XDEM.DE vs. IPRV.L
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and IPRV.L (iShares Listed Private Equity UCITS ETF USD (Dist)) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while IPRV.L is a Financials Equities fund tracking the S&P Listed Private Equity Index. Both are passively managed. Over the past 10 years, XDEM.DE returned 15.65%/yr vs 11.59%/yr for IPRV.L. A 0.58 correlation means they provide meaningful diversification when combined. XDEM.DE charges 0.25%/yr vs 0.75%/yr for IPRV.L.
Performance
XDEM.DE vs. IPRV.L - Performance Comparison
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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%
XDEM.DE vs. IPRV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XDEM.DE
IPRV.L
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.DE | IPRV.L | Difference | |
|---|---|---|---|
| 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 |
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 | IPRV.L | Difference | |
|---|---|---|---|
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.DE | IPRV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.95% | -25.07% | +24.12% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -14.57% | +8.60% |
Ulcer IndexDepth 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.DE | IPRV.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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