LLY vs. XDW0.L

Last updated Jun 13, 2026

LLY (Eli Lilly and Company) 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, LLY returned 33.45%/yr vs 9.55%/yr for XDW0.L. At a 0.15 correlation, their price movements are largely independent.

Performance

LLY vs. XDW0.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than XDW0.L's 28.94% return. Over the past 10 years, LLY has outperformed XDW0.L with an annualized return of 33.45%, while XDW0.L has yielded a comparatively lower 9.55% annualized return.

LLY

• 1D: -2.41%
• 1M: 12.74%
• YTD: 5.78%
• 6M: 10.64%
• 1Y: 39.26%
• 3Y*: 37.45%
• 5Y*: 39.59%
• 10Y*: 33.45%

XDW0.L

• 1D: -0.77%
• 1M: -0.41%
• YTD: 28.94%
• 6M: 29.39%
• 1Y: 36.83%
• 3Y*: 17.23%
• 5Y*: 18.57%
• 10Y*: 9.55%

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

LLY vs. XDW0.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LLY Eli Lilly and Company	5.78%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	28.94%	14.66%	2.11%	3.68%	46.28%	39.22%	-30.39%	10.05%	-15.00%	4.49%

Correlation

The correlation between LLY 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	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	-0.02
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010	0.15

The correlation between LLY and XDW0.L shifts across timeframes, from -0.09 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LLY vs. XDW0.L — Risk / Return Rank

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

LLY

LLY Risk / Return Rank: 73
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 70
LLY Omega Ratio Rank: 71
LLY Calmar Ratio Rank: 74
LLY Martin Ratio Rank: 75

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.

LLY vs. XDW0.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) 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.

	LLY	XDW0.L	Difference
Sharpe ratio: Return per unit of total volatility	1.07	2.01	-0.94
Sortino ratio: Return per unit of downside risk	1.62	2.57	-0.95
Omega ratio: Gain probability vs. loss probability	1.22	1.35	-0.13
Calmar ratio: Return relative to maximum drawdown	1.72	3.19	-1.47
Martin ratio: Return relative to average drawdown	4.28	10.19	-5.90

LLY vs. XDW0.L - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 1.07, which is lower than the XDW0.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of LLY 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

LLY vs. XDW0.L - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.24%, roughly equal to the maximum XDW0.L drawdown of -68.41%. Use the drawdown chart below to compare losses from any high point for LLY and XDW0.L.

Drawdown Indicators

	LLY	XDW0.L	Difference
Max Drawdown Largest peak-to-trough decline	-68.24%	-68.41%	+0.17%
Max Drawdown (1Y) Largest decline over 1 year	-23.64%	-12.15%	-11.49%
Max Drawdown (3Y) Largest decline over 3 years	-34.48%	-18.89%	-15.59%
Max Drawdown (5Y) Largest decline over 5 years	-34.48%	-26.47%	-8.01%
Max Drawdown (10Y) Largest decline over 10 years	-34.48%	-63.72%	+29.24%
Current Drawdown Current decline from peak	-2.41%	-7.45%	+5.04%
Average Drawdown Average peak-to-trough decline	-19.21%	-18.56%	-0.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.49%	3.81%	+5.68%

Volatility

LLY vs. XDW0.L - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) at 6.01%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than XDW0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LLY	XDW0.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.27%	6.01%	+3.26%
Volatility (6M) Calculated over the trailing 6-month period	27.16%	16.44%	+10.72%
Volatility (1Y) Calculated over the trailing 1-year period	38.01%	19.30%	+18.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.46%	24.22%	+8.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.19%	26.14%	+4.05%

Dividends

LLY vs. XDW0.L - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.57%, while XDW0.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
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 LLY and XDW0.L in my portfolio?

LLY 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.