PortfoliosLab logo
ENGE.L vs. XDWT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ENGE.L and XDWT.L is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ENGE.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Europe Energy UCITS ETF (ENGE.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
15.26%
44.13%
ENGE.L
XDWT.L

Key characteristics

Sharpe Ratio

ENGE.L:

-0.88

XDWT.L:

0.46

Sortino Ratio

ENGE.L:

-1.13

XDWT.L:

0.78

Omega Ratio

ENGE.L:

0.85

XDWT.L:

1.10

Calmar Ratio

ENGE.L:

-0.72

XDWT.L:

0.47

Martin Ratio

ENGE.L:

-1.47

XDWT.L:

1.55

Ulcer Index

ENGE.L:

12.51%

XDWT.L:

7.85%

Daily Std Dev

ENGE.L:

19.77%

XDWT.L:

26.62%

Max Drawdown

ENGE.L:

-25.54%

XDWT.L:

-35.99%

Current Drawdown

ENGE.L:

-20.61%

XDWT.L:

-10.22%

Returns By Period

In the year-to-date period, ENGE.L achieves a -2.18% return, which is significantly higher than XDWT.L's -7.99% return.


ENGE.L

YTD

-2.18%

1M

2.22%

6M

-4.57%

1Y

-17.58%

5Y*

N/A

10Y*

N/A

XDWT.L

YTD

-7.99%

1M

15.85%

6M

-6.59%

1Y

12.31%

5Y*

19.33%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ENGE.L vs. XDWT.L - Expense Ratio Comparison

ENGE.L has a 0.18% expense ratio, which is lower than XDWT.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%.


Risk-Adjusted Performance

ENGE.L vs. XDWT.L — Risk-Adjusted Performance Rank

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

ENGE.L
The Risk-Adjusted Performance Rank of ENGE.L is 11
Overall Rank
The Sharpe Ratio Rank of ENGE.L is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of ENGE.L is 11
Sortino Ratio Rank
The Omega Ratio Rank of ENGE.L is 11
Omega Ratio Rank
The Calmar Ratio Rank of ENGE.L is 00
Calmar Ratio Rank
The Martin Ratio Rank of ENGE.L is 22
Martin Ratio Rank

XDWT.L
The Risk-Adjusted Performance Rank of XDWT.L is 5454
Overall Rank
The Sharpe Ratio Rank of XDWT.L is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of XDWT.L is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XDWT.L is 5252
Omega Ratio Rank
The Calmar Ratio Rank of XDWT.L is 5858
Calmar Ratio Rank
The Martin Ratio Rank of XDWT.L is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENGE.L vs. XDWT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Energy UCITS ETF (ENGE.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.


The current ENGE.L Sharpe Ratio is -0.88, which is lower than the XDWT.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ENGE.L and XDWT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.60
0.46
ENGE.L
XDWT.L

Dividends

ENGE.L vs. XDWT.L - Dividend Comparison

Neither ENGE.L nor XDWT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENGE.L vs. XDWT.L - Drawdown Comparison

The maximum ENGE.L drawdown since its inception was -25.54%, smaller than the maximum XDWT.L drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for ENGE.L and XDWT.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.54%
-10.22%
ENGE.L
XDWT.L

Volatility

ENGE.L vs. XDWT.L - Volatility Comparison

The current volatility for SPDR MSCI Europe Energy UCITS ETF (ENGE.L) is 9.71%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 12.36%. This indicates that ENGE.L experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
9.71%
12.36%
ENGE.L
XDWT.L