XDEM.L vs. XDEM.DE
Compare and contrast key facts about Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE).
XDEM.L and XDEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEM.L is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. XDEM.DE is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both XDEM.L and XDEM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDEM.L vs. XDEM.DE - Performance Comparison
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XDEM.L vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
XDEM.L
XDEM.DE
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.L | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.94 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.43 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.02 | -0.17 |
Martin ratioReturn relative to average drawdown | 7.03 | 7.46 | -0.43 |
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 | XDEM.DE | Difference | |
|---|---|---|---|
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.
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.L | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.44% | -4.76% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -6.06% | +1.01% |
Ulcer IndexDepth 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.L | XDEM.DE | Difference | |
|---|---|---|---|
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% |