XDEM.L vs. XUCS.DE
XDEM.L (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and XUCS.DE (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) are both exchange-traded funds - XDEM.L is a Momentum fund tracking the MSCI World Momentum Index, while XUCS.DE is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples. Both are passively managed. Over the past 5 years, XDEM.L returned 14.45%/yr vs 8.28%/yr for XUCS.DE. At a 0.35 correlation, their price movements are largely independent. XDEM.L charges 0.25%/yr vs 0.12%/yr for XUCS.DE.
Performance
XDEM.L vs. XUCS.DE - Performance Comparison
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Different Trading Currencies
XDEM.L is traded in GBp, while XUCS.DE is traded in EUR. To make them comparable, the XUCS.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 20.43% return, which is significantly higher than XUCS.DE's 7.09% return.
XDEM.L
- 1D
- 0.58%
- 1M
- 5.51%
- YTD
- 20.43%
- 6M
- 19.66%
- 1Y
- 32.95%
- 3Y*
- 26.16%
- 5Y*
- 14.45%
- 10Y*
- 16.65%
XUCS.DE
- 1D
- 0.16%
- 1M
- -2.31%
- YTD
- 7.09%
- 6M
- 7.00%
- 1Y
- 5.13%
- 3Y*
- 5.73%
- 5Y*
- 8.28%
- 10Y*
- —
XDEM.L vs. XUCS.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 | 20.43% | 12.52% | 32.87% | 5.88% | -8.06% | 15.61% | 24.14% | 23.37% | 2.28% | 9.36% |
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 7.09% | -3.18% | 16.18% | -3.74% | 11.28% | 18.57% | 5.13% | 23.09% | -3.32% | 5.27% |
Correlation
The correlation between XDEM.L and XUCS.DE is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.35 |
The correlation between XDEM.L and XUCS.DE shifts across timeframes, from -0.12 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.L vs. XUCS.DE — Risk / Return Rank
XDEM.L
XUCS.DE
XDEM.L vs. XUCS.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 USA Consumer Staples UCITS ETF 1D (XUCS.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 | XUCS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.05 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 0.41 | +3.23 |
| Martin ratioReturn relative to average drawdown | 14.15 | 0.99 | +13.16 |
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 | XUCS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 0.26 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.60 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.56 | -0.23 |
Drawdowns
XDEM.L vs. XUCS.DE - Drawdown Comparison
The maximum XDEM.L drawdown since its inception was -44.39%, which is greater than XUCS.DE's maximum drawdown of -15.90%. Use the drawdown chart below to compare losses from any high point for XDEM.L and XUCS.DE.
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Drawdown Indicators
| XDEM.L | XUCS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.39% | -15.90% | -28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -8.79% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -11.60% | -9.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -12.19% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -23.38% | — | — |
Current DrawdownCurrent decline from peak | -2.24% | -6.96% | +4.72% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -4.42% | -8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 3.69% | -1.37% |
Volatility
XDEM.L vs. XUCS.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) have volatilities of 6.04% and 6.20%, 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 | XUCS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.20% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 11.61% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 14.15% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 13.57% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.31% | 14.76% | +7.55% |
XDEM.L vs. XUCS.DE - Expense Ratio Comparison
XDEM.L has a 0.25% expense ratio, which is higher than XUCS.DE'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. XUCS.DE - Dividend Comparison
XDEM.L has not paid dividends to shareholders, while XUCS.DE's dividend yield for the trailing twelve months is around 1.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 1.94% | 2.17% | 2.09% | 3.35% | 3.11% | 1.88% | 3.02% | 2.37% | 0.78% |
Frequently Asked Questions
XDEM.L and XUCS.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEM.L.
XDEM.L is categorized as Momentum, while XUCS.DE is Consumer Staples Equities. XDEM.L tracks MSCI World Momentum Index, while XUCS.DE tracks MSCI USA Consumer Staples. They also come from different issuers: DWS and Xtrackers. Their fees differ too: 0.25% for XDEM.L and 0.12% for XUCS.DE.
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