XDEM.L vs. EQQQ.DE
Compare and contrast key facts about Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE).
XDEM.L and EQQQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEM.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both XDEM.L and EQQQ.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEM.L or EQQQ.DE.
Key characteristics
| XDEM.L | EQQQ.DE | |
|---|---|---|
| YTD Return | 20.54% | 15.45% |
| 1Y Return | 27.50% | 23.87% |
| 3Y Return (Ann) | 7.06% | 10.77% |
| 5Y Return (Ann) | 10.96% | 20.19% |
| Sharpe Ratio | 1.72 | 1.52 |
| Daily Std Dev | 16.37% | 16.45% |
| Max Drawdown | -22.42% | -47.04% |
| Current Drawdown | -6.75% | -7.15% |
Correlation
The correlation between XDEM.L and EQQQ.DE is 0.79, 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.
Performance
XDEM.L vs. EQQQ.DE - Performance Comparison
In the year-to-date period, XDEM.L achieves a 20.54% return, which is significantly higher than EQQQ.DE's 15.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDEM.L vs. EQQQ.DE - Expense Ratio Comparison
XDEM.L has a 0.25% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.
Risk-Adjusted Performance
XDEM.L vs. EQQQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.
Dividends
XDEM.L vs. EQQQ.DE - Dividend Comparison
XDEM.L has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 0.00% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.43% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% | 0.97% | 0.94% |
Drawdowns
XDEM.L vs. EQQQ.DE - Drawdown Comparison
The maximum XDEM.L drawdown since its inception was -22.42%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for XDEM.L and EQQQ.DE. For additional features, visit the drawdowns tool.
Volatility
XDEM.L vs. EQQQ.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) have volatilities of 5.71% and 5.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.