5MVW.DE vs. XDW0.L
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and XDW0.L (Xtrackers MSCI World Energy UCITS ETF 1C) are both Energy Equities funds - 5MVW.DE tracks the MSCI World Energy while XDW0.L tracks the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, 5MVW.DE returned 20.31%/yr vs 20.30%/yr for XDW0.L. Their correlation of 0.95 suggests significant overlap in exposure. 5MVW.DE charges 0.18%/yr vs 0.25%/yr for XDW0.L.
Performance
5MVW.DE vs. XDW0.L - Performance Comparison
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Different Trading Currencies
5MVW.DE is traded in EUR, while XDW0.L is traded in USD. To make them comparable, the XDW0.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with 5MVW.DE having a 32.79% return and XDW0.L slightly lower at 32.41%.
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
XDW0.L
- 1D
- -0.71%
- 1M
- -1.19%
- YTD
- 32.41%
- 6M
- 29.14%
- 1Y
- 44.93%
- 3Y*
- 15.62%
- 5Y*
- 20.30%
- 10Y*
- 9.19%
5MVW.DE vs. XDW0.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C | 32.42% | 1.05% | 8.84% | 0.58% | 55.34% | 49.64% | -36.13% | 3.71% |
Correlation
The correlation between 5MVW.DE and XDW0.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.95 |
The correlation between 5MVW.DE and XDW0.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
5MVW.DE vs. XDW0.L — Risk / Return Rank
5MVW.DE
XDW0.L
5MVW.DE vs. XDW0.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
| 5MVW.DE | XDW0.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 3.11 | -0.14 |
| Martin ratioReturn relative to average drawdown | 9.81 | 10.18 | -0.37 |
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
| 5MVW.DE | XDW0.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.18 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.83 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.37 | +0.07 |
Drawdowns
5MVW.DE vs. XDW0.L - Drawdown Comparison
The maximum 5MVW.DE drawdown since its inception was -56.87%, smaller than the maximum XDW0.L drawdown of -61.46%. Use the drawdown chart below to compare losses from any high point for 5MVW.DE and XDW0.L.
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Drawdown Indicators
| 5MVW.DE | XDW0.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.87% | -61.46% | +4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -14.40% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.76% | -24.02% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -24.02% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.46% | — |
Current DrawdownCurrent decline from peak | -7.49% | -7.26% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -13.95% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 4.40% | +0.16% |
Volatility
5MVW.DE vs. XDW0.L - Volatility Comparison
The current volatility for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) is 6.76%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a volatility of 7.89%. This indicates that 5MVW.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5MVW.DE | XDW0.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 7.89% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 17.29% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 20.54% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 24.32% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.20% | 26.25% | +2.95% |
5MVW.DE vs. XDW0.L - Expense Ratio Comparison
5MVW.DE has a 0.18% expense ratio, which is lower than XDW0.L'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%.
Dividends
5MVW.DE vs. XDW0.L - Dividend Comparison
5MVW.DE's dividend yield for the trailing twelve months is around 2.48%, while XDW0.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, 5MVW.DE and XDW0.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.L.
5MVW.DE tracks MSCI World Energy, while XDW0.L tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for 5MVW.DE and 0.25% for XDW0.L.
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