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BTCE.DE vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCE.DE vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ETC Group Physical Bitcoin (BTCE.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCE.DE achieves a -27.02% return, which is significantly lower than XDW0.DE's 32.75% return.


BTCE.DE

1D
-3.79%
1M
-21.28%
YTD
-27.02%
6M
-31.67%
1Y
-41.65%
3Y*
28.04%
5Y*
10.38%
10Y*

XDW0.DE

1D
-0.47%
1M
-0.80%
YTD
32.75%
6M
29.37%
1Y
45.08%
3Y*
15.71%
5Y*
20.33%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCE.DE vs. XDW0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BTCE.DE
ETC Group Physical Bitcoin
-27.02%-18.20%125.79%146.52%-63.89%81.36%164.73%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
32.75%2.24%7.48%0.18%53.95%52.18%-5.99%

Correlation

The correlation between BTCE.DE and XDW0.DE is -0.04, 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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2020

0.14

The correlation between BTCE.DE and XDW0.DE shifts across timeframes, from -0.04 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BTCE.DE vs. XDW0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTCE.DE
BTCE.DE Risk / Return Rank: 11
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 11
Martin Ratio Rank

XDW0.DE
XDW0.DE Risk / Return Rank: 5959
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTCE.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) 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.


BTCE.DEXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.14

Sortino ratioReturn per unit of downside risk

-4.14

Omega ratioGain probability vs. loss probability

0.83

1.37

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.83

2.98

-3.82

Martin ratioReturn relative to average drawdown

-1.46

9.92

-11.38

BTCE.DE vs. XDW0.DE - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.04, which is lower than the XDW0.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BTCE.DE and XDW0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BTCE.DEXDW0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

2.10

-3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.84

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.37

+0.22

Drawdowns

BTCE.DE vs. XDW0.DE - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than XDW0.DE's maximum drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and XDW0.DE.


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Drawdown Indicators


BTCE.DEXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-61.44%

-13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-49.76%

-15.05%

-34.71%

Max Drawdown (3Y)

Largest decline over 3 years

-49.76%

-23.71%

-26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

-23.71%

-50.91%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

Current Drawdown

Current decline from peak

-49.27%

-7.38%

-41.89%

Average Drawdown

Average peak-to-trough decline

-30.28%

-13.84%

-16.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

4.53%

+23.99%

Volatility

BTCE.DE vs. XDW0.DE - Volatility Comparison

ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 9.82% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.96%. This indicates that BTCE.DE'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


BTCE.DEXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

6.96%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

31.25%

18.42%

+12.83%

Volatility (1Y)

Calculated over the trailing 1-year period

39.81%

21.48%

+18.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.58%

24.04%

+28.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.85%

26.02%

+31.83%

BTCE.DE vs. XDW0.DE - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.


Dividends

BTCE.DE vs. XDW0.DE - Dividend Comparison

Neither BTCE.DE nor XDW0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCE.DE and XDW0.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDW0.DE is cheaper with a 0.25% expense ratio, compared with 2.00% for BTCE.DE.

BTCE.DE is categorized as Cryptocurrency, while XDW0.DE is Energy Equities. They also come from different issuers: ETC Issuance and Xtrackers. Their fees differ too: 2.00% for BTCE.DE and 0.25% for XDW0.DE.

Portfolio Optimizer

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