BTCE.DE vs. XDW0.DE
BTCE.DE (ETC Group Physical Bitcoin) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - BTCE.DE is a Cryptocurrency fund actively managed by ETC Issuance, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. BTCE.DE is actively managed, while XDW0.DE is passively managed. Over the past 5 years, BTCE.DE returned 10.38%/yr vs 20.33%/yr for XDW0.DE. At a 0.14 correlation, their price movements are largely independent. BTCE.DE charges 2.00%/yr vs 0.25%/yr for XDW0.DE.
Performance
BTCE.DE vs. XDW0.DE - Performance Comparison
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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%
BTCE.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
BTCE.DE
XDW0.DE
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.DE | XDW0.DE | Difference | |
|---|---|---|---|
| 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 |
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
| BTCE.DE | XDW0.DE | Difference | |
|---|---|---|---|
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.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -49.27% | -7.38% | -41.89% |
Average DrawdownAverage peak-to-trough decline | -30.28% | -13.84% | -16.44% |
Ulcer IndexDepth 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.DE | XDW0.DE | Difference | |
|---|---|---|---|
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.
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.
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