PortfoliosLab logoPortfoliosLab logo
IS0D.DE vs. XUEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0D.DE vs. XUEN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly lower than XUEN.DE's 32.35% 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%

XUEN.DE

1D
-0.40%
1M
4.10%
YTD
32.35%
6M
28.01%
1Y
43.05%
3Y*
14.05%
5Y*
21.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0D.DE vs. XUEN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%15.71%
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
32.35%-3.28%10.56%-3.66%71.12%65.12%-40.59%12.55%-14.61%11.19%

Correlation

The correlation between IS0D.DE and XUEN.DE is 0.87, 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

0.87

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

0.87

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

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.91

The correlation between IS0D.DE and XUEN.DE has been stable across timeframes, ranging from 0.87 to 0.91 - 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.


Return for Risk

IS0D.DE vs. XUEN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS0D.DE
IS0D.DE Risk / Return Rank: 3737
Overall Rank
IS0D.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 3434
Martin Ratio Rank

XUEN.DE
XUEN.DE Risk / Return Rank: 4949
Overall Rank
XUEN.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XUEN.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUEN.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XUEN.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XUEN.DE Martin Ratio Rank: 4747
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.

IS0D.DE vs. XUEN.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 USA Energy UCITS ETF 1D (XUEN.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.DEXUEN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.24

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

2.02

2.44

-0.41

Martin ratioReturn relative to average drawdown

5.02

7.67

-2.65

IS0D.DE vs. XUEN.DE - Sharpe Ratio Comparison

The current IS0D.DE Sharpe Ratio is 1.33, which is comparable to the XUEN.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IS0D.DE and XUEN.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...

Sharpe Ratios by Period


IS0D.DEXUEN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.76

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.79

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.36

-0.27

Drawdowns

IS0D.DE vs. XUEN.DE - Drawdown Comparison

The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than XUEN.DE's maximum drawdown of -64.67%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and XUEN.DE.


Loading charts...

Drawdown Indicators


IS0D.DEXUEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.47%

-64.67%

-14.80%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-17.12%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-30.80%

-26.63%

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.34%

-26.63%

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-73.73%

Current Drawdown

Current decline from peak

-9.82%

-9.21%

-0.61%

Average Drawdown

Average peak-to-trough decline

-27.09%

-16.97%

-10.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.18%

5.46%

+1.72%

Volatility

IS0D.DE vs. XUEN.DE - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) have volatilities of 7.78% and 7.71%, 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


IS0D.DEXUEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.71%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

20.26%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

26.99%

23.74%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

26.62%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.12%

29.68%

+3.44%

IS0D.DE vs. XUEN.DE - Expense Ratio Comparison

IS0D.DE has a 0.55% expense ratio, which is higher than XUEN.DE's 0.12% expense ratio.


Dividends

IS0D.DE vs. XUEN.DE - Dividend Comparison

IS0D.DE has not paid dividends to shareholders, while XUEN.DE's dividend yield for the trailing twelve months is around 2.07%.


PositionTTM20252024202320222021202020192018
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
2.07%2.80%2.64%3.22%3.89%3.12%7.28%2.72%0.71%

Frequently Asked Questions


IS0D.DE and XUEN.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUEN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEN.DE is cheaper with a 0.12% expense ratio, compared with 0.55% for IS0D.DE.

IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while XUEN.DE tracks MSCI USA Energy 20/35 Custom. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for IS0D.DE and 0.12% for XUEN.DE.

Portfolio Optimizer

Find the right allocation for IS0D.DE and XUEN.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