XWEM.DE vs. AIL.DE
XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) is Momentum fund tracking the MSCI World Momentum Low Carbon SRI Screened Select Index, while AIL.DE (Air Liquide SA) is a stock. Over the past year, XWEM.DE returned 39.83% vs 22.40% for AIL.DE. At a 0.34 correlation, their price movements are largely independent.
Performance
XWEM.DE vs. AIL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWEM.DE achieves a 26.26% return, which is significantly lower than AIL.DE's 32.88% return.
XWEM.DE
- 1D
- 0.00%
- 1M
- 5.91%
- YTD
- 26.26%
- 6M
- 26.51%
- 1Y
- 39.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AIL.DE
- 1D
- 0.69%
- 1M
- 3.78%
- YTD
- 32.88%
- 6M
- 33.51%
- 1Y
- 22.40%
- 3Y*
- 18.71%
- 5Y*
- 17.93%
- 10Y*
- 19.78%
XWEM.DE vs. AIL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEM.DE Xtrackers MSCI World Momentum ESG UCITS ETF 1C | 26.26% | 8.67% | 36.15% | -1.01% |
AIL.DE Air Liquide SA | 32.88% | 5.64% | 8.44% | 7.93% |
Correlation
The correlation between XWEM.DE and AIL.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.34 |
The correlation between XWEM.DE and AIL.DE shifts across timeframes, from 0.21 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XWEM.DE vs. AIL.DE — Risk / Return Rank
XWEM.DE
AIL.DE
XWEM.DE vs. AIL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) and Air Liquide SA (AIL.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.
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.
| XWEM.DE | AIL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.41 | +1.09 |
| Martin ratioReturn relative to average drawdown | 5.01 | 2.97 | +2.04 |
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Drawdowns
XWEM.DE vs. AIL.DE - Drawdown Comparison
The maximum XWEM.DE drawdown since its inception was -22.80%, smaller than the maximum AIL.DE drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for XWEM.DE and AIL.DE.
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Drawdown Indicators
| XWEM.DE | AIL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -42.52% | +19.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.98% | -15.87% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.33% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.49% | — |
Current DrawdownCurrent decline from peak | -1.08% | 0.00% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -8.73% | +3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.96% | 7.53% | +0.43% |
Volatility
XWEM.DE vs. AIL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) is 5.13%, while Air Liquide SA (AIL.DE) has a volatility of 5.62%. This indicates that XWEM.DE experiences smaller price fluctuations and is considered to be less risky than AIL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWEM.DE | AIL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.62% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 18.57% | -5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.01% | 21.58% | +5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 21.08% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 28.16% | -6.40% |
Dividends
XWEM.DE vs. AIL.DE - Dividend Comparison
XWEM.DE has not paid dividends to shareholders, while AIL.DE's dividend yield for the trailing twelve months is around 1.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIL.DE Air Liquide SA | 1.95% | 2.26% | 2.06% | 2.02% | 2.38% | 2.38% | 2.67% | 2.54% | 3.65% | 3.28% | 3.65% | 3.65% |
XWEM.DE Xtrackers MSCI World Momentum ESG 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% |
Frequently Asked Questions
XWEM.DE and AIL.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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