XWEM.L vs. LVWC.DE

Last updated Jul 14, 2026

XWEM.L (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) and LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) are both exchange-traded funds - XWEM.L is a Global Equities fund tracking the MSCI World Momentum Low Carbon SRI Screened Select, while LVWC.DE is a Leveraged Equities fund tracking the MSCI World Leveraged 2x Daily Net Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. XWEM.L charges 0.25%/yr vs 0.60%/yr for LVWC.DE.

Performance

XWEM.L vs. LVWC.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.L) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XWEM.L is traded in USD, while LVWC.DE is traded in EUR. To make them comparable, the LVWC.DE 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 LVWC.DE's 15.64% return.

XWEM.L

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

LVWC.DE

• 1D: -0.29%
• 1M: 1.80%
• 6M: 12.56%
• YTD: 15.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEM.L vs. LVWC.DE - Yearly Performance Comparison

	2026 (YTD)	2025
XWEM.L Xtrackers MSCI World Momentum ESG UCITS ETF 1C	19.87%	2.44%
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	15.64%	3.95%

Correlation

The correlation between XWEM.L and LVWC.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025	0.83

Return for Risk

XWEM.L vs. LVWC.DE — 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: 68
XWEM.L Sharpe Ratio Rank: 65
XWEM.L Sortino Ratio Rank: 70
XWEM.L Omega Ratio Rank: 65
XWEM.L Calmar Ratio Rank: 66
XWEM.L Martin Ratio Rank: 74

LVWC.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. LVWC.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.L) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.L	LVWC.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.69	—	—
Sortino ratio: Return per unit of downside risk	2.54	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.64	—	—
Martin ratio: Return relative to average drawdown	10.89	—	—

Drawdowns

XWEM.L vs. LVWC.DE - Drawdown Comparison

The maximum XWEM.L drawdown since its inception was -19.12%, which is greater than LVWC.DE's maximum drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for XWEM.L and LVWC.DE.

Drawdown Indicators

	XWEM.L	LVWC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.12%	-16.68%	-2.44%
Max Drawdown (1Y) Largest decline over 1 year	-11.77%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.12%	—	—
Current Drawdown Current decline from peak	-3.92%	-1.84%	-2.08%
Average Drawdown Average peak-to-trough decline	-2.23%	-3.24%	+1.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	—	—

Volatility

Volatility by Period

	XWEM.L	LVWC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.41%	25.22%	-6.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.54%	25.22%	-7.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.54%	25.22%	-7.68%

XWEM.L vs. LVWC.DE - Expense Ratio Comparison

XWEM.L has a 0.25% expense ratio, which is lower than LVWC.DE's 0.60% expense ratio.

Dividends

XWEM.L vs. LVWC.DE - Dividend Comparison

Neither XWEM.L nor LVWC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XWEM.L and LVWC.DE in my portfolio?

XWEM.L and LVWC.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XWEM.L or LVWC.DE?

On fees, XWEM.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XWEM.L or LVWC.DE?

XWEM.L is cheaper with a 0.25% expense ratio, compared with 0.60% for LVWC.DE.

What is the main difference between XWEM.L and LVWC.DE?

XWEM.L is categorized as Global Equities, while LVWC.DE is Leveraged Equities. XWEM.L tracks MSCI World Momentum Low Carbon SRI Screened Select, while LVWC.DE tracks MSCI World Leveraged 2x Daily Net Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XWEM.L and 0.60% for LVWC.DE.