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XDEM.DE vs. XDWD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDEM.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). The values are adjusted to include any dividend payments, if applicable.

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XDEM.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
-0.26%8.09%38.24%8.17%-13.85%25.04%16.52%31.63%0.79%16.07%
XDWD.DE
Xtrackers MSCI World UCITS ETF 1C
-1.28%7.85%25.98%20.18%-13.67%32.74%5.48%31.27%-4.94%7.84%

Returns By Period

In the year-to-date period, XDEM.DE achieves a -0.26% return, which is significantly higher than XDWD.DE's -1.28% return. Over the past 10 years, XDEM.DE has outperformed XDWD.DE with an annualized return of 13.65%, while XDWD.DE has yielded a comparatively lower 11.91% annualized return.


XDEM.DE

1D
4.65%
1M
-2.77%
YTD
-0.26%
6M
1.39%
1Y
12.74%
3Y*
18.42%
5Y*
10.33%
10Y*
13.65%

XDWD.DE

1D
2.06%
1M
-3.15%
YTD
-1.28%
6M
2.14%
1Y
12.13%
3Y*
15.11%
5Y*
10.83%
10Y*
11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDEM.DE vs. XDWD.DE - Expense Ratio Comparison

XDEM.DE has a 0.25% expense ratio, which is higher than XDWD.DE's 0.19% 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%.


Return for Risk

XDEM.DE vs. XDWD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEM.DE
XDEM.DE Risk / Return Rank: 3939
Overall Rank
XDEM.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 4848
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 4545
Overall Rank
XDWD.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDEM.DE vs. XDWD.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 MSCI World UCITS ETF 1C (XDWD.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.DEXDWD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.75

-0.11

Sortino ratio

Return per unit of downside risk

1.02

1.09

-0.08

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.37

1.40

-0.03

Martin ratio

Return relative to average drawdown

4.86

6.20

-1.33

XDEM.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current XDEM.DE Sharpe Ratio is 0.64, which is comparable to the XDWD.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of XDEM.DE and XDWD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDEM.DEXDWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.75

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.76

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.78

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.72

+0.07

Correlation

The correlation between XDEM.DE and XDWD.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDEM.DE vs. XDWD.DE - Dividend Comparison

Neither XDEM.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDEM.DE vs. XDWD.DE - Drawdown Comparison

The maximum XDEM.DE drawdown since its inception was -30.93%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and XDWD.DE.


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Drawdown Indicators


XDEM.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-33.55%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-13.22%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

-21.64%

-1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

-33.55%

+2.62%

Current Drawdown

Current decline from peak

-4.76%

-4.04%

-0.72%

Average Drawdown

Average peak-to-trough decline

-6.06%

-4.61%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.99%

+0.56%

Volatility

XDEM.DE vs. XDWD.DE - Volatility Comparison

Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 7.69% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 4.42%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

4.42%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

8.40%

+4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.83%

16.05%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

14.14%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

15.20%

+2.63%