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XGVD.DE vs. IWMO.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGVD.DE vs. IWMO.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XGVD.DE achieves a -1.14% return, which is significantly lower than IWMO.MI's 19.38% return. Over the past 10 years, XGVD.DE has underperformed IWMO.MI with an annualized return of -1.18%, while IWMO.MI has yielded a comparatively higher 14.26% annualized return.


XGVD.DE

1D
0.12%
1M
-0.76%
6M
-1.06%
YTD
-1.14%
1Y
0.01%
3Y*
0.64%
5Y*
-2.82%
10Y*
-1.18%

IWMO.MI

1D
0.00%
1M
-5.50%
6M
14.41%
YTD
19.38%
1Y
28.15%
3Y*
24.59%
5Y*
13.46%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGVD.DE vs. IWMO.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
-1.14%1.49%-0.44%3.58%-15.11%-3.15%4.33%4.52%-0.57%-0.09%
IWMO.MI
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
19.38%8.04%39.23%7.91%-13.96%24.82%17.08%31.14%0.40%16.05%

Correlation

The correlation between XGVD.DE and IWMO.MI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2015

-0.05

The correlation between XGVD.DE and IWMO.MI shifts across timeframes, from -0.05 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGVD.DE vs. IWMO.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XGVD.DE
XGVD.DE Risk / Return Rank: 1010
Overall Rank
XGVD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XGVD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XGVD.DE Omega Ratio Rank: 99
Omega Ratio Rank
XGVD.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XGVD.DE Martin Ratio Rank: 1010
Martin Ratio Rank

IWMO.MI
IWMO.MI Risk / Return Rank: 6363
Overall Rank
IWMO.MI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IWMO.MI Sortino Ratio Rank: 5656
Sortino Ratio Rank
IWMO.MI Omega Ratio Rank: 5454
Omega Ratio Rank
IWMO.MI Calmar Ratio Rank: 7777
Calmar Ratio Rank
IWMO.MI Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XGVD.DE vs. IWMO.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI). 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.


XGVD.DEIWMO.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.00

1.27

-0.27

Calmar ratioReturn relative to maximum drawdown

0.00

3.14

-3.14

Martin ratioReturn relative to average drawdown

0.00

10.35

-10.35

XGVD.DE vs. IWMO.MI - Sharpe Ratio Comparison

The current XGVD.DE Sharpe Ratio is 0.00, which is lower than the IWMO.MI Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XGVD.DE and IWMO.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XGVD.DE vs. IWMO.MI - Drawdown Comparison

The maximum XGVD.DE drawdown since its inception was -21.37%, smaller than the maximum IWMO.MI drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for XGVD.DE and IWMO.MI.


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Drawdown Indicators


XGVD.DEIWMO.MIDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-31.03%

+9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-9.04%

+5.51%

Max Drawdown (3Y)

Largest decline over 3 years

-4.33%

-23.45%

+19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-23.45%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-31.03%

+9.66%

Current Drawdown

Current decline from peak

-16.13%

-8.35%

-7.78%

Average Drawdown

Average peak-to-trough decline

-6.53%

-5.83%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

2.73%

-1.23%

Volatility

XGVD.DE vs. IWMO.MI - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) is 1.05%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) has a volatility of 8.46%. This indicates that XGVD.DE experiences smaller price fluctuations and is considered to be less risky than IWMO.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGVD.DEIWMO.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

8.46%

-7.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

16.70%

-13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

19.50%

-15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.99%

17.79%

-12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.30%

17.79%

-13.49%

XGVD.DE vs. IWMO.MI - Expense Ratio Comparison

Both XGVD.DE and IWMO.MI 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

XGVD.DE vs. IWMO.MI - Dividend Comparison

XGVD.DE's dividend yield for the trailing twelve months is around 2.74%, while IWMO.MI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IWMO.MI
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
2.74%2.55%2.71%1.79%2.86%1.60%1.01%0.89%0.65%0.00%0.93%0.70%

Frequently Asked Questions


XGVD.DE and IWMO.MI have a correlation of 0.19, 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.

XGVD.DE and IWMO.MI have the same expense ratio: 0.25% per year.

XGVD.DE is categorized as Global Bonds, while IWMO.MI is Momentum. XGVD.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged), while IWMO.MI tracks MSCI World Momentum Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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