XMAW.DE vs. CEMR.DE
Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE).
XMAW.DE and CEMR.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMAW.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 10, 2014. CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015. Both XMAW.DE and CEMR.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.
Performance
XMAW.DE vs. CEMR.DE - Performance Comparison
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XMAW.DE vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | -1.63% | 8.98% | 25.39% | 19.46% | -15.01% | 28.71% | 5.50% | 30.15% | -6.20% | 9.14% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 1.92% | 27.17% | 20.01% | 12.79% | -15.33% | 22.25% | 10.74% | 31.66% | -10.73% | 11.48% |
Returns By Period
In the year-to-date period, XMAW.DE achieves a -1.62% return, which is significantly lower than CEMR.DE's 1.92% return. Both investments have delivered pretty close results over the past 10 years, with XMAW.DE having a 11.22% annualized return and CEMR.DE not far behind at 11.15%.
XMAW.DE
- 1D
- 2.46%
- 1M
- -3.59%
- YTD
- -1.62%
- 6M
- 2.05%
- 1Y
- 13.39%
- 3Y*
- 14.94%
- 5Y*
- 9.73%
- 10Y*
- 11.22%
CEMR.DE
- 1D
- 4.34%
- 1M
- -3.55%
- YTD
- 1.92%
- 6M
- 6.55%
- 1Y
- 18.58%
- 3Y*
- 18.61%
- 5Y*
- 11.24%
- 10Y*
- 11.15%
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XMAW.DE vs. CEMR.DE - Expense Ratio Comparison
Both XMAW.DE and CEMR.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%.
Return for Risk
XMAW.DE vs. CEMR.DE — Risk / Return Rank
XMAW.DE
CEMR.DE
XMAW.DE vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.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.
| XMAW.DE | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.97 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.41 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.62 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.31 | 6.01 | +0.30 |
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
| XMAW.DE | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.97 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.68 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.68 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.59 | +0.11 |
Correlation
The correlation between XMAW.DE and CEMR.DE is 0.77, 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.
Dividends
XMAW.DE vs. CEMR.DE - Dividend Comparison
Neither XMAW.DE nor CEMR.DE has paid dividends to shareholders.
Drawdowns
XMAW.DE vs. CEMR.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, which is greater than CEMR.DE's maximum drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and CEMR.DE.
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Drawdown Indicators
| XMAW.DE | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -31.78% | -1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.45% | -12.36% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | -23.73% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | -31.78% | -1.71% |
Current DrawdownCurrent decline from peak | -4.55% | -6.19% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -6.08% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 3.16% | -1.02% |
Volatility
XMAW.DE vs. CEMR.DE - Volatility Comparison
The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) is 4.91%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a volatility of 8.81%. This indicates that XMAW.DE experiences smaller price fluctuations and is considered to be less risky than CEMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMAW.DE | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 8.81% | -3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 13.34% | -4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 19.14% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 16.23% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 16.33% | -1.07% |