XDEQ.DE vs. XDEM.DE
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE).
XDEQ.DE 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. XDEQ.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. XDEM.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both XDEQ.DE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEQ.DE or XDEM.DE.
Key characteristics
| XDEQ.DE | XDEM.DE | |
|---|---|---|
| YTD Return | 25.04% | 38.24% |
| 1Y Return | 32.02% | 44.79% |
| 3Y Return (Ann) | 9.53% | 8.62% |
| 5Y Return (Ann) | 13.42% | 13.91% |
| 10Y Return (Ann) | 14.34% | 16.71% |
| Sharpe Ratio | 2.69 | 2.57 |
| Sortino Ratio | 3.65 | 3.24 |
| Omega Ratio | 1.52 | 1.50 |
| Calmar Ratio | 3.86 | 2.98 |
| Martin Ratio | 16.70 | 12.13 |
| Ulcer Index | 1.82% | 3.54% |
| Daily Std Dev | 11.27% | 16.65% |
| Max Drawdown | -32.16% | -30.93% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDEQ.DE and XDEM.DE is 0.76, 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.
Performance
XDEQ.DE vs. XDEM.DE - Performance Comparison
In the year-to-date period, XDEQ.DE achieves a 25.04% return, which is significantly lower than XDEM.DE's 38.24% return. Over the past 10 years, XDEQ.DE has underperformed XDEM.DE with an annualized return of 14.34%, while XDEM.DE has yielded a comparatively higher 16.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDEQ.DE vs. XDEM.DE - Expense Ratio Comparison
Both XDEQ.DE 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%.
Risk-Adjusted Performance
XDEQ.DE vs. XDEM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) 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.
Dividends
XDEQ.DE vs. XDEM.DE - Dividend Comparison
Neither XDEQ.DE nor XDEM.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
XDEM.DE 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% | 0.00% | 0.63% |
Drawdowns
XDEQ.DE vs. XDEM.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, roughly equal to the maximum XDEM.DE drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XDEM.DE. For additional features, visit the drawdowns tool.
Volatility
XDEQ.DE vs. XDEM.DE - Volatility Comparison
Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) have volatilities of 2.87% and 2.77%, 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.