XUCS.DE vs. XDEM.L
XUCS.DE (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) and XDEM.L (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - XUCS.DE is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples, while XDEM.L is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 5 years, XUCS.DE returned 8.14%/yr vs 14.41%/yr for XDEM.L. At a 0.35 correlation, their price movements are largely independent. XUCS.DE charges 0.12%/yr vs 0.25%/yr for XDEM.L.
Performance
XUCS.DE vs. XDEM.L - Performance Comparison
Loading charts...
Different Trading Currencies
XUCS.DE is traded in EUR, while XDEM.L is traded in GBp. To make them comparable, the XDEM.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XUCS.DE achieves a 7.99% return, which is significantly lower than XDEM.L's 21.57% return.
XUCS.DE
- 1D
- 0.08%
- 1M
- -2.37%
- YTD
- 7.99%
- 6M
- 6.55%
- 1Y
- 2.36%
- 3Y*
- 5.59%
- 5Y*
- 8.14%
- 10Y*
- —
XDEM.L
- 1D
- 0.51%
- 1M
- 5.51%
- YTD
- 21.57%
- 6M
- 20.88%
- 1Y
- 29.50%
- 3Y*
- 25.68%
- 5Y*
- 14.41%
- 10Y*
- 15.59%
XUCS.DE vs. XDEM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 7.99% | -7.97% | 21.47% | -1.77% | 5.50% | 27.57% | -0.49% | 29.85% | -4.67% | 4.10% |
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 21.57% | 6.65% | 39.28% | 8.13% | -12.80% | 23.13% | 17.40% | 31.22% | 1.02% | 7.99% |
Correlation
The correlation between XUCS.DE and XDEM.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2017 | 0.35 |
The correlation between XUCS.DE and XDEM.L shifts across timeframes, from -0.08 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XUCS.DE vs. XDEM.L — Risk / Return Rank
XUCS.DE
XDEM.L
XUCS.DE vs. XDEM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
| XUCS.DE | XDEM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 3.21 | -3.10 |
| Martin ratioReturn relative to average drawdown | 0.23 | 12.70 | -12.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XUCS.DE | XDEM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.74 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.65 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.31 | +0.28 |
Drawdowns
XUCS.DE vs. XDEM.L - Drawdown Comparison
The maximum XUCS.DE drawdown since its inception was -23.46%, smaller than the maximum XDEM.L drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for XUCS.DE and XDEM.L.
Loading charts...
Drawdown Indicators
| XUCS.DE | XDEM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.46% | -49.06% | +25.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | -9.15% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.64% | -22.76% | +7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -22.76% | +7.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.16% | — |
Current DrawdownCurrent decline from peak | -7.31% | -2.27% | -5.04% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -15.49% | +9.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.31% | +1.86% |
Volatility
XUCS.DE vs. XDEM.L - Volatility Comparison
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) have volatilities of 6.10% and 5.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XUCS.DE | XDEM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.91% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 14.34% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 16.96% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 22.10% | -8.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 22.76% | -8.26% |
XUCS.DE vs. XDEM.L - Expense Ratio Comparison
XUCS.DE has a 0.12% expense ratio, which is lower than XDEM.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
XUCS.DE vs. XDEM.L - Dividend Comparison
XUCS.DE's dividend yield for the trailing twelve months is around 1.94%, while XDEM.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 1.94% | 2.17% | 2.09% | 3.35% | 3.11% | 1.88% | 3.02% | 2.37% | 0.78% |
Frequently Asked Questions
XUCS.DE and XDEM.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEM.L.
XUCS.DE is categorized as Consumer Staples Equities, while XDEM.L is Momentum. XUCS.DE tracks MSCI USA Consumer Staples, while XDEM.L tracks MSCI World Momentum Index. They also come from different issuers: Xtrackers and DWS. Their fees differ too: 0.12% for XUCS.DE and 0.25% for XDEM.L.
Find the right allocation for XUCS.DE and XDEM.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer