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Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) Sharpe Ratio: 1.26

XDW0.DE's Sharpe Ratio of 1.26 indicates that for each unit of volatility, it generates 1.26 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XDW0.DE Sharpe Ratio Rank

XDW0.DE Sharpe Ratio Rank: 67.668
Above Average

XDW0.DE ranks above 67.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

XDW0.DE Sharpe Ratio Market Positioning

The chart shows XDW0.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.42
  • Green zone (top 25%): 1.42 or higher
  • Top 1%: 5.92+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI World Energy UCITS ETF 1C's Sharpe Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how XDW0.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LOGS.DEAmundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc3.79
OIGS.DEAmundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist3.39
AMEE.DEAmundi Global Hydrogen ESG Screened UCITS ETF EUR Acc2.95
LYM9.DEAmundi MSCI New Energy ESG Screened UCITS ETF Dist2.93
RENW.DEL&G Clean Energy UCITS ETF2.81
SC0V.DEInvesco European Oil & Gas Sector UCITS ETF2.78
G1CE.DEInvesco Global Clean Energy UCITS ETF Acc2.72
EXH1.DEiShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)2.72
WDNR.DEAmundi Global BioEnergy ESG Screened UCITS ETF EUR Acc2.70
G1CD.DEInvesco Global Clean Energy UCITS ETF Dist2.70
XDW0.DEXtrackers MSCI World Energy UCITS ETF 1C1.26

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XDW0.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XDW0.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore XDW0.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

XDW0.DE Sortino Ratio