XDEM.L vs. TI5G.L
XDEM.L (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - XDEM.L is a Momentum fund tracking the MSCI World Momentum Index, while TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, XDEM.L returned 15.08%/yr vs 2.88%/yr for TI5G.L. At a 0.01 correlation, their price movements are largely independent. XDEM.L charges 0.25%/yr vs 0.12%/yr for TI5G.L.
Performance
XDEM.L vs. TI5G.L - Performance Comparison
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Different Trading Currencies
XDEM.L is traded in GBp, while TI5G.L is traded in GBP. To make them comparable, the TI5G.L 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 TI5G.L's 2.03% 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%
TI5G.L
- 1D
- -0.05%
- 1M
- -0.13%
- YTD
- 2.03%
- 6M
- 2.04%
- 1Y
- 4.34%
- 3Y*
- 4.91%
- 5Y*
- 2.88%
- 10Y*
- —
XDEM.L vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -1.31% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.03% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
Correlation
The correlation between XDEM.L and TI5G.L is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.01 |
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Return for Risk
XDEM.L vs. TI5G.L — Risk / Return Rank
XDEM.L
TI5G.L
XDEM.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.L | TI5G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 5.21 | -1.18 |
| Martin ratioReturn relative to average drawdown | 15.69 | 17.29 | -1.60 |
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.L | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.66 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.94 | -0.02 |
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 | 0.88 | +0.09 |
Drawdowns
XDEM.L vs. TI5G.L - Drawdown Comparison
The maximum XDEM.L drawdown since its inception was -22.42%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for XDEM.L and TI5G.L.
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Drawdown Indicators
| XDEM.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -5.63% | -16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -0.83% | -8.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.99% | -1.55% | -18.44% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -5.63% | -14.50% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -1.02% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.25% | +2.07% |
Volatility
XDEM.L vs. TI5G.L - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a higher volatility of 5.92% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.60%. This indicates that XDEM.L's price experiences larger fluctuations and is considered to be riskier than TI5G.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.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 0.60% | +5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.77% | 1.69% | +12.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 2.60% | +13.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 3.08% | +13.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 3.23% | +13.57% |
XDEM.L vs. TI5G.L - Expense Ratio Comparison
XDEM.L has a 0.25% expense ratio, which is higher than TI5G.L's 0.12% 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.L vs. TI5G.L - Dividend Comparison
XDEM.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% |
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% |
Frequently Asked Questions
XDEM.L and TI5G.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TI5G.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TI5G.L is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEM.L.
XDEM.L is categorized as Momentum, while TI5G.L is Inflation-Protected Bonds. XDEM.L tracks MSCI World Momentum Index, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEM.L and 0.12% for TI5G.L.
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