XDEM.DE vs. ITOCY

Last updated Jun 26, 2026

XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) is Momentum fund tracking the MSCI World Momentum Index, while ITOCY (Itochu Corp ADR) is a stock. Over the past 10 years, XDEM.DE returned 16.73%/yr vs 18.00%/yr for ITOCY. At a 0.33 correlation, their price movements are largely independent.

Performance

XDEM.DE vs. ITOCY - 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 Itochu Corp ADR (ITOCY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XDEM.DE is traded in EUR, while ITOCY is traded in USD. To make them comparable, the ITOCY 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 29.03% return, which is significantly higher than ITOCY's -9.52% return. Over the past 10 years, XDEM.DE has underperformed ITOCY with an annualized return of 16.73%, while ITOCY has yielded a comparatively higher 18.00% annualized return.

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%

ITOCY

• 1D: -1.23%
• 1M: -7.07%
• YTD: -9.52%
• 6M: -6.19%
• 1Y: 13.58%
• 3Y*: 11.55%
• 5Y*: 15.11%
• 10Y*: 18.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEM.DE vs. ITOCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C	29.03%	8.09%	38.22%	8.18%	-13.65%	24.74%	16.54%	31.58%	0.81%	16.07%
ITOCY Itochu Corp ADR	-9.52%	14.72%	30.66%	26.40%	7.84%	14.57%	14.65%	41.90%	-1.10%	28.68%

Correlation

The correlation between XDEM.DE and ITOCY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014	0.33

Return for Risk

XDEM.DE vs. ITOCY — 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: 84
XDEM.DE Sharpe Ratio Rank: 81
XDEM.DE Sortino Ratio Rank: 84
XDEM.DE Omega Ratio Rank: 78
XDEM.DE Calmar Ratio Rank: 88
XDEM.DE Martin Ratio Rank: 89

ITOCY

ITOCY Risk / Return Rank: 54
ITOCY Sharpe Ratio Rank: 57
ITOCY Sortino Ratio Rank: 51
ITOCY Omega Ratio Rank: 49
ITOCY Calmar Ratio Rank: 54
ITOCY Martin Ratio Rank: 56

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. ITOCY - 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 Itochu Corp ADR (ITOCY). 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.

	XDEM.DE	ITOCY	Difference
Sharpe ratio: Return per unit of total volatility	2.24	0.52	+1.72
Sortino ratio: Return per unit of downside risk	3.25	0.91	+2.33
Omega ratio: Gain probability vs. loss probability	1.40	1.11	+0.30
Calmar ratio: Return relative to maximum drawdown	4.45	0.64	+3.81
Martin ratio: Return relative to average drawdown	16.95	1.62	+15.32

XDEM.DE vs. ITOCY - Sharpe Ratio Comparison

The current XDEM.DE Sharpe Ratio is 2.24, which is higher than the ITOCY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of XDEM.DE and ITOCY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XDEM.DE vs. ITOCY - Drawdown Comparison

The maximum XDEM.DE drawdown since its inception was -30.94%, smaller than the maximum ITOCY drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and ITOCY.

Drawdown Indicators

	XDEM.DE	ITOCY	Difference
Max Drawdown Largest peak-to-trough decline	-30.94%	-64.66%	+33.72%
Max Drawdown (1Y) Largest decline over 1 year	-9.01%	-21.20%	+12.19%
Max Drawdown (3Y) Largest decline over 3 years	-23.51%	-21.98%	-1.53%
Max Drawdown (5Y) Largest decline over 5 years	-23.51%	-21.98%	-1.53%
Max Drawdown (10Y) Largest decline over 10 years	-30.94%	-25.12%	-5.82%
Current Drawdown Current decline from peak	-1.24%	-21.20%	+19.96%
Average Drawdown Average peak-to-trough decline	-7.38%	-13.31%	+5.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	8.39%	-6.02%

Volatility

XDEM.DE vs. ITOCY - Volatility Comparison

Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 6.97% compared to Itochu Corp ADR (ITOCY) at 5.68%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDEM.DE	ITOCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.97%	5.68%	+1.29%
Volatility (6M) Calculated over the trailing 6-month period	15.01%	20.79%	-5.78%
Volatility (1Y) Calculated over the trailing 1-year period	17.90%	26.50%	-8.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.51%	25.69%	-8.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.14%	23.93%	-5.79%

Dividends

XDEM.DE vs. ITOCY - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOCY Itochu Corp ADR	0.00%	1.07%	1.35%	0.00%	0.00%	0.00%	0.00%	1.85%	3.93%	2.83%	3.68%	3.30%
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

Can I hold both XDEM.DE and ITOCY in my portfolio?

XDEM.DE and ITOCY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.