its inception was -30.93%, smaller than the maximum IPRV.L drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and IPRV.L.


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Drawdown Indicators


XDEM.DEIPRV.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-78.99%

+48.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-24.09%

+15.04%

Max Drawdown (3Y)

Largest decline over 3 years

-23.51%

-30.60%

+7.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

-30.60%

+7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

-50.57%

+19.64%

Current Drawdown

Current decline from peak

-0.95%

-25.07%

+24.12%

Average Drawdown

Average peak-to-trough decline

-5.97%

-14.57%

+8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

11.76%

-9.40%

Volatility

XDEM.DE vs. IPRV.L - Volatility Comparison

Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) have volatilities of 5.80% and 5.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEM.DEIPRV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.68%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

15.33%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

19.35%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

20.35%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

21.43%

-3.58%

XDEM.DE vs. IPRV.L - Expense Ratio Comparison

XDEM.DE has a 0.25% expense ratio, which is lower than IPRV.L's 0.75% expense ratio.


Dividends

XDEM.DE vs. IPRV.L - Dividend Comparison

XDEM.DE has not paid dividends to shareholders, while IPRV.L's dividend yield for the trailing twelve months is around 5.23%.


PositionTTM20252024202320222021202020192018201720162015
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
5.23%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%
XDEM.DE
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%0.00%0.00%

Frequently Asked Questions


XDEM.DE and IPRV.L have a correlation of 0.50, 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 0.75% for IPRV.L.

XDEM.DE is categorized as Momentum, while IPRV.L is Financials Equities. XDEM.DE tracks MSCI World Momentum Index, while IPRV.L tracks S&P Listed Private Equity Index. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEM.DE and 0.75% for IPRV.L.

Portfolio Optimizer

Find the right allocation for XDEM.DE and IPRV.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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