XWEM.DE vs. QDVA.DE
XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) and QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) are both Momentum funds - XWEM.DE tracks the MSCI World Momentum Low Carbon SRI Screened Select Index while QDVA.DE tracks the MSCI USA Momentum Index. Both are passively managed. Over the past year, XWEM.DE returned 30.75% vs 37.18% for QDVA.DE. Their correlation of 0.91 suggests significant overlap in exposure. XWEM.DE charges 0.25%/yr vs 0.20%/yr for QDVA.DE.
Performance
XWEM.DE vs. QDVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWEM.DE achieves a 19.94% return, which is significantly lower than QDVA.DE's 30.20% return.
XWEM.DE
- 1D
- -0.96%
- 1M
- 4.24%
- YTD
- 19.94%
- 6M
- 20.69%
- 1Y
- 30.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVA.DE
- 1D
- -2.00%
- 1M
- 10.68%
- YTD
- 30.20%
- 6M
- 29.85%
- 1Y
- 37.18%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 10Y*
- —
XWEM.DE vs. QDVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEM.DE Xtrackers MSCI World Momentum ESG UCITS ETF 1C | 19.94% | 8.67% | 36.15% | -1.01% |
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 40.00% | 8.61% |
Correlation
The correlation between XWEM.DE and QDVA.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.91 |
The correlation between XWEM.DE and QDVA.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
XWEM.DE vs. QDVA.DE — Risk / Return Rank
XWEM.DE
QDVA.DE
XWEM.DE vs. QDVA.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 iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.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.
| XWEM.DE | QDVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.89 | -1.95 |
| Martin ratioReturn relative to average drawdown | 3.88 | 12.67 | -8.79 |
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
| XWEM.DE | QDVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.96 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.83 | +0.14 |
Drawdowns
XWEM.DE vs. QDVA.DE - Drawdown Comparison
The maximum XWEM.DE drawdown since its inception was -22.80%, smaller than the maximum QDVA.DE drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for XWEM.DE and QDVA.DE.
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Drawdown Indicators
| XWEM.DE | QDVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -33.34% | +10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.98% | -9.48% | -6.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.56% | — |
Current DrawdownCurrent decline from peak | -0.96% | -2.00% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -6.84% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 2.91% | +5.09% |
Volatility
XWEM.DE vs. QDVA.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) is 4.83%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a volatility of 7.65%. This indicates that XWEM.DE experiences smaller price fluctuations and is considered to be less risky than QDVA.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 | QDVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.65% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 15.66% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.61% | 18.82% | +7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 19.11% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 19.19% | +2.61% |
XWEM.DE vs. QDVA.DE - Expense Ratio Comparison
XWEM.DE has a 0.25% expense ratio, which is higher than QDVA.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XWEM.DE vs. QDVA.DE - Dividend Comparison
Neither XWEM.DE nor QDVA.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEM.DE and QDVA.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWEM.DE.
XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index, while QDVA.DE tracks MSCI USA Momentum Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWEM.DE and 0.20% for QDVA.DE.
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