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XWEM.DE vs. EUIN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEM.DE vs. EUIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) and Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EUIN.DE's 2.26% return.


XWEM.DE

1D
0.00%
1M
5.91%
YTD
26.26%
6M
26.51%
1Y
39.83%
3Y*
5Y*
10Y*

EUIN.DE

1D
0.01%
1M
-0.74%
YTD
2.26%
6M
2.31%
1Y
2.58%
3Y*
1.53%
5Y*
4.13%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEM.DE vs. EUIN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XWEM.DE
Xtrackers MSCI World Momentum ESG UCITS ETF 1C
26.26%8.67%36.15%-1.01%
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
2.26%1.21%2.05%-0.81%

Correlation

The correlation between XWEM.DE and EUIN.DE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

-0.05

The correlation between XWEM.DE and EUIN.DE shifts across timeframes, from -0.18 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XWEM.DE vs. EUIN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XWEM.DE
XWEM.DE Risk / Return Rank: 5555
Overall Rank
XWEM.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XWEM.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XWEM.DE Omega Ratio Rank: 7979
Omega Ratio Rank
XWEM.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
XWEM.DE Martin Ratio Rank: 3636
Martin Ratio Rank

EUIN.DE
EUIN.DE Risk / Return Rank: 3030
Overall Rank
EUIN.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XWEM.DE vs. EUIN.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 Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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.DEEUIN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.40

1.19

+0.21

Calmar ratioReturn relative to maximum drawdown

2.49

1.43

+1.06

Martin ratioReturn relative to average drawdown

5.01

5.75

-0.74

XWEM.DE vs. EUIN.DE - Sharpe Ratio Comparison

The current XWEM.DE Sharpe Ratio is 1.47, which is higher than the EUIN.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XWEM.DE and EUIN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XWEM.DE vs. EUIN.DE - Drawdown Comparison

The maximum XWEM.DE drawdown since its inception was -22.80%, which is greater than EUIN.DE's maximum drawdown of -12.08%. Use the drawdown chart below to compare losses from any high point for XWEM.DE and EUIN.DE.


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Drawdown Indicators


XWEM.DEEUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.80%

-12.08%

-10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.98%

-1.80%

-14.18%

Max Drawdown (3Y)

Largest decline over 3 years

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-12.08%

Current Drawdown

Current decline from peak

-1.08%

-1.61%

+0.53%

Average Drawdown

Average peak-to-trough decline

-5.41%

-3.04%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.96%

0.45%

+7.51%

Volatility

XWEM.DE vs. EUIN.DE - Volatility Comparison

Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) has a higher volatility of 5.13% compared to Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) at 0.86%. This indicates that XWEM.DE's price experiences larger fluctuations and is considered to be riskier than EUIN.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.DEEUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

0.86%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

2.82%

+10.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.01%

2.92%

+24.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

3.56%

+18.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

3.41%

+18.35%

XWEM.DE vs. EUIN.DE - Expense Ratio Comparison

Both XWEM.DE and EUIN.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XWEM.DE vs. EUIN.DE - Dividend Comparison

Neither XWEM.DE nor EUIN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWEM.DE and EUIN.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XWEM.DE and EUIN.DE have the same expense ratio: 0.25% per year.

XWEM.DE is categorized as Momentum, while EUIN.DE is Inflation-Protected Bonds. XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index, while EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

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