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

Performance

XDEM.L vs. XDEM.DE - 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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XDEM.L
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
-0.13%12.52%32.87%5.88%-8.06%15.61%24.14%23.37%2.28%20.40%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
0.04%13.71%32.21%6.01%-9.13%16.22%23.10%24.78%2.21%21.03%
Different Trading Currencies

XDEM.L is traded in GBp, while XDEM.DE is traded in EUR. To make them comparable, the XDEM.DE 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 -0.13% return, which is significantly lower than XDEM.DE's 0.04% return. Both investments have delivered pretty close results over the past 10 years, with XDEM.L having a 14.59% annualized return and XDEM.DE not far ahead at 14.66%.


XDEM.L

1D
4.37%
1M
-3.13%
YTD
-0.13%
6M
1.32%
1Y
17.25%
3Y*
18.03%
5Y*
10.79%
10Y*
14.59%

XDEM.DE

1D
4.79%
1M
-2.46%
YTD
0.04%
6M
1.91%
1Y
18.09%
3Y*
18.23%
5Y*
10.93%
10Y*
14.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both XDEM.L and XDEM.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XDEM.L vs. XDEM.DE — 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: 5757
Overall Rank
XDEM.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XDEM.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDEM.L Omega Ratio Rank: 4848
Omega Ratio Rank
XDEM.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XDEM.L Martin Ratio Rank: 6666
Martin Ratio Rank

XDEM.DE
XDEM.DE Risk / Return Rank: 3939
Overall Rank
XDEM.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 4848
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. XDEM.DE - 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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.


XDEM.LXDEM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.94

0.00

Sortino ratio

Return per unit of downside risk

1.44

1.43

0.00

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.85

2.02

-0.17

Martin ratio

Return relative to average drawdown

7.03

7.46

-0.43

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

The current XDEM.L Sharpe Ratio is 0.95, which is comparable to the XDEM.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XDEM.L and XDEM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDEM.LXDEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.94

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.64

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.89

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.90

-0.04

Correlation

The correlation between XDEM.L and XDEM.DE is 0.83, 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.


Dividends

XDEM.L vs. XDEM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XDEM.L vs. XDEM.DE - Drawdown Comparison

The maximum XDEM.L drawdown since its inception was -22.42%, roughly equal to the maximum XDEM.DE drawdown of -23.21%. Use the drawdown chart below to compare losses from any high point for XDEM.L and XDEM.DE.


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Drawdown Indicators


XDEM.LXDEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-30.93%

+8.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-13.49%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-23.51%

+3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

-30.93%

+8.51%

Current Drawdown

Current decline from peak

-4.44%

-4.76%

+0.32%

Average Drawdown

Average peak-to-trough decline

-5.05%

-6.06%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.55%

-0.18%

Volatility

XDEM.L vs. XDEM.DE - Volatility Comparison

Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) have volatilities of 7.57% and 7.71%, 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.


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Volatility by Period


XDEM.LXDEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

7.71%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

13.01%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

19.17%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

16.83%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

17.77%

-1.11%