XWEM.DE vs. ESAD.DE
XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) and ESAD.DE (BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation) are both exchange-traded funds - XWEM.DE is a Momentum fund tracking the MSCI World Momentum Low Carbon SRI Screened Select Index, while ESAD.DE is a REIT fund tracking the FTSE EPRA Nareit Developed Green EU CTB. Both are passively managed. Over the past year, XWEM.DE returned 39.83% vs 15.50% for ESAD.DE. At a 0.38 correlation, their price movements are largely independent. XWEM.DE charges 0.25%/yr vs 0.41%/yr for ESAD.DE.
Performance
XWEM.DE vs. ESAD.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 higher than ESAD.DE's 12.97% return.
XWEM.DE
- 1D
- 0.00%
- 1M
- 5.91%
- YTD
- 26.26%
- 6M
- 26.51%
- 1Y
- 39.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESAD.DE
- 1D
- 0.00%
- 1M
- 2.41%
- YTD
- 12.97%
- 6M
- 14.36%
- 1Y
- 15.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWEM.DE vs. ESAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XWEM.DE Xtrackers MSCI World Momentum ESG UCITS ETF 1C | 26.26% | 8.67% | -2.63% |
ESAD.DE BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation | 12.97% | -3.81% | -4.58% |
Correlation
The correlation between XWEM.DE and ESAD.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2024 | 0.38 |
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Return for Risk
XWEM.DE vs. ESAD.DE — Risk / Return Rank
XWEM.DE
ESAD.DE
XWEM.DE vs. ESAD.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 BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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 | ESAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.87 | +0.62 |
| Martin ratioReturn relative to average drawdown | 5.01 | 6.19 | -1.19 |
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Drawdowns
XWEM.DE vs. ESAD.DE - Drawdown Comparison
The maximum XWEM.DE drawdown since its inception was -22.80%, which is greater than ESAD.DE's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for XWEM.DE and ESAD.DE.
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Drawdown Indicators
| XWEM.DE | ESAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -16.71% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -15.98% | -8.26% | -7.72% |
Current DrawdownCurrent decline from peak | -1.08% | -0.13% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -5.84% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.96% | 2.50% | +5.46% |
Volatility
XWEM.DE vs. ESAD.DE - Volatility Comparison
Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) has a higher volatility of 5.13% compared to BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) at 3.53%. This indicates that XWEM.DE's price experiences larger fluctuations and is considered to be riskier than ESAD.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 | ESAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.53% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 9.34% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.01% | 11.93% | +15.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 13.63% | +8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 13.63% | +8.13% |
XWEM.DE vs. ESAD.DE - Expense Ratio Comparison
XWEM.DE has a 0.25% expense ratio, which is lower than ESAD.DE's 0.41% expense ratio.
Dividends
XWEM.DE vs. ESAD.DE - Dividend Comparison
Neither XWEM.DE nor ESAD.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEM.DE and ESAD.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEM.DE is cheaper with a 0.25% expense ratio, compared with 0.41% for ESAD.DE.
XWEM.DE is categorized as Momentum, while ESAD.DE is REIT. XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.25% for XWEM.DE and 0.41% for ESAD.DE.
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