XDEM.DE vs. LOWD.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and LOWD.DE (BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while LOWD.DE is a Global Equities fund tracking the Low Carbon 300 World PAB. Both are passively managed. Over the past 3 years, XDEM.DE returned 26.15%/yr vs 16.41%/yr for LOWD.DE. A 0.78 correlation means they provide meaningful diversification when combined. XDEM.DE charges 0.25%/yr vs 0.30%/yr for LOWD.DE.
Performance
XDEM.DE vs. LOWD.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 LOWD.DE's 10.58% return.
XDEM.DE
- 1D
- -0.95%
- 1M
- 6.89%
- YTD
- 22.76%
- 6M
- 23.63%
- 1Y
- 31.54%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
LOWD.DE
- 1D
- 0.72%
- 1M
- 6.14%
- YTD
- 10.58%
- 6M
- 11.04%
- 1Y
- 15.43%
- 3Y*
- 16.41%
- 5Y*
- —
- 10Y*
- —
XDEM.DE vs. LOWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 12.93% |
LOWD.DE BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc | 10.58% | 4.27% | 25.87% | 26.12% | -10.62% | 17.09% |
Correlation
The correlation between XDEM.DE and LOWD.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.78 |
The correlation between XDEM.DE and LOWD.DE shifts across timeframes, from 0.69 (1 year) to 0.80 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.DE vs. LOWD.DE — Risk / Return Rank
XDEM.DE
LOWD.DE
XDEM.DE vs. LOWD.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 BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.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 | LOWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.06 | +1.41 |
| Martin ratioReturn relative to average drawdown | 13.27 | 6.55 | +6.72 |
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 | LOWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.33 | +0.53 |
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 | 0.98 | -0.08 |
Drawdowns
XDEM.DE vs. LOWD.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, which is greater than LOWD.DE's maximum drawdown of -19.08%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and LOWD.DE.
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Drawdown Indicators
| XDEM.DE | LOWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -19.08% | -11.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -7.90% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -19.08% | -4.43% |
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% | 0.00% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -3.98% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.49% | -0.13% |
Volatility
XDEM.DE vs. LOWD.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.80% compared to BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE) at 4.29%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than LOWD.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 | LOWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.29% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 9.56% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 12.24% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 14.21% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 14.21% | +3.64% |
XDEM.DE vs. LOWD.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than LOWD.DE's 0.30% expense ratio.
Dividends
XDEM.DE vs. LOWD.DE - Dividend Comparison
Neither XDEM.DE nor LOWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and LOWD.DE have a correlation of 0.69, 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 0.30% for LOWD.DE.
XDEM.DE is categorized as Momentum, while LOWD.DE is Global Equities. XDEM.DE tracks MSCI World Momentum Index, while LOWD.DE tracks Low Carbon 300 World PAB. They also come from different issuers: DWS and BNP Paribas. Their fees differ too: 0.25% for XDEM.DE and 0.30% for LOWD.DE.
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