AMZN vs. XDW0.DE
AMZN (Amazon.com, Inc) is a stock, while XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD. Over the past 10 years, AMZN returned 20.83%/yr vs 9.51%/yr for XDW0.DE. At a 0.14 correlation, their price movements are largely independent.
Performance
AMZN vs. XDW0.DE - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while XDW0.DE is traded in EUR. To make them comparable, the XDW0.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than XDW0.DE's 29.08% return. Over the past 10 years, AMZN has outperformed XDW0.DE with an annualized return of 20.83%, while XDW0.DE has yielded a comparatively lower 9.51% annualized return.
AMZN
- 1D
- -1.23%
- 1M
- -10.73%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 12.47%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
XDW0.DE
- 1D
- -1.52%
- 1M
- -0.56%
- YTD
- 29.08%
- 6M
- 29.05%
- 1Y
- 36.92%
- 3Y*
- 17.21%
- 5Y*
- 18.52%
- 10Y*
- 9.51%
AMZN vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 29.08% | 15.42% | 1.33% | 3.35% | 45.47% | 40.21% | -30.83% | 11.64% | -16.27% | 5.37% |
Correlation
The correlation between AMZN and XDW0.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.14 |
The correlation between AMZN and XDW0.DE shifts across timeframes, from -0.08 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. XDW0.DE — Risk / Return Rank
AMZN
XDW0.DE
AMZN vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
| AMZN | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.32 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.01 | -2.46 |
| Martin ratioReturn relative to average drawdown | 1.29 | 9.81 | -8.52 |
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Drawdowns
AMZN vs. XDW0.DE - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than XDW0.DE's maximum drawdown of -75.05%. Use the drawdown chart below to compare losses from any high point for AMZN and XDW0.DE.
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Drawdown Indicators
| AMZN | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -75.05% | -19.35% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -12.81% | -8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -19.69% | -11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -26.53% | -29.62% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -63.77% | +7.62% |
Current DrawdownCurrent decline from peak | -13.25% | -7.68% | -5.57% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -33.01% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 3.93% | +5.28% |
Volatility
AMZN vs. XDW0.DE - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.92% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.57%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 6.57% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 18.47% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 21.19% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 24.53% | +11.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 26.89% | +5.59% |
Dividends
AMZN vs. XDW0.DE - Dividend Comparison
Neither AMZN nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
AMZN and XDW0.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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