BNP.PA vs. XDW0.DE
BNP.PA (BNP Paribas SA) 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, BNP.PA returned 14.74%/yr vs 9.16%/yr for XDW0.DE. At a 0.39 correlation, their price movements are largely independent.
Performance
BNP.PA vs. XDW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BNP.PA achieves a 23.23% return, which is significantly lower than XDW0.DE's 31.10% return. Over the past 10 years, BNP.PA has outperformed XDW0.DE with an annualized return of 14.74%, while XDW0.DE has yielded a comparatively lower 9.16% annualized return.
BNP.PA
- 1D
- 5.17%
- 1M
- 8.18%
- YTD
- 23.23%
- 6M
- 27.49%
- 1Y
- 36.77%
- 3Y*
- 27.31%
- 5Y*
- 19.64%
- 10Y*
- 14.74%
XDW0.DE
- 1D
- -1.42%
- 1M
- 0.33%
- YTD
- 31.10%
- 6M
- 30.99%
- 1Y
- 36.74%
- 3Y*
- 14.54%
- 5Y*
- 19.61%
- 10Y*
- 9.16%
BNP.PA vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNP.PA BNP Paribas SA | 23.23% | 50.14% | 0.99% | 25.73% | -5.95% | 47.86% | -18.40% | 43.64% | -33.06% | 7.17% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 31.10% | 2.24% | 7.48% | 0.19% | 53.95% | 52.21% | -36.99% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between BNP.PA and XDW0.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.39 |
The correlation between BNP.PA and XDW0.DE shifts across timeframes, from -0.19 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BNP.PA vs. XDW0.DE — Risk / Return Rank
BNP.PA
XDW0.DE
BNP.PA vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.PA) 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.
| BNP.PA | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.57 | -0.82 |
| Martin ratioReturn relative to average drawdown | 4.48 | 8.23 | -3.76 |
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Drawdowns
BNP.PA vs. XDW0.DE - Drawdown Comparison
The maximum BNP.PA drawdown since its inception was -75.39%, which is greater than XDW0.DE's maximum drawdown of -66.27%. Use the drawdown chart below to compare losses from any high point for BNP.PA and XDW0.DE.
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Drawdown Indicators
| BNP.PA | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.39% | -66.27% | -9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.50% | -15.05% | -4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -21.82% | -23.70% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.10% | -23.70% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -59.43% | -61.44% | +2.01% |
Current DrawdownCurrent decline from peak | 0.00% | -8.52% | +8.52% |
Average DrawdownAverage peak-to-trough decline | -23.60% | -23.00% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 4.71% | +2.95% |
Volatility
BNP.PA vs. XDW0.DE - Volatility Comparison
BNP Paribas SA (BNP.PA) has a higher volatility of 7.86% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.78%. This indicates that BNP.PA'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
| BNP.PA | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 6.78% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 21.27% | 18.98% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.55% | 21.83% | +6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.50% | 24.12% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 26.55% | +4.64% |
Dividends
BNP.PA vs. XDW0.DE - Dividend Comparison
BNP.PA's dividend yield for the trailing twelve months is around 5.34%, while XDW0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP.PA BNP Paribas SA | 5.34% | 9.13% | 7.77% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BNP.PA and XDW0.DE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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