PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ENGI.PA vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ENGI.PA vs. XDW0.DE

Last updated Jun 13, 2026

ENGI.PA (ENGIE 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, ENGI.PA returned 14.08%/yr vs 9.16%/yr for XDW0.DE. At a 0.33 correlation, their price movements are largely independent.

Performance

ENGI.PA vs. XDW0.DE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ENGI.PA achieves a 28.95% return, which is significantly lower than XDW0.DE's 31.10% return. Over the past 10 years, ENGI.PA has outperformed XDW0.DE with an annualized return of 14.08%, while XDW0.DE has yielded a comparatively lower 9.16% annualized return.

ENGI.PA

1D
0.36%
1M
0.62%
YTD
28.95%
6M
33.17%
1Y
45.36%
3Y*
34.44%
5Y*
27.00%
10Y*
14.08%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGI.PA vs. XDW0.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ENGI.PA
ENGIE SA		28.95%58.96%5.44%30.78%10.71%8.28%-13.06%18.15%-7.81%25.78%
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 ENGI.PA and XDW0.DE is 0.09, 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

0.09

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

0.09

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.33

Over the past year, the correlation between ENGI.PA and XDW0.DE has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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

ENGIE SA

Xtrackers MSCI World Energy UCITS ETF 1C

Often compared with ENGI.PA:
ENGI.PA vs. HSBK.LENGI.PA vs. IBE.MCENGI.PA vs. TTEENGI.PA vs. OTTRENGI.PA vs. TTE.LENGI.PA vs. NEEENGI.PA vs. TSM
Often compared with XDW0.DE:
XDW0.DE vs. IXCXDW0.DE vs. ENGW.LXDW0.DE vs. BRK-BXDW0.DE vs. JEPIXDW0.DE vs. XLEXDW0.DE vs. VDEXDW0.DE vs. SXR8.DE

Return for Risk

ENGI.PA vs. XDW0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENGI.PA
ENGI.PA Risk / Return Rank: 8989
Overall Rank
ENGI.PA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ENGI.PA Sortino Ratio Rank: 9191
Sortino Ratio Rank
ENGI.PA Omega Ratio Rank: 9090
Omega Ratio Rank
ENGI.PA Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENGI.PA Martin Ratio Rank: 8787
Martin Ratio Rank
XDW0.DE
XDW0.DE Risk / Return Rank: 5757
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5454
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.

ENGI.PA vs. XDW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ENGIE SA (ENGI.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.

ENGI.PAXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility
2.28
1.77

+0.51

Sortino ratioReturn per unit of downside risk
3.13
2.25

+0.88

Omega ratioGain probability vs. loss probability

1.41

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

3.50

2.57

+0.93

Martin ratioReturn relative to average drawdown

9.32

8.23

+1.08

ENGI.PA vs. XDW0.DE - Sharpe Ratio Comparison

The current ENGI.PA Sharpe Ratio is 2.28, which is comparable to the XDW0.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ENGI.PA 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.

Loading charts...

Drawdowns

ENGI.PA vs. XDW0.DE - Drawdown Comparison

The maximum ENGI.PA drawdown since its inception was -60.64%, smaller than the maximum XDW0.DE drawdown of -66.27%. Use the drawdown chart below to compare losses from any high point for ENGI.PA and XDW0.DE.

Loading charts...

Drawdown Indicators

ENGI.PAXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-66.27%

+5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-15.05%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.76%

-23.70%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-30.68%

-23.70%

-6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.75%

-61.44%

+13.69%

Current Drawdown

Current decline from peak

-2.14%

-8.52%

+6.38%

Average Drawdown

Average peak-to-trough decline

-32.61%

-23.00%

-9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

4.71%

+0.31%

Volatility

ENGI.PA vs. XDW0.DE - Volatility Comparison

The current volatility for ENGIE SA (ENGI.PA) is 5.09%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.78%. This indicates that ENGI.PA experiences smaller price fluctuations and is considered to be less risky than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ENGI.PAXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

6.78%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

18.98%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

21.83%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

24.12%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

26.55%

-3.25%

Dividends

ENGI.PA vs. XDW0.DE - Dividend Comparison

ENGI.PA's dividend yield for the trailing twelve months is around 4.91%, while XDW0.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ENGI.PA
ENGIE SA		4.91%6.60%9.34%8.79%6.35%4.07%0.00%2.57%5.75%5.93%8.25%6.12%
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

ENGI.PA and XDW0.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ENGI.PA and XDW0.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer