XDWS.DE vs. XDEM.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - XDWS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.93%/yr vs 16.40%/yr for XDEM.DE. A 0.55 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDWS.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 10.89% return, which is significantly lower than XDEM.DE's 26.95% return. Over the past 10 years, XDWS.DE has underperformed XDEM.DE with an annualized return of 5.93%, while XDEM.DE has yielded a comparatively higher 16.40% annualized return.
XDWS.DE
- 1D
- 0.68%
- 1M
- 2.46%
- YTD
- 10.89%
- 6M
- 11.80%
- 1Y
- 11.27%
- 3Y*
- 5.79%
- 5Y*
- 6.11%
- 10Y*
- 5.93%
XDEM.DE
- 1D
- -1.61%
- 1M
- 5.73%
- YTD
- 26.95%
- 6M
- 26.90%
- 1Y
- 37.94%
- 3Y*
- 27.76%
- 5Y*
- 14.90%
- 10Y*
- 16.40%
XDWS.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 10.89% | -3.35% | 12.59% | -1.54% | -0.07% | 22.38% | -1.93% | 25.90% | -5.86% | 2.82% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 26.95% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 16.07% |
Correlation
The correlation between XDWS.DE and XDEM.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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.55 |
The correlation between XDWS.DE and XDEM.DE shifts across timeframes, from -0.11 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWS.DE vs. XDEM.DE — Risk / Return Rank
XDWS.DE
XDEM.DE
XDWS.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
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.
| XDWS.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.38 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 4.19 | -2.91 |
| Martin ratioReturn relative to average drawdown | 2.81 | 15.91 | -13.10 |
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Drawdowns
XDWS.DE vs. XDEM.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -36.24%, which is greater than XDEM.DE's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XDEM.DE.
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Drawdown Indicators
| XDWS.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -30.94% | -5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -9.01% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -23.51% | +11.61% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | -23.51% | +11.06% |
Max Drawdown (10Y)Largest decline over 10 years | -24.41% | -30.94% | +6.53% |
Current DrawdownCurrent decline from peak | -1.89% | -2.84% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -7.38% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 2.38% | +1.62% |
Volatility
XDWS.DE vs. XDEM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) is 4.51%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 7.24%. This indicates that XDWS.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWS.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 7.24% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 15.12% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 17.98% | -5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 17.52% | -6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 18.13% | -4.81% |
XDWS.DE vs. XDEM.DE - Expense Ratio Comparison
Both XDWS.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%.
Dividends
XDWS.DE vs. XDEM.DE - Dividend Comparison
Neither XDWS.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and XDEM.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.
XDWS.DE and XDEM.DE have the same expense ratio: 0.25% per year.
XDWS.DE is categorized as Consumer Staples Equities, while XDEM.DE is Momentum. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: Xtrackers and DWS.
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