XMWX.L vs. IMTM
Compare and contrast key facts about Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) and iShares MSCI Intl Momentum Factor ETF (IMTM).
XMWX.L and IMTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMWX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World ex USA Index. It was launched on Jun 3, 2024. IMTM is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Momentum. It was launched on Jan 13, 2015. Both XMWX.L and IMTM 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
XMWX.L vs. IMTM - Performance Comparison
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XMWX.L vs. IMTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C | 3.39% | 23.16% | -1.64% |
IMTM iShares MSCI Intl Momentum Factor ETF | 2.81% | 34.50% | -5.14% |
Returns By Period
In the year-to-date period, XMWX.L achieves a 3.39% return, which is significantly higher than IMTM's 2.81% return.
XMWX.L
- 1D
- 2.66%
- 1M
- -3.77%
- YTD
- 3.39%
- 6M
- 8.68%
- 1Y
- 22.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMTM
- 1D
- 2.71%
- 1M
- -4.97%
- YTD
- 2.81%
- 6M
- 6.58%
- 1Y
- 28.91%
- 3Y*
- 19.00%
- 5Y*
- 8.35%
- 10Y*
- 9.75%
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XMWX.L vs. IMTM - Expense Ratio Comparison
XMWX.L has a 0.15% expense ratio, which is lower than IMTM's 0.30% expense ratio.
Return for Risk
XMWX.L vs. IMTM — Risk / Return Rank
XMWX.L
IMTM
XMWX.L vs. IMTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) and iShares MSCI Intl Momentum Factor ETF (IMTM). 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.
| XMWX.L | IMTM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.54 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.21 | 2.14 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.30 | +0.06 |
Martin ratioReturn relative to average drawdown | 9.26 | 9.17 | +0.09 |
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
| XMWX.L | IMTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.54 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.47 | +0.75 |
Correlation
The correlation between XMWX.L and IMTM is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XMWX.L vs. IMTM - Dividend Comparison
XMWX.L has not paid dividends to shareholders, while IMTM's dividend yield for the trailing twelve months is around 4.57%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMTM iShares MSCI Intl Momentum Factor ETF | 4.57% | 4.70% | 2.93% | 2.29% | 2.68% | 2.51% | 0.97% | 2.13% | 2.36% | 1.92% | 2.75% | 1.56% |
Drawdowns
XMWX.L vs. IMTM - Drawdown Comparison
The maximum XMWX.L drawdown since its inception was -12.53%, smaller than the maximum IMTM drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for XMWX.L and IMTM.
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Drawdown Indicators
| XMWX.L | IMTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.53% | -32.66% | +20.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -12.85% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.66% | — |
Current DrawdownCurrent decline from peak | -5.53% | -7.08% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -7.53% | +5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.22% | -0.74% |
Volatility
XMWX.L vs. IMTM - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) is 5.97%, while iShares MSCI Intl Momentum Factor ETF (IMTM) has a volatility of 9.33%. This indicates that XMWX.L experiences smaller price fluctuations and is considered to be less risky than IMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMWX.L | IMTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 9.33% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 13.15% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 18.92% | -5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.38% | 17.45% | -5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.38% | 17.51% | -5.13% |