XG7S.DE vs. IWFM.L
XG7S.DE (Xtrackers Global Government Bond UCITS ETF 5C) and IWFM.L (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - XG7S.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while IWFM.L is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, XG7S.DE returned -1.22%/yr vs 14.12%/yr for IWFM.L. At a 0.09 correlation, their price movements are largely independent. XG7S.DE charges 0.20%/yr vs 0.25%/yr for IWFM.L.
Performance
XG7S.DE vs. IWFM.L - Performance Comparison
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Different Trading Currencies
XG7S.DE is traded in EUR, while IWFM.L is traded in GBp. To make them comparable, the IWFM.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XG7S.DE achieves a 0.91% return, which is significantly lower than IWFM.L's 18.20% return. Over the past 10 years, XG7S.DE has underperformed IWFM.L with an annualized return of -1.22%, while IWFM.L has yielded a comparatively higher 14.12% annualized return.
XG7S.DE
- 1D
- 0.07%
- 1M
- 0.17%
- 6M
- 0.15%
- YTD
- 0.91%
- 1Y
- 1.18%
- 3Y*
- 0.38%
- 5Y*
- -2.85%
- 10Y*
- -1.22%
IWFM.L
- 1D
- -1.56%
- 1M
- -6.98%
- 6M
- 12.59%
- YTD
- 18.20%
- 1Y
- 26.11%
- 3Y*
- 24.05%
- 5Y*
- 13.15%
- 10Y*
- 14.12%
XG7S.DE vs. IWFM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 0.91% | -4.70% | 2.17% | 1.03% | -13.47% | 0.52% | 0.56% | 7.95% | 3.41% | -5.58% |
IWFM.L iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 18.20% | 6.84% | 39.02% | 8.09% | -12.94% | 23.09% | 17.41% | 31.09% | 0.37% | 15.66% |
Correlation
The correlation between XG7S.DE and IWFM.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.09 |
The correlation between XG7S.DE and IWFM.L shifts across timeframes, from 0.01 (5 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XG7S.DE vs. IWFM.L — Risk / Return Rank
XG7S.DE
IWFM.L
XG7S.DE vs. IWFM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L). 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.
| XG7S.DE | IWFM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.24 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 2.63 | -2.22 |
| Martin ratioReturn relative to average drawdown | 0.88 | 9.46 | -8.58 |
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Drawdowns
XG7S.DE vs. IWFM.L - Drawdown Comparison
The maximum XG7S.DE drawdown since its inception was -21.08%, smaller than the maximum IWFM.L drawdown of -42.85%. Use the drawdown chart below to compare losses from any high point for XG7S.DE and IWFM.L.
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Drawdown Indicators
| XG7S.DE | IWFM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.08% | -42.85% | +21.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -9.87% | +7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -23.13% | +15.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -23.13% | +4.93% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | -30.30% | +9.22% |
Current DrawdownCurrent decline from peak | -18.56% | -9.87% | -8.69% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -10.12% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 2.75% | -1.40% |
Volatility
XG7S.DE vs. IWFM.L - Volatility Comparison
The current volatility for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) is 1.24%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) has a volatility of 8.66%. This indicates that XG7S.DE experiences smaller price fluctuations and is considered to be less risky than IWFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XG7S.DE | IWFM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 8.66% | -7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 16.85% | -13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.53% | 19.46% | -14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.44% | 22.54% | -16.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 20.11% | -14.36% |
XG7S.DE vs. IWFM.L - Expense Ratio Comparison
XG7S.DE has a 0.20% expense ratio, which is lower than IWFM.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XG7S.DE vs. IWFM.L - Dividend Comparison
Neither XG7S.DE nor IWFM.L has paid dividends to shareholders.
Frequently Asked Questions
XG7S.DE and IWFM.L 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, XG7S.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XG7S.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IWFM.L.
XG7S.DE is categorized as Global Bonds, while IWFM.L is Momentum. XG7S.DE tracks Bloomberg Global Aggregate TR USD, while IWFM.L tracks MSCI World Momentum Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XG7S.DE and 0.25% for IWFM.L.
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