PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ENI.MI vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ENI.MI vs. XDW0.DE

Last updated Jun 13, 2026

ENI.MI (Eni S.p.A.) 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, ENI.MI returned 12.61%/yr vs 9.16%/yr for XDW0.DE. A 0.70 correlation means they provide meaningful diversification when combined.

Performance

ENI.MI vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eni S.p.A. (ENI.MI) 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, ENI.MI achieves a 47.16% return, which is significantly higher than XDW0.DE's 31.10% return. Over the past 10 years, ENI.MI has outperformed XDW0.DE with an annualized return of 12.61%, while XDW0.DE has yielded a comparatively lower 9.16% annualized return.

ENI.MI

1D
-2.27%
1M
-0.38%
YTD
47.16%
6M
49.00%
1Y
75.52%
3Y*
29.49%
5Y*
25.09%
10Y*
12.61%

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)

ENI.MI vs. XDW0.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ENI.MI
Eni S.p.A.		47.16%32.29%-8.74%23.38%16.23%52.33%-33.91%6.74%4.80%-5.53%
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 ENI.MI and XDW0.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

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

0.72

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

0.74

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

0.74

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

0.70

The correlation between ENI.MI and XDW0.DE has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

Eni S.p.A.

Xtrackers MSCI World Energy UCITS ETF 1C

Often compared with ENI.MI:
ENI.MI vs. ENEL.MIENI.MI vs. ENG.MCENI.MI vs. TRN.MIENI.MI vs. SRG.MIENI.MI vs. SHELENI.MI vs. TTEENI.MI vs. IGLO.L
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

ENI.MI vs. XDW0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENI.MI
ENI.MI Risk / Return Rank: 9696
Overall Rank
ENI.MI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ENI.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
ENI.MI Omega Ratio Rank: 9696
Omega Ratio Rank
ENI.MI Calmar Ratio Rank: 9595
Calmar Ratio Rank
ENI.MI Martin Ratio Rank: 9797
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.

ENI.MI vs. XDW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) 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.

ENI.MIXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility
3.34
1.77

+1.57

Sortino ratioReturn per unit of downside risk
3.74
2.25

+1.49

Omega ratioGain probability vs. loss probability

1.59

1.31

+0.28

Calmar ratioReturn relative to maximum drawdown

6.15

2.57

+3.58

Martin ratioReturn relative to average drawdown

24.16

8.23

+15.92

ENI.MI vs. XDW0.DE - Sharpe Ratio Comparison

The current ENI.MI Sharpe Ratio is 3.34, which is higher than the XDW0.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ENI.MI 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

ENI.MI vs. XDW0.DE - Drawdown Comparison

The maximum ENI.MI drawdown since its inception was -59.75%, smaller than the maximum XDW0.DE drawdown of -66.27%. Use the drawdown chart below to compare losses from any high point for ENI.MI and XDW0.DE.

Loading charts...

Drawdown Indicators

ENI.MIXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.75%

-66.27%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-15.05%

+2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-23.53%

-23.70%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-23.70%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-59.75%

-61.44%

+1.69%

Current Drawdown

Current decline from peak

-5.63%

-8.52%

+2.89%

Average Drawdown

Average peak-to-trough decline

-16.90%

-23.00%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

4.71%

-1.51%

Volatility

ENI.MI vs. XDW0.DE - Volatility Comparison

Eni S.p.A. (ENI.MI) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) have volatilities of 7.00% and 6.78%, 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.

Loading charts...

Volatility by Period

ENI.MIXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

6.78%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

20.94%

18.98%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

21.83%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

24.12%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.35%

26.55%

-0.20%

Dividends

ENI.MI vs. XDW0.DE - Dividend Comparison

ENI.MI's dividend yield for the trailing twelve months is around 4.52%, while XDW0.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ENI.MI
Eni S.p.A.		4.52%6.32%7.41%5.93%6.55%5.48%6.43%6.06%5.96%5.80%5.17%6.96%
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

ENI.MI and XDW0.DE have a correlation of 0.76, 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 ENI.MI 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