XDEM.DE vs. RMAU.L
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and RMAU.L (The Royal Mint Physical Gold ETC Securities) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while RMAU.L is a Commodities fund tracking the LBMA Gold PM Price. Both are passively managed. Over the past 5 years, XDEM.DE returned 14.74%/yr vs 19.03%/yr for RMAU.L. At a 0.07 correlation, their price movements are largely independent. XDEM.DE charges 0.25%/yr vs 0.22%/yr for RMAU.L.
Performance
XDEM.DE vs. RMAU.L - Performance Comparison
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Different Trading Currencies
XDEM.DE is traded in EUR, while RMAU.L is traded in USD. To make them comparable, the RMAU.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 RMAU.L's 2.28% 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%
RMAU.L
- 1D
- -0.56%
- 1M
- -6.12%
- YTD
- 2.28%
- 6M
- 4.02%
- 1Y
- 28.12%
- 3Y*
- 26.86%
- 5Y*
- 19.03%
- 10Y*
- —
XDEM.DE vs. RMAU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 25.04% | 6.04% |
RMAU.L The Royal Mint Physical Gold ETC Securities | 2.28% | 45.06% | 34.28% | 9.89% | 6.00% | 3.00% | 5.97% |
Correlation
The correlation between XDEM.DE and RMAU.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2020 | 0.07 |
The correlation between XDEM.DE and RMAU.L shifts across timeframes, from 0.06 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.DE vs. RMAU.L — Risk / Return Rank
XDEM.DE
RMAU.L
XDEM.DE vs. RMAU.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 The Royal Mint Physical Gold ETC Securities (RMAU.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 | RMAU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.59 | +1.88 |
| Martin ratioReturn relative to average drawdown | 13.27 | 4.09 | +9.18 |
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 | RMAU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.16 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.13 | -0.29 |
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 | 0.93 | -0.03 |
Drawdowns
XDEM.DE vs. RMAU.L - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, which is greater than RMAU.L's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and RMAU.L.
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Drawdown Indicators
| XDEM.DE | RMAU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -18.25% | -12.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -17.61% | +8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -17.61% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -17.61% | -5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | -17.50% | +16.55% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -6.07% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 6.86% | -4.50% |
Volatility
XDEM.DE vs. RMAU.L - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and The Royal Mint Physical Gold ETC Securities (RMAU.L) have volatilities of 5.80% and 5.56%, 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 | RMAU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 5.56% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 21.31% | -7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 24.19% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 16.83% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 17.06% | +0.79% |
XDEM.DE vs. RMAU.L - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is higher than RMAU.L's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEM.DE vs. RMAU.L - Dividend Comparison
Neither XDEM.DE nor RMAU.L has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and RMAU.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RMAU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RMAU.L is cheaper with a 0.22% expense ratio, compared with 0.25% for XDEM.DE.
XDEM.DE is categorized as Momentum, while RMAU.L is Commodities. XDEM.DE tracks MSCI World Momentum Index, while RMAU.L tracks LBMA Gold PM Price. They also come from different issuers: DWS and HANetf. Their fees differ too: 0.25% for XDEM.DE and 0.22% for RMAU.L.
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