XDEM.L vs. XDWS.DE
XDEM.L (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both exchange-traded funds - XDEM.L is a Momentum fund tracking the MSCI World Momentum Index, while XDWS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, XDEM.L returned 16.99%/yr vs 6.80%/yr for XDWS.DE. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XDEM.L vs. XDWS.DE - Performance Comparison
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Different Trading Currencies
XDEM.L is traded in GBp, while XDWS.DE is traded in EUR. To make them comparable, the XDWS.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 22.89% return, which is significantly higher than XDWS.DE's 7.55% return. Over the past 10 years, XDEM.L has outperformed XDWS.DE with an annualized return of 16.99%, while XDWS.DE has yielded a comparatively lower 6.80% annualized return.
XDEM.L
- 1D
- 3.50%
- 1M
- 4.54%
- YTD
- 22.89%
- 6M
- 24.05%
- 1Y
- 36.73%
- 3Y*
- 26.27%
- 5Y*
- 14.97%
- 10Y*
- 16.99%
XDWS.DE
- 1D
- -0.31%
- 1M
- 1.01%
- YTD
- 7.55%
- 6M
- 6.95%
- 1Y
- 7.48%
- 3Y*
- 5.27%
- 5Y*
- 5.87%
- 10Y*
- 6.80%
XDEM.L vs. XDWS.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 | 22.89% | 12.52% | 32.87% | 5.88% | -8.06% | 15.61% | 24.14% | 23.37% | 2.28% | 20.40% |
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 7.55% | 1.68% | 7.68% | -3.50% | 5.40% | 13.75% | 3.60% | 19.35% | -4.53% | 7.21% |
Correlation
The correlation between XDEM.L and XDWS.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.49 |
The correlation between XDEM.L and XDWS.DE shifts across timeframes, from -0.11 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.L vs. XDWS.DE — Risk / Return Rank
XDEM.L
XDWS.DE
XDEM.L vs. XDWS.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 Consumer Staples UCITS ETF 1C (XDWS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEM.L | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.11 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 0.79 | +3.27 |
| Martin ratioReturn relative to average drawdown | 15.41 | 1.83 | +13.58 |
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Drawdowns
XDEM.L vs. XDWS.DE - Drawdown Comparison
The maximum XDEM.L drawdown since its inception was -44.39%, which is greater than XDWS.DE's maximum drawdown of -37.53%. Use the drawdown chart below to compare losses from any high point for XDEM.L and XDWS.DE.
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Drawdown Indicators
| XDEM.L | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.39% | -37.53% | -6.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -9.42% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -9.42% | -11.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -11.13% | -10.04% |
Max Drawdown (10Y)Largest decline over 10 years | -23.38% | -24.22% | +0.84% |
Current DrawdownCurrent decline from peak | -0.24% | -5.11% | +4.87% |
Average DrawdownAverage peak-to-trough decline | -12.46% | -8.24% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 4.07% | -1.69% |
Volatility
XDEM.L vs. XDWS.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a higher volatility of 7.17% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 4.78%. This indicates that XDEM.L's price experiences larger fluctuations and is considered to be riskier than XDWS.DE 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 | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 4.78% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.67% | 10.41% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 12.39% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.59% | 11.63% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 13.87% | +8.48% |
XDEM.L vs. XDWS.DE - Expense Ratio Comparison
Both XDEM.L and XDWS.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%.
Dividends
XDEM.L vs. XDWS.DE - Dividend Comparison
Neither XDEM.L nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.L and XDWS.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.L and XDWS.DE have the same expense ratio: 0.25% per year.
XDEM.L is categorized as Momentum, while XDWS.DE is Consumer Staples Equities. XDEM.L tracks MSCI World Momentum Index, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: DWS and Xtrackers.
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