XDEM.DE vs. XCTE.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and XCTE.DE (Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while XCTE.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 3 years, XDEM.DE returned 26.15%/yr vs 10.51%/yr for XCTE.DE. At a 0.24 correlation, their price movements are largely independent. XDEM.DE charges 0.25%/yr vs 0.44%/yr for XCTE.DE.
Performance
XDEM.DE vs. XCTE.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 XCTE.DE's 5.61% 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%
XCTE.DE
- 1D
- -0.90%
- 1M
- 3.48%
- YTD
- 5.61%
- 6M
- 6.22%
- 1Y
- 25.79%
- 3Y*
- 10.51%
- 5Y*
- —
- 10Y*
- —
XDEM.DE vs. XCTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -7.82% |
XCTE.DE Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C | 5.61% | 19.05% | 22.69% | -18.15% | -7.69% |
Correlation
The correlation between XDEM.DE and XCTE.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2022 | 0.24 |
The correlation between XDEM.DE and XCTE.DE shifts across timeframes, from 0.24 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.DE vs. XCTE.DE — Risk / Return Rank
XDEM.DE
XCTE.DE
XDEM.DE vs. XCTE.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 Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.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 | XCTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.10 | +2.36 |
| Martin ratioReturn relative to average drawdown | 13.27 | 1.90 | +11.37 |
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 | XCTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.86 | +1.00 |
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 | 0.12 | +0.78 |
Drawdowns
XDEM.DE vs. XCTE.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, smaller than the maximum XCTE.DE drawdown of -48.80%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and XCTE.DE.
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Drawdown Indicators
| XDEM.DE | XCTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -48.80% | +17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -23.30% | +14.25% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -31.31% | +7.80% |
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% | -12.95% | +12.00% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -25.74% | +19.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 13.53% | -11.17% |
Volatility
XDEM.DE vs. XCTE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) is 5.80%, while Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) has a volatility of 7.28%. This indicates that XDEM.DE experiences smaller price fluctuations and is considered to be less risky than XCTE.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 | XCTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 7.28% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 15.06% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 29.97% | -13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 30.37% | -13.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 30.37% | -12.52% |
XDEM.DE vs. XCTE.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than XCTE.DE's 0.44% expense ratio.
Dividends
XDEM.DE vs. XCTE.DE - Dividend Comparison
Neither XDEM.DE nor XCTE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and XCTE.DE have a correlation of 0.40, 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 0.44% for XCTE.DE.
XDEM.DE is categorized as Momentum, while XCTE.DE is Technology Equities. XDEM.DE tracks MSCI World Momentum Index, while XCTE.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.25% for XDEM.DE and 0.44% for XCTE.DE.
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