ENGI.PA vs. XDW0.L

Last updated Jun 13, 2026

ENGI.PA (ENGIE SA) is a stock, while XDW0.L (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 9.20%/yr for XDW0.L. At a 0.32 correlation, their price movements are largely independent.

Performance

ENGI.PA vs. XDW0.L - 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.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ENGI.PA is traded in EUR, while XDW0.L is traded in USD. To make them comparable, the XDW0.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENGI.PA achieves a 28.95% return, which is significantly lower than XDW0.L's 30.93% return. Over the past 10 years, ENGI.PA has outperformed XDW0.L with an annualized return of 14.08%, while XDW0.L has yielded a comparatively lower 9.20% 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.L

• 1D: -0.69%
• 1M: 0.48%
• YTD: 30.93%
• 6M: 31.31%
• 1Y: 36.62%
• 3Y*: 14.54%
• 5Y*: 19.65%
• 10Y*: 9.20%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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.L Xtrackers MSCI World Energy UCITS ETF 1C	30.93%	1.05%	8.85%	0.57%	55.34%	49.64%	-36.13%	12.54%	-11.01%	-8.35%

Correlation

The correlation between ENGI.PA and XDW0.L 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	0.13
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	0.32

Over the past year, the correlation between ENGI.PA and XDW0.L has dropped to 0.09 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Return for Risk

ENGI.PA vs. XDW0.L — 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: 89
ENGI.PA Sharpe Ratio Rank: 92
ENGI.PA Sortino Ratio Rank: 91
ENGI.PA Omega Ratio Rank: 90
ENGI.PA Calmar Ratio Rank: 87
ENGI.PA Martin Ratio Rank: 87

XDW0.L

XDW0.L Risk / Return Rank: 67
XDW0.L Sharpe Ratio Rank: 71
XDW0.L Sortino Ratio Rank: 63
XDW0.L Omega Ratio Rank: 66
XDW0.L Calmar Ratio Rank: 71
XDW0.L Martin Ratio Rank: 64

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.L - 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.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.

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.PA	XDW0.L	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.90	+0.38
Sortino ratio: Return per unit of downside risk	3.13	2.42	+0.72
Omega ratio: Gain probability vs. loss probability	1.41	1.33	+0.08
Calmar ratio: Return relative to maximum drawdown	3.50	2.70	+0.80
Martin ratio: Return relative to average drawdown	9.32	8.54	+0.77

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

The current ENGI.PA Sharpe Ratio is 2.28, which is comparable to the XDW0.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ENGI.PA and XDW0.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ENGI.PA vs. XDW0.L - Drawdown Comparison

The maximum ENGI.PA drawdown since its inception was -60.64%, roughly equal to the maximum XDW0.L drawdown of -61.46%. Use the drawdown chart below to compare losses from any high point for ENGI.PA and XDW0.L.

Drawdown Indicators

	ENGI.PA	XDW0.L	Difference
Max Drawdown Largest peak-to-trough decline	-60.64%	-61.46%	+0.82%
Max Drawdown (1Y) Largest decline over 1 year	-13.29%	-14.40%	+1.11%
Max Drawdown (3Y) Largest decline over 3 years	-16.76%	-24.02%	+7.26%
Max Drawdown (5Y) Largest decline over 5 years	-30.68%	-24.02%	-6.66%
Max Drawdown (10Y) Largest decline over 10 years	-47.75%	-61.46%	+13.71%
Current Drawdown Current decline from peak	-2.14%	-8.30%	+6.16%
Average Drawdown Average peak-to-trough decline	-32.61%	-12.95%	-19.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	4.57%	+0.45%

Volatility

ENGI.PA vs. XDW0.L - Volatility Comparison

The current volatility for ENGIE SA (ENGI.PA) is 5.09%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a volatility of 6.26%. This indicates that ENGI.PA experiences smaller price fluctuations and is considered to be less risky than XDW0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENGI.PA	XDW0.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	6.26%	-1.17%
Volatility (6M) Calculated over the trailing 6-month period	17.07%	17.37%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	20.46%	20.52%	-0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.30%	24.29%	-2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.30%	26.23%	-2.93%

Dividends

ENGI.PA vs. XDW0.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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.L 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

Can I hold both ENGI.PA and XDW0.L in my portfolio?

ENGI.PA and XDW0.L 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.