XDEM.DE vs. VOO
Compare and contrast key facts about Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and Vanguard S&P 500 ETF (VOO).
XDEM.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEM.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both XDEM.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEM.DE or VOO.
Performance
XDEM.DE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XDEM.DE achieves a 36.19% return, which is significantly higher than VOO's 25.02% return. Over the past 10 years, XDEM.DE has outperformed VOO with an annualized return of 16.16%, while VOO has yielded a comparatively lower 13.11% annualized return.
XDEM.DE
36.19%
1.30%
10.01%
40.56%
13.43%
16.16%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| XDEM.DE | VOO | |
|---|---|---|
| Sharpe Ratio | 2.35 | 2.67 |
| Sortino Ratio | 3.01 | 3.56 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 2.74 | 3.85 |
| Martin Ratio | 11.13 | 17.51 |
| Ulcer Index | 3.55% | 1.86% |
| Daily Std Dev | 16.67% | 12.23% |
| Max Drawdown | -30.93% | -33.99% |
| Current Drawdown | -1.48% | -1.76% |
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XDEM.DE vs. VOO - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between XDEM.DE and VOO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XDEM.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
XDEM.DE vs. VOO - Dividend Comparison
XDEM.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.63% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XDEM.DE vs. VOO - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
XDEM.DE vs. VOO - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) is 3.07%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that XDEM.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.