XZWG.DE vs. XDEM.DE
Compare and contrast key facts about Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE).
XZWG.DE and XDEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZWG.DE is a passively managed fund by DWS that tracks the performance of the Bloomberg Global Aggregate TR Hdg EUR. It was launched on Dec 7, 2021. XDEM.DE is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both XZWG.DE and XDEM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XZWG.DE vs. XDEM.DE - Performance Comparison
Loading graphics...
XZWG.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZWG.DE Xtrackers II ESG Global Government Bond UCITS ETF | 0.31% | -4.17% | 1.51% | 2.50% | -16.73% | -1.34% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | -0.64% | 8.09% | 38.24% | 8.17% | -13.85% | 4.08% |
Returns By Period
In the year-to-date period, XZWG.DE achieves a 0.31% return, which is significantly higher than XDEM.DE's -0.64% return.
XZWG.DE
- 1D
- 0.16%
- 1M
- -1.46%
- YTD
- 0.31%
- 6M
- -0.02%
- 1Y
- -2.90%
- 3Y*
- -0.66%
- 5Y*
- —
- 10Y*
- —
XDEM.DE
- 1D
- -0.39%
- 1M
- -0.66%
- YTD
- -0.64%
- 6M
- 1.09%
- 1Y
- 11.95%
- 3Y*
- 17.67%
- 5Y*
- 10.25%
- 10Y*
- 13.63%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XZWG.DE vs. XDEM.DE - Expense Ratio Comparison
XZWG.DE has a 0.20% expense ratio, which is lower than XDEM.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XZWG.DE vs. XDEM.DE — Risk / Return Rank
XZWG.DE
XDEM.DE
XZWG.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.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.
| XZWG.DE | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.68 | 0.60 | -1.28 |
Sortino ratioReturn per unit of downside risk | -0.85 | 0.97 | -1.81 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.13 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.00 | -2.64 |
Martin ratioReturn relative to average drawdown | -0.91 | 7.59 | -8.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XZWG.DE | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | 0.60 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | 0.79 | -1.44 |
Correlation
The correlation between XZWG.DE and XDEM.DE is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XZWG.DE vs. XDEM.DE - Dividend Comparison
XZWG.DE's dividend yield for the trailing twelve months is around 2.55%, while XDEM.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZWG.DE Xtrackers II ESG Global Government Bond UCITS ETF | 2.55% | 2.53% | 2.56% | 1.74% | 1.16% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XZWG.DE vs. XDEM.DE - Drawdown Comparison
The maximum XZWG.DE drawdown since its inception was -20.85%, smaller than the maximum XDEM.DE drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for XZWG.DE and XDEM.DE.
Loading graphics...
Drawdown Indicators
| XZWG.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.85% | -30.93% | +10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.52% | -9.05% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.93% | — |
Current DrawdownCurrent decline from peak | -17.93% | -5.13% | -12.80% |
Average DrawdownAverage peak-to-trough decline | -15.17% | -6.06% | -9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.38% | +0.82% |
Volatility
XZWG.DE vs. XDEM.DE - Volatility Comparison
The current volatility for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) is 1.51%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 7.53%. This indicates that XZWG.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.
Loading graphics...
Volatility by Period
| XZWG.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 7.53% | -6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 13.01% | -10.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 19.80% | -15.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 17.15% | -10.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.75% | 17.82% | -11.07% |