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XDEM.L vs. IWFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDEM.L vs. IWFV.L

Last updated Jun 4, 2026

XDEM.L (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - XDEM.L is a Momentum fund tracking the MSCI World Momentum Index, while IWFV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, XDEM.L returned 17.01%/yr vs 13.95%/yr for IWFV.L. A 0.75 correlation means they provide meaningful diversification when combined. XDEM.L charges 0.25%/yr vs 0.30%/yr for IWFV.L.

Performance

XDEM.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDEM.L achieves a 23.18% return, which is significantly lower than IWFV.L's 35.48% return. Over the past 10 years, XDEM.L has outperformed IWFV.L with an annualized return of 17.01%, while IWFV.L has yielded a comparatively lower 13.95% annualized return.

XDEM.L

1D
1.40%
1M
11.96%
YTD
23.18%
6M
24.68%
1Y
36.45%
3Y*
26.71%
5Y*
15.08%
10Y*
17.01%

IWFV.L

1D
0.18%
1M
16.50%
YTD
35.48%
6M
38.78%
1Y
68.86%
3Y*
27.38%
5Y*
17.65%
10Y*
13.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEM.L vs. IWFV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDEM.L
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		23.18%12.52%32.87%5.88%-8.06%15.61%24.14%23.37%2.28%20.40%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		35.48%30.69%6.85%13.02%0.95%21.60%-6.91%14.69%-9.34%12.04%

Correlation

The correlation between XDEM.L and IWFV.L is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.75

The correlation between XDEM.L and IWFV.L shifts across timeframes, from 0.63 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.

XDEM.L vs. IWFV.L - Sectors Allocation Comparison

Sectors
XDEM.L
IWFV.L

Technology

34.6%
33.9%

Industrials

20.5%
11.3%

Financial Services

18.9%
14.8%

Communication Services

7.2%
7.6%

Healthcare

6.0%
8.8%

Basic Materials

4.9%
3.0%

Utilities

2.6%
2.5%

Energy

1.8%
3.8%

Consumer Defensive

1.2%
4.5%

Consumer Cyclical

1.2%
7.9%

Real Estate

1.0%
1.8%

Technology

XDEM.L
34.6%
IWFV.L
33.9%

Industrials

XDEM.L
20.5%
IWFV.L
11.3%

Financial Services

XDEM.L
18.9%
IWFV.L
14.8%

Communication Services

XDEM.L
7.2%
IWFV.L
7.6%

Healthcare

XDEM.L
6.0%
IWFV.L
8.8%

Basic Materials

XDEM.L
4.9%
IWFV.L
3.0%

Utilities

XDEM.L
2.6%
IWFV.L
2.5%

Energy

XDEM.L
1.8%
IWFV.L
3.8%

Consumer Defensive

XDEM.L
1.2%
IWFV.L
4.5%

Consumer Cyclical

XDEM.L
1.2%
IWFV.L
7.9%

Real Estate

XDEM.L
1.0%
IWFV.L
1.8%

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Xtrackers MSCI World Momentum Factor UCITS ETF 1C

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with XDEM.L:
XDEM.L vs. XDEV.LXDEM.L vs. XDEM.DEXDEM.L vs. VHVG.LXDEM.L vs. MVOL.LXDEM.L vs. XDEB.LXDEM.L vs. EXCS.LXDEM.L vs. IUMF.L
Often compared with IWFV.L:
IWFV.L vs. OEFIWFV.L vs. VOOIWFV.L vs. IOOIWFV.L vs. IWQU.LIWFV.L vs. VWRA.LIWFV.L vs. SMGB.LIWFV.L vs. IWDA.L

Return for Risk

XDEM.L vs. IWFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEM.L
XDEM.L Risk / Return Rank: 7373
Overall Rank
XDEM.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XDEM.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
XDEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
XDEM.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XDEM.L Martin Ratio Rank: 7979
Martin Ratio Rank
IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDEM.L vs. IWFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). 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.LIWFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.25
5.11

-2.86

Sortino ratioReturn per unit of downside risk
3.31
6.89

-3.58

Omega ratioGain probability vs. loss probability

1.41

1.97

-0.56

Calmar ratioReturn relative to maximum drawdown

4.03

9.68

-5.65

Martin ratioReturn relative to average drawdown

15.69

37.44

-21.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEM.L vs. IWFV.L - Sharpe Ratio Comparison

The current XDEM.L Sharpe Ratio is 2.25, which is lower than the IWFV.L Sharpe Ratio of 5.11. The chart below compares the historical Sharpe Ratios of XDEM.L and IWFV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XDEM.LIWFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

5.11

-2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

1.35

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.92

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.79

+0.18

Drawdowns

XDEM.L vs. IWFV.L - Drawdown Comparison

The maximum XDEM.L drawdown since its inception was -22.42%, smaller than the maximum IWFV.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for XDEM.L and IWFV.L.

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Drawdown Indicators

XDEM.LIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-28.79%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-7.08%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-19.99%

-13.82%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-13.82%

-6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

-28.79%

+6.37%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.99%

-4.38%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.83%

+0.49%

Volatility

XDEM.L vs. IWFV.L - Volatility Comparison

Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a higher volatility of 5.92% compared to iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) at 5.47%. This indicates that XDEM.L's price experiences larger fluctuations and is considered to be riskier than IWFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDEM.LIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

5.47%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

11.17%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

13.42%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

13.09%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

15.10%

+1.70%

XDEM.L vs. IWFV.L - Expense Ratio Comparison

XDEM.L has a 0.25% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.

Dividends

XDEM.L vs. IWFV.L - Dividend Comparison

Neither XDEM.L nor IWFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

XDEM.L and IWFV.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEM.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEM.L is cheaper with a 0.25% expense ratio, compared with 0.30% for IWFV.L.

XDEM.L is categorized as Momentum, while IWFV.L is Global Equities. XDEM.L tracks MSCI World Momentum Index, while IWFV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEM.L and 0.30% for IWFV.L.

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