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XWEM.L vs. IESG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEM.L vs. IESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) and iShares MSCI Europe SRI UCITS ETF (IESG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWEM.L is traded in USD, while IESG.L is traded in GBp. To make them comparable, the IESG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWEM.L achieves a 19.87% return, which is significantly higher than IESG.L's 7.41% return.


XWEM.L

1D
-0.38%
1M
0.02%
6M
16.88%
YTD
19.87%
1Y
31.99%
3Y*
27.38%
5Y*
10Y*

IESG.L

1D
-0.17%
1M
0.63%
6M
4.89%
YTD
7.41%
1Y
8.88%
3Y*
8.73%
5Y*
4.45%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEM.L vs. IESG.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWEM.L
Xtrackers MSCI World Momentum ESG UCITS ETF 1C
19.87%21.57%28.83%9.50%
IESG.L
iShares MSCI Europe SRI UCITS ETF
7.41%16.62%-0.80%6.75%

Correlation

The correlation between XWEM.L and IESG.L is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

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

0.66

The correlation between XWEM.L and IESG.L has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.

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Return for Risk

XWEM.L vs. IESG.L — Risk / Return Rank

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

XWEM.L
XWEM.L Risk / Return Rank: 6868
Overall Rank
XWEM.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XWEM.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
XWEM.L Omega Ratio Rank: 6565
Omega Ratio Rank
XWEM.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
XWEM.L Martin Ratio Rank: 7474
Martin Ratio Rank

IESG.L
IESG.L Risk / Return Rank: 2525
Overall Rank
IESG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IESG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IESG.L Omega Ratio Rank: 2525
Omega Ratio Rank
IESG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IESG.L Martin Ratio Rank: 2727
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.L vs. IESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) and iShares MSCI Europe SRI UCITS ETF (IESG.L). 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.LIESG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.31

1.11

+0.20

Calmar ratioReturn relative to maximum drawdown

2.64

0.69

+1.95

Martin ratioReturn relative to average drawdown

10.89

2.32

+8.57

XWEM.L vs. IESG.L - Sharpe Ratio Comparison

The current XWEM.L Sharpe Ratio is 1.69, which is higher than the IESG.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of XWEM.L and IESG.L, 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.L vs. IESG.L - Drawdown Comparison

The maximum XWEM.L drawdown since its inception was -19.12%, smaller than the maximum IESG.L drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for XWEM.L and IESG.L.


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Drawdown Indicators


XWEM.LIESG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.12%

-37.27%

+18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-12.82%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

-17.69%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-35.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.45%

Current Drawdown

Current decline from peak

-3.92%

-1.52%

-2.40%

Average Drawdown

Average peak-to-trough decline

-2.23%

-10.13%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.82%

-0.96%

Volatility

XWEM.L vs. IESG.L - Volatility Comparison

Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) has a higher volatility of 7.38% compared to iShares MSCI Europe SRI UCITS ETF (IESG.L) at 3.75%. This indicates that XWEM.L's price experiences larger fluctuations and is considered to be riskier than IESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWEM.LIESG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

3.75%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

12.46%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

15.04%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

19.28%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

17.88%

-0.34%

XWEM.L vs. IESG.L - Expense Ratio Comparison

XWEM.L has a 0.25% expense ratio, which is higher than IESG.L'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.L vs. IESG.L - Dividend Comparison

Neither XWEM.L nor IESG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWEM.L and IESG.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESG.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XWEM.L.

XWEM.L is categorized as Global Equities, while IESG.L is ESG. XWEM.L tracks MSCI World Momentum Low Carbon SRI Screened Select, while IESG.L tracks MSCI Europe SRI Select Reduced Fossil Fuel Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWEM.L and 0.20% for IESG.L.

Portfolio Optimizer

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