XNZE.DE vs. XDEM.DE
Compare and contrast key facts about Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE).
XNZE.DE and XDEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNZE.DE is a passively managed fund by DWS that tracks the performance of the MSCI EMU NR EUR. It was launched on Feb 17, 2022. XDEM.DE is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both XNZE.DE and XDEM.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
XNZE.DE vs. XDEM.DE - Performance Comparison
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XNZE.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XNZE.DE Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C | -3.50% | 13.33% | 5.47% | 20.66% | -1.63% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | -0.64% | 8.09% | 38.24% | 8.17% | -4.74% |
Returns By Period
In the year-to-date period, XNZE.DE achieves a -3.50% return, which is significantly lower than XDEM.DE's -0.64% return.
XNZE.DE
- 1D
- -0.58%
- 1M
- -2.53%
- YTD
- -3.50%
- 6M
- -2.61%
- 1Y
- 5.13%
- 3Y*
- 7.38%
- 5Y*
- —
- 10Y*
- —
XDEM.DE
- 1D
- -0.39%
- 1M
- -0.66%
- YTD
- -0.64%
- 6M
- 1.09%
- 1Y
- 11.95%
- 3Y*
- 17.67%
- 5Y*
- 10.25%
- 10Y*
- 13.63%
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XNZE.DE vs. XDEM.DE - Expense Ratio Comparison
XNZE.DE has a 0.15% expense ratio, which is lower than XDEM.DE'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%.
Return for Risk
XNZE.DE vs. XDEM.DE — Risk / Return Rank
XNZE.DE
XDEM.DE
XNZE.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.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.
| XNZE.DE | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.60 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.53 | 0.97 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.13 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.00 | -1.26 |
Martin ratioReturn relative to average drawdown | 2.60 | 7.59 | -4.99 |
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
| XNZE.DE | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.60 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.79 | -0.31 |
Correlation
The correlation between XNZE.DE and XDEM.DE is 0.59, 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
XNZE.DE vs. XDEM.DE - Dividend Comparison
Neither XNZE.DE nor XDEM.DE has paid dividends to shareholders.
Drawdowns
XNZE.DE vs. XDEM.DE - Drawdown Comparison
The maximum XNZE.DE drawdown since its inception was -18.68%, smaller than the maximum XDEM.DE drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for XNZE.DE and XDEM.DE.
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Drawdown Indicators
| XNZE.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -30.93% | +12.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -9.05% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.93% | — |
Current DrawdownCurrent decline from peak | -8.48% | -5.13% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -6.06% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.38% | +0.86% |
Volatility
XNZE.DE vs. XDEM.DE - Volatility Comparison
The current volatility for Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) is 6.07%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 7.53%. This indicates that XNZE.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
| XNZE.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 7.53% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 13.01% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 19.80% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 17.15% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 17.82% | -1.20% |