XWEM.DE vs. XDWT.DE
XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XWEM.DE is a Momentum fund tracking the MSCI World Momentum Low Carbon SRI Screened Select Index, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past year, XWEM.DE returned 31.14% vs 48.86% for XDWT.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XWEM.DE vs. XDWT.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 XDWT.DE's 25.23% return.
XWEM.DE
- 1D
- -0.96%
- 1M
- 6.34%
- YTD
- 19.94%
- 6M
- 21.16%
- 1Y
- 31.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWT.DE
- 1D
- -2.03%
- 1M
- 14.75%
- YTD
- 25.23%
- 6M
- 23.98%
- 1Y
- 48.86%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
XWEM.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 9.96% |
Correlation
The correlation between XWEM.DE and XDWT.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.82 |
The correlation between XWEM.DE and XDWT.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
XWEM.DE vs. XDWT.DE — Risk / Return Rank
XWEM.DE
XDWT.DE
XWEM.DE vs. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.12 | -1.18 |
| Martin ratioReturn relative to average drawdown | 3.88 | 8.24 | -4.36 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.38 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 1.09 | -0.12 |
Drawdowns
XWEM.DE vs. XDWT.DE - Drawdown Comparison
The maximum XWEM.DE drawdown since its inception was -22.80%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XWEM.DE and XDWT.DE.
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Drawdown Indicators
| XWEM.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -31.61% | +8.81% |
Max Drawdown (1Y)Largest decline over 1 year | -15.98% | -15.59% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.61% | — |
Current DrawdownCurrent decline from peak | -0.96% | -2.61% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -5.82% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 5.91% | +2.09% |
Volatility
XWEM.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) is 4.83%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XWEM.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.11% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 14.96% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.61% | 20.39% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 22.55% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 21.46% | +0.34% |
XWEM.DE vs. XDWT.DE - Expense Ratio Comparison
Both XWEM.DE and XDWT.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. XDWT.DE - Dividend Comparison
Neither XWEM.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEM.DE and XDWT.DE have a correlation of 0.78, 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 XDWT.DE have the same expense ratio: 0.25% per year.
XWEM.DE is categorized as Momentum, while XDWT.DE is Technology Equities. XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index, while XDWT.DE tracks MSCI World/Information Tech NR USD.
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