XDEM.DE vs. XDWD.DE
Compare and contrast key facts about Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE).
XDEM.DE and XDWD.DE 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 that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. XDWD.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Jul 22, 2014. Both XDEM.DE and XDWD.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDEM.DE vs. XDWD.DE - Performance Comparison
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XDEM.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
XDEM.DE
XDWD.DE
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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.75 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.09 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.40 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.86 | 6.20 | -1.33 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
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.
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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.76% | -4.04% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -4.61% | -1.45% |
Ulcer IndexDepth 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.DE | XDWD.DE | Difference | |
|---|---|---|---|
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% |