XWTS.DE vs. XDEM.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, XWTS.DE returned 10.59%/yr vs 15.65%/yr for XDEM.DE. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XWTS.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWTS.DE achieves a 4.97% return, which is significantly lower than XDEM.DE's 22.76% return. Over the past 10 years, XWTS.DE has underperformed XDEM.DE with an annualized return of 10.59%, while XDEM.DE has yielded a comparatively higher 15.65% annualized return.
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
XDEM.DE
- 1D
- -0.95%
- 1M
- 8.67%
- YTD
- 22.76%
- 6M
- 23.73%
- 1Y
- 31.52%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
XWTS.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 25.04% | 16.52% | 31.63% | 0.79% | 16.07% |
Correlation
The correlation between XWTS.DE and XDEM.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.64 |
The correlation between XWTS.DE and XDEM.DE shifts across timeframes, from 0.48 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XWTS.DE vs. XDEM.DE — Risk / Return Rank
XWTS.DE
XDEM.DE
XWTS.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
| XWTS.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.47 | -1.03 |
| Martin ratioReturn relative to average drawdown | 9.13 | 13.27 | -4.14 |
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
| XWTS.DE | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.86 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.84 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.94 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.90 | -0.27 |
Drawdowns
XWTS.DE vs. XDEM.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, which is greater than XDEM.DE's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and XDEM.DE.
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Drawdown Indicators
| XWTS.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -30.93% | -5.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -9.05% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -23.51% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -23.51% | -13.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -30.93% | -5.73% |
Current DrawdownCurrent decline from peak | -3.18% | -0.95% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -5.97% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.36% | +0.09% |
Volatility
XWTS.DE vs. XDEM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 5.80%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWTS.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 5.80% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 14.20% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 16.85% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 17.30% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 17.85% | -0.12% |
XWTS.DE vs. XDEM.DE - Expense Ratio Comparison
Both XWTS.DE and XDEM.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
XWTS.DE vs. XDEM.DE - Dividend Comparison
Neither XWTS.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and XDEM.DE have a correlation of 0.48, 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.
XWTS.DE and XDEM.DE have the same expense ratio: 0.25% per year.
XWTS.DE is categorized as Communications Equities, while XDEM.DE is Momentum. XWTS.DE tracks MSCI World/Comm Services NR USD, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: Xtrackers and DWS.
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