XDEM.DE vs. XYP1.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and XYP1.DE (Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while XYP1.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. Both are passively managed. Over the past 10 years, XDEM.DE returned 15.57%/yr vs 0.56%/yr for XYP1.DE. At a 0.10 correlation, their price movements are largely independent. XDEM.DE charges 0.25%/yr vs 0.15%/yr for XYP1.DE.
Performance
XDEM.DE vs. XYP1.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 XYP1.DE's -0.03% return. Over the past 10 years, XDEM.DE has outperformed XYP1.DE with an annualized return of 15.57%, while XYP1.DE has yielded a comparatively lower 0.56% annualized 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%
XYP1.DE
- 1D
- 0.03%
- 1M
- 0.01%
- YTD
- -0.03%
- 6M
- 0.19%
- 1Y
- 0.84%
- 3Y*
- 2.81%
- 5Y*
- 0.84%
- 10Y*
- 0.56%
XDEM.DE vs. XYP1.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% | 16.07% |
XYP1.DE Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF | -0.03% | 2.36% | 3.44% | 3.76% | -4.63% | -0.71% | 0.54% | 1.24% | -0.04% | -0.30% |
Correlation
The correlation between XDEM.DE and XYP1.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.10 |
The correlation between XDEM.DE and XYP1.DE shifts across timeframes, from 0.05 (5 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.DE vs. XYP1.DE — Risk / Return Rank
XDEM.DE
XYP1.DE
XDEM.DE vs. XYP1.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 Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.12 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 0.60 | +2.79 |
| Martin ratioReturn relative to average drawdown | 13.23 | 1.87 | +11.36 |
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 | XYP1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.61 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.47 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.27 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.45 | -0.05 |
Drawdowns
XDEM.DE vs. XYP1.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.94%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and XYP1.DE.
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Drawdown Indicators
| XDEM.DE | XYP1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.94% | -5.77% | -25.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -1.39% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -1.39% | -22.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -5.53% | -17.98% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -5.77% | -25.17% |
Current DrawdownCurrent decline from peak | -2.15% | -0.68% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -0.92% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.45% | +1.87% |
Volatility
XDEM.DE vs. XYP1.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.72% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.48%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 0.48% | +5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 1.26% | +13.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 1.37% | +15.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 1.75% | +15.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 2.01% | +16.06% |
XDEM.DE vs. XYP1.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is higher than XYP1.DE's 0.15% 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. XYP1.DE - Dividend Comparison
Neither XDEM.DE nor XYP1.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and XYP1.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XYP1.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYP1.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDEM.DE.
XDEM.DE is categorized as Momentum, while XYP1.DE is European Government Bonds. XDEM.DE tracks MSCI World Momentum Index, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. They also come from different issuers: DWS and Xtrackers. Their fees differ too: 0.25% for XDEM.DE and 0.15% for XYP1.DE.
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