IS0D.DE vs. XDW0.DE
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both Energy Equities funds - IS0D.DE tracks the S&P Commodity Producers Oil & Gas Exploration & Production while XDW0.DE tracks the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, IS0D.DE returned 6.95%/yr vs 9.20%/yr for XDW0.DE. Their correlation of 0.92 suggests significant overlap in exposure. IS0D.DE charges 0.55%/yr vs 0.25%/yr for XDW0.DE.
Performance
IS0D.DE vs. XDW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly lower than XDW0.DE's 32.75% return. Over the past 10 years, IS0D.DE has underperformed XDW0.DE with an annualized return of 6.95%, while XDW0.DE has yielded a comparatively higher 9.20% annualized return.
IS0D.DE
- 1D
- 0.10%
- 1M
- 1.29%
- YTD
- 30.64%
- 6M
- 22.28%
- 1Y
- 36.59%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
IS0D.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between IS0D.DE and XDW0.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.92 |
The correlation between IS0D.DE and XDW0.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
IS0D.DE vs. XDW0.DE — Risk / Return Rank
IS0D.DE
XDW0.DE
IS0D.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) 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.
| IS0D.DE | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.98 | -0.96 |
| Martin ratioReturn relative to average drawdown | 5.02 | 9.92 | -4.90 |
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
| IS0D.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.10 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.84 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.35 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.37 | -0.28 |
Drawdowns
IS0D.DE vs. XDW0.DE - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than XDW0.DE's maximum drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and XDW0.DE.
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Drawdown Indicators
| IS0D.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -61.44% | -18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -15.05% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -23.71% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -23.71% | -8.63% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -61.44% | -12.29% |
Current DrawdownCurrent decline from peak | -9.82% | -7.38% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -13.84% | -13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 4.53% | +2.65% |
Volatility
IS0D.DE vs. XDW0.DE - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.96%. This indicates that IS0D.DE's price experiences larger fluctuations and is considered to be riskier than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0D.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 6.96% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 18.42% | +4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 21.48% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 24.04% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 26.02% | +7.10% |
IS0D.DE vs. XDW0.DE - Expense Ratio Comparison
IS0D.DE has a 0.55% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.
Dividends
IS0D.DE vs. XDW0.DE - Dividend Comparison
Neither IS0D.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
IS0D.DE and XDW0.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for IS0D.DE.
IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for IS0D.DE and 0.25% for XDW0.DE.
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