XDEM.DE vs. XDWU.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, XDEM.DE returned 16.73%/yr vs 8.86%/yr for XDWU.DE. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XDEM.DE vs. XDWU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEM.DE achieves a 29.03% return, which is significantly higher than XDWU.DE's 12.38% return. Over the past 10 years, XDEM.DE has outperformed XDWU.DE with an annualized return of 16.73%, while XDWU.DE has yielded a comparatively lower 8.86% annualized return.
XDEM.DE
- 1D
- 1.63%
- 1M
- 6.79%
- YTD
- 29.03%
- 6M
- 28.98%
- 1Y
- 40.31%
- 3Y*
- 28.45%
- 5Y*
- 15.28%
- 10Y*
- 16.73%
XDWU.DE
- 1D
- 0.56%
- 1M
- 1.97%
- YTD
- 12.38%
- 6M
- 13.24%
- 1Y
- 21.63%
- 3Y*
- 14.42%
- 5Y*
- 11.25%
- 10Y*
- 8.86%
XDEM.DE vs. XDWU.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 | 29.03% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 16.07% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 12.38% | 11.38% | 19.84% | -3.21% | 2.24% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
Correlation
The correlation between XDEM.DE and XDWU.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.47 |
Over the past year, the correlation between XDEM.DE and XDWU.DE has dropped to 0.27 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
XDEM.DE vs. XDWU.DE — Risk / Return Rank
XDEM.DE
XDWU.DE
XDEM.DE vs. XDWU.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 Utilities UCITS ETF 1C (XDWU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEM.DE | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.28 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 2.95 | +1.50 |
| Martin ratioReturn relative to average drawdown | 16.95 | 7.42 | +9.52 |
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Drawdowns
XDEM.DE vs. XDWU.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.94%, smaller than the maximum XDWU.DE drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and XDWU.DE.
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Drawdown Indicators
| XDEM.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.94% | -42.00% | +11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -7.30% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -12.69% | -10.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -23.26% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -33.61% | +2.67% |
Current DrawdownCurrent decline from peak | -1.24% | -1.56% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -12.47% | +5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.91% | -0.54% |
Volatility
XDEM.DE vs. XDWU.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 6.97% compared to Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) at 4.22%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 4.22% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 10.83% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 13.00% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 14.25% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 18.00% | +0.14% |
XDEM.DE vs. XDWU.DE - Expense Ratio Comparison
Both XDEM.DE and XDWU.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDEM.DE vs. XDWU.DE - Dividend Comparison
Neither XDEM.DE nor XDWU.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and XDWU.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE and XDWU.DE have the same expense ratio: 0.25% per year.
XDEM.DE is categorized as Momentum, while XDWU.DE is Utilities Equities. XDEM.DE tracks MSCI World Momentum Index, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: DWS and Xtrackers.
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