XDEM.DE vs. VDIV.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and VDIV.DE (VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while VDIV.DE is a Global Equities fund tracking the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Both are passively managed. Over the past 5 years, XDEM.DE returned 14.74%/yr vs 17.51%/yr for VDIV.DE. A 0.55 correlation means they provide meaningful diversification when combined. XDEM.DE charges 0.25%/yr vs 0.38%/yr for VDIV.DE.
Performance
XDEM.DE vs. VDIV.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 VDIV.DE's 9.79% 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%
VDIV.DE
- 1D
- 0.23%
- 1M
- 0.01%
- YTD
- 9.79%
- 6M
- 12.73%
- 1Y
- 25.64%
- 3Y*
- 19.95%
- 5Y*
- 17.51%
- 10Y*
- —
XDEM.DE vs. VDIV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -5.96% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 9.79% | 24.55% | 15.67% | 11.47% | 15.47% | 27.92% | -11.00% | 23.04% | -3.07% |
Correlation
The correlation between XDEM.DE and VDIV.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.55 |
Over the past year, the correlation between XDEM.DE and VDIV.DE has dropped to 0.35 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
XDEM.DE vs. VDIV.DE — Risk / Return Rank
XDEM.DE
VDIV.DE
XDEM.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.51 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 6.94 | -3.47 |
| Martin ratioReturn relative to average drawdown | 13.27 | 20.46 | -7.18 |
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 | VDIV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.73 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.45 | -0.61 |
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 | 0.94 | -0.04 |
Drawdowns
XDEM.DE vs. VDIV.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, smaller than the maximum VDIV.DE drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and VDIV.DE.
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Drawdown Indicators
| XDEM.DE | VDIV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -36.12% | +5.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -3.68% | -5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -15.12% | -8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -15.12% | -8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | -2.39% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -4.22% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.25% | +1.11% |
Volatility
XDEM.DE vs. VDIV.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.80% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 2.82%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 2.82% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 6.79% | +7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 9.36% | +7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 11.92% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 15.36% | +2.49% |
XDEM.DE vs. VDIV.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.
Dividends
XDEM.DE vs. VDIV.DE - Dividend Comparison
XDEM.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.19% | 3.58% | 4.19% | 4.97% | 4.56% | 3.97% | 4.11% | 4.35% | 0.91% |
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% |
Frequently Asked Questions
XDEM.DE and VDIV.DE have a correlation of 0.35, 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 0.38% for VDIV.DE.
XDEM.DE is categorized as Momentum, while VDIV.DE is Global Equities. XDEM.DE tracks MSCI World Momentum Index, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: DWS and VanEck. Their fees differ too: 0.25% for XDEM.DE and 0.38% for VDIV.DE.
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