XDEM.DE vs. XHYA.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield. Both are passively managed. Over the past 5 years, XDEM.DE returned 14.49%/yr vs 2.70%/yr for XHYA.DE. At a 0.48 correlation, their price movements are largely independent. XDEM.DE charges 0.25%/yr vs 0.20%/yr for XHYA.DE.
Performance
XDEM.DE vs. XHYA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEM.DE achieves a 21.28% return, which is significantly higher than XHYA.DE's 1.14% return.
XDEM.DE
- 1D
- 0.39%
- 1M
- 5.60%
- YTD
- 21.28%
- 6M
- 21.64%
- 1Y
- 29.95%
- 3Y*
- 25.78%
- 5Y*
- 14.49%
- 10Y*
- 15.57%
XHYA.DE
- 1D
- 0.22%
- 1M
- 0.47%
- YTD
- 1.14%
- 6M
- 1.52%
- 1Y
- 3.26%
- 3Y*
- 6.15%
- 5Y*
- 2.70%
- 10Y*
- —
XDEM.DE vs. XHYA.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 | 21.28% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 10.79% |
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.14% | 4.45% | 6.15% | 10.88% | -8.84% | 2.99% | 2.01% | 9.70% | -3.64% | 4.00% |
Correlation
The correlation between XDEM.DE and XHYA.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2017 | 0.48 |
The correlation between XDEM.DE and XHYA.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
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Return for Risk
XDEM.DE vs. XHYA.DE — Risk / Return Rank
XDEM.DE
XHYA.DE
XDEM.DE vs. XHYA.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 EUR High Yield Corporate Bond UCITS ETF (XHYA.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 | XHYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.17 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 1.15 | +2.24 |
| Martin ratioReturn relative to average drawdown | 13.23 | 4.71 | +8.52 |
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 | XHYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.89 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.49 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.45 | -0.05 |
Drawdowns
XDEM.DE vs. XHYA.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.94%, which is greater than XHYA.DE's maximum drawdown of -23.83%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and XHYA.DE.
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Drawdown Indicators
| XDEM.DE | XHYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.94% | -23.83% | -7.11% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -2.86% | -6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -4.25% | -19.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -14.49% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | — | — |
Current DrawdownCurrent decline from peak | -2.15% | -0.19% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -2.52% | -4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.70% | +1.62% |
Volatility
XDEM.DE vs. XHYA.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.72% compared to Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) at 1.09%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than XHYA.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 | XHYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 1.09% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 3.26% | +11.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 3.70% | +13.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 5.47% | +11.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 6.55% | +11.52% |
XDEM.DE vs. XHYA.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is higher than XHYA.DE's 0.20% 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%.
Dividends
XDEM.DE vs. XHYA.DE - Dividend Comparison
Neither XDEM.DE nor XHYA.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and XHYA.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XHYA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XHYA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEM.DE.
XDEM.DE is categorized as Momentum, while XHYA.DE is European High Yield Bonds. XDEM.DE tracks MSCI World Momentum Index, while XHYA.DE tracks iBoxx® EUR Liquid High Yield. They also come from different issuers: DWS and Xtrackers. Their fees differ too: 0.25% for XDEM.DE and 0.20% for XHYA.DE.
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