XDEM.L vs. POWWP

Last updated Jun 4, 2026

XDEM.L (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) is Momentum fund tracking the MSCI World Momentum Index, while POWWP (AMMO, Inc.) is a stock. Over the past 5 years, XDEM.L returned 15.08%/yr vs 8.57%/yr for POWWP. At a 0.07 correlation, their price movements are largely independent.

Performance

XDEM.L vs. POWWP - 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 AMMO, Inc. (POWWP). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XDEM.L is traded in GBp, while POWWP is traded in USD. To make them comparable, the POWWP values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEM.L achieves a 23.18% return, which is significantly higher than POWWP's 5.86% 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%

POWWP

• 1D: -0.99%
• 1M: -0.42%
• YTD: 5.86%
• 6M: 3.39%
• 1Y: 17.53%
• 3Y*: 5.61%
• 5Y*: 8.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEM.L vs. POWWP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C	23.18%	12.52%	32.87%	5.88%	-8.06%	15.67%
POWWP AMMO, Inc.	5.86%	24.14%	-14.05%	4.55%	10.43%	19.09%

Correlation

The correlation between XDEM.L and POWWP is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since May 24, 2021	0.07

Return for Risk

XDEM.L vs. POWWP — 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: 73
XDEM.L Sharpe Ratio Rank: 67
XDEM.L Sortino Ratio Rank: 72
XDEM.L Omega Ratio Rank: 67
XDEM.L Calmar Ratio Rank: 78
XDEM.L Martin Ratio Rank: 79

POWWP

POWWP Risk / Return Rank: 74
POWWP Sharpe Ratio Rank: 72
POWWP Sortino Ratio Rank: 64
POWWP Omega Ratio Rank: 71
POWWP Calmar Ratio Rank: 78
POWWP Martin Ratio Rank: 85

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. POWWP - 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 AMMO, Inc. (POWWP). 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.L	POWWP	Difference
Sharpe ratio: Return per unit of total volatility	2.25	0.97	+1.28
Sortino ratio: Return per unit of downside risk	3.31	1.40	+1.92
Omega ratio: Gain probability vs. loss probability	1.41	1.20	+0.21
Calmar ratio: Return relative to maximum drawdown	4.03	1.99	+2.04
Martin ratio: Return relative to average drawdown	15.69	6.51	+9.18
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. POWWP - Sharpe Ratio Comparison

The current XDEM.L Sharpe Ratio is 2.25, which is higher than the POWWP Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of XDEM.L and POWWP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDEM.L	POWWP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	0.97	+1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.33	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.97	0.35	+0.62

Drawdowns

XDEM.L vs. POWWP - Drawdown Comparison

The maximum XDEM.L drawdown since its inception was -22.42%, smaller than the maximum POWWP drawdown of -32.35%. Use the drawdown chart below to compare losses from any high point for XDEM.L and POWWP.

Drawdown Indicators

	XDEM.L	POWWP	Difference
Max Drawdown Largest peak-to-trough decline	-22.42%	-32.35%	+9.93%
Max Drawdown (1Y) Largest decline over 1 year	-9.01%	-8.87%	-0.14%
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	-32.35%	+12.36%
Max Drawdown (5Y) Largest decline over 5 years	-20.13%	-32.35%	+12.22%
Max Drawdown (10Y) Largest decline over 10 years	-22.42%	—	—
Current Drawdown Current decline from peak	0.00%	-3.00%	+3.00%
Average Drawdown Average peak-to-trough decline	-4.99%	-7.51%	+2.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	2.70%	-0.38%

Volatility

XDEM.L vs. POWWP - Volatility Comparison

Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a higher volatility of 5.92% compared to AMMO, Inc. (POWWP) at 2.67%. This indicates that XDEM.L's price experiences larger fluctuations and is considered to be riskier than POWWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDEM.L	POWWP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	2.67%	+3.25%
Volatility (6M) Calculated over the trailing 6-month period	13.77%	8.04%	+5.73%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	18.32%	-2.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.41%	26.32%	-9.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.80%	26.32%	-9.52%

Dividends

XDEM.L vs. POWWP - Dividend Comparison

XDEM.L has not paid dividends to shareholders, while POWWP's dividend yield for the trailing twelve months is around 9.10%.

Position	TTM	2025	2024	2023	2022	2021
POWWP AMMO, Inc.	9.10%	9.17%	11.38%	8.73%	8.80%	4.53%
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDEM.L and POWWP in my portfolio?

XDEM.L and POWWP have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.