XDEM.DE vs. LSMC.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 3 years, XDEM.DE returned 26.00%/yr vs 58.88%/yr for LSMC.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDEM.DE charges 0.25%/yr vs 0.45%/yr for LSMC.DE.
Performance
XDEM.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEM.DE achieves a 23.87% return, which is significantly lower than LSMC.DE's 62.48% return.
XDEM.DE
- 1D
- 3.40%
- 1M
- 5.13%
- YTD
- 23.87%
- 6M
- 25.57%
- 1Y
- 35.14%
- 3Y*
- 26.00%
- 5Y*
- 14.82%
- 10Y*
- 16.02%
LSMC.DE
- 1D
- 4.14%
- 1M
- 7.04%
- YTD
- 62.48%
- 6M
- 68.29%
- 1Y
- 121.02%
- 3Y*
- 58.88%
- 5Y*
- —
- 10Y*
- —
XDEM.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 23.87% | 8.09% | 38.22% | 8.18% | -13.65% | 0.18% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 62.48% | 32.60% | 66.51% | 74.52% | -34.67% | -0.88% |
Correlation
The correlation between XDEM.DE and LSMC.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.71 |
The correlation between XDEM.DE and LSMC.DE has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
XDEM.DE vs. LSMC.DE — Risk / Return Rank
XDEM.DE
LSMC.DE
XDEM.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.
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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 9.37 | -5.49 |
| Martin ratioReturn relative to average drawdown | 14.85 | 29.27 | -14.42 |
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Drawdowns
XDEM.DE vs. LSMC.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.94%, smaller than the maximum LSMC.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and LSMC.DE.
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Drawdown Indicators
| XDEM.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.94% | -39.64% | +8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -12.84% | +3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -36.22% | +12.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | — | — |
Current DrawdownCurrent decline from peak | -0.06% | -4.14% | +4.08% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -11.43% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 4.12% | -1.76% |
Volatility
XDEM.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) is 6.76%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.74%. This indicates that XDEM.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 11.74% | -4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 23.59% | -8.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.48% | 31.34% | -13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 32.33% | -14.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 32.33% | -14.22% |
XDEM.DE vs. LSMC.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
XDEM.DE vs. LSMC.DE - Dividend Comparison
Neither XDEM.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and LSMC.DE have a correlation of 0.77, 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 0.45% for LSMC.DE.
XDEM.DE is categorized as Momentum, while LSMC.DE is Semiconductors. XDEM.DE tracks MSCI World Momentum Index, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: DWS and Amundi. Their fees differ too: 0.25% for XDEM.DE and 0.45% for LSMC.DE.
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