ENGW.L vs. XDW0.DE
Compare and contrast key facts about SPDR MSCI World Energy UCITS ETF (ENGW.L) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE).
ENGW.L and XDW0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENGW.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Energy NR USD. It was launched on Apr 29, 2016. XDW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016. Both ENGW.L and XDW0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ENGW.L vs. XDW0.DE - Performance Comparison
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ENGW.L vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ENGW.L SPDR MSCI World Energy UCITS ETF | 33.41% | 7.20% | 3.55% | -2.06% | 20.65% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 34.41% | 7.56% | 2.79% | -1.82% | 20.58% |
Different Trading Currencies
ENGW.L is traded in GBP, while XDW0.DE is traded in EUR. To make them comparable, the XDW0.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with ENGW.L having a 33.41% return and XDW0.DE slightly higher at 34.41%.
ENGW.L
- 1D
- -5.24%
- 1M
- 6.54%
- YTD
- 33.41%
- 6M
- 36.93%
- 1Y
- 32.63%
- 3Y*
- 15.27%
- 5Y*
- —
- 10Y*
- —
XDW0.DE
- 1D
- -5.37%
- 1M
- 6.69%
- YTD
- 34.41%
- 6M
- 37.40%
- 1Y
- 33.22%
- 3Y*
- 15.33%
- 5Y*
- 22.85%
- 10Y*
- 11.36%
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ENGW.L vs. XDW0.DE - Expense Ratio Comparison
ENGW.L has a 0.30% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.
Return for Risk
ENGW.L vs. XDW0.DE — Risk / Return Rank
ENGW.L
XDW0.DE
ENGW.L vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.L) 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.
| ENGW.L | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.52 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.91 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.51 | +0.10 |
Martin ratioReturn relative to average drawdown | 8.20 | 8.48 | -0.27 |
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
| ENGW.L | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.52 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.43 | +0.24 |
Correlation
The correlation between ENGW.L and XDW0.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ENGW.L vs. XDW0.DE - Dividend Comparison
Neither ENGW.L nor XDW0.DE has paid dividends to shareholders.
Drawdowns
ENGW.L vs. XDW0.DE - Drawdown Comparison
The maximum ENGW.L drawdown since its inception was -21.65%, smaller than the maximum XDW0.DE drawdown of -58.94%. Use the drawdown chart below to compare losses from any high point for ENGW.L and XDW0.DE.
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Drawdown Indicators
| ENGW.L | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -61.44% | +39.79% |
Max Drawdown (1Y)Largest decline over 1 year | -17.50% | -20.41% | +2.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.44% | — |
Current DrawdownCurrent decline from peak | -5.72% | -6.50% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -13.92% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 4.27% | -0.27% |
Volatility
ENGW.L vs. XDW0.DE - Volatility Comparison
SPDR MSCI World Energy UCITS ETF (ENGW.L) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) have volatilities of 8.49% and 8.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENGW.L | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.49% | 8.73% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.92% | 14.09% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 21.77% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 23.25% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 25.24% | -2.89% |