XWEM.DE vs. XU61.DE
XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both exchange-traded funds - XWEM.DE is a Momentum fund tracking the MSCI World Momentum Low Carbon SRI Screened Select Index, while XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past year, XWEM.DE returned 39.83% vs 27.29% for XU61.DE. A 0.55 correlation means they provide meaningful diversification when combined. XWEM.DE charges 0.25%/yr vs 0.31%/yr for XU61.DE.
Performance
XWEM.DE vs. XU61.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 XU61.DE's 12.93% return.
XWEM.DE
- 1D
- 0.00%
- 1M
- 5.91%
- YTD
- 26.26%
- 6M
- 26.51%
- 1Y
- 39.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XU61.DE
- 1D
- 0.16%
- 1M
- -0.18%
- YTD
- 12.93%
- 6M
- 13.44%
- 1Y
- 27.29%
- 3Y*
- 15.11%
- 5Y*
- 9.08%
- 10Y*
- 7.59%
XWEM.DE vs. XU61.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% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.93% | 17.07% | 10.27% | 2.48% |
Correlation
The correlation between XWEM.DE and XU61.DE is 0.58, 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 | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.55 |
The correlation between XWEM.DE and XU61.DE has been stable across timeframes, ranging from 0.55 to 0.58 - a consistent structural relationship.
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Return for Risk
XWEM.DE vs. XU61.DE — Risk / Return Rank
XWEM.DE
XU61.DE
XWEM.DE vs. XU61.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 ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.48 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.60 | -2.11 |
| Martin ratioReturn relative to average drawdown | 5.01 | 17.62 | -12.61 |
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Drawdowns
XWEM.DE vs. XU61.DE - Drawdown Comparison
The maximum XWEM.DE drawdown since its inception was -22.80%, smaller than the maximum XU61.DE drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for XWEM.DE and XU61.DE.
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Drawdown Indicators
| XWEM.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -41.19% | +18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.98% | -5.90% | -10.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.73% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.86% | — |
Current DrawdownCurrent decline from peak | -1.08% | -1.52% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -8.86% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.96% | 1.55% | +6.41% |
Volatility
XWEM.DE vs. XU61.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 ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.05%. This indicates that XWEM.DE's price experiences larger fluctuations and is considered to be riskier than XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.05% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 7.92% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.01% | 10.19% | +16.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 11.65% | +10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 14.25% | +7.51% |
XWEM.DE vs. XU61.DE - Expense Ratio Comparison
XWEM.DE has a 0.25% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
XWEM.DE vs. XU61.DE - Dividend Comparison
Neither XWEM.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEM.DE and XU61.DE have a correlation of 0.58, 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 0.31% for XU61.DE.
XWEM.DE is categorized as Momentum, while XU61.DE is Global Equities. XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: Xtrackers and BNP Paribas Easy. Their fees differ too: 0.25% for XWEM.DE and 0.31% for XU61.DE.
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