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XDEM.L vs. TI5G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEM.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). The values are adjusted to include any dividend payments, if applicable.

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

XDEM.L vs. TI5G.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

TI5G.L
TI5G.L Risk / Return Rank: 6464
Overall Rank
TI5G.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 4949
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 8484
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. 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.LTI5G.LDifference
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

XDEM.L vs. TI5G.L - Sharpe Ratio Comparison

The current XDEM.L Sharpe Ratio is 2.25, which is higher than the TI5G.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XDEM.L and TI5G.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.LTI5G.LDifference

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.LTI5G.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.13%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.99%

-1.02%

-3.97%

Ulcer Index

Depth 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.LTI5G.LDifference

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%.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for XDEM.L and TI5G.L

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