PEP vs. XDW0.DE

Last updated Jun 13, 2026

PEP (PepsiCo, Inc.) 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, PEP returned 6.62%/yr vs 9.51%/yr for XDW0.DE. At a 0.13 correlation, their price movements are largely independent.

Performance

PEP vs. XDW0.DE - Performance Comparison

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

Different Trading Currencies

PEP is traded in USD, while XDW0.DE is traded in EUR. To make them comparable, the XDW0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PEP achieves a 2.49% return, which is significantly lower than XDW0.DE's 29.08% return. Over the past 10 years, PEP has underperformed XDW0.DE with an annualized return of 6.62%, while XDW0.DE has yielded a comparatively higher 9.51% annualized return.

PEP

• 1D: 0.38%
• 1M: -1.94%
• YTD: 2.49%
• 6M: -2.36%
• 1Y: 14.62%
• 3Y*: -4.09%
• 5Y*: 2.73%
• 10Y*: 6.62%

XDW0.DE

• 1D: -1.52%
• 1M: -0.56%
• YTD: 29.08%
• 6M: 29.05%
• 1Y: 36.92%
• 3Y*: 17.21%
• 5Y*: 18.52%
• 10Y*: 9.51%

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

PEP vs. XDW0.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PEP PepsiCo, Inc.	2.49%	-1.85%	-7.60%	-3.29%	6.78%	20.56%	11.67%	27.38%	-4.81%	17.82%
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C	29.08%	15.42%	1.33%	3.35%	45.47%	40.21%	-30.83%	11.64%	-16.27%	5.37%

Correlation

The correlation between PEP and XDW0.DE is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.04
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	0.13

The correlation between PEP and XDW0.DE shifts across timeframes, from 0.02 (5 years) to 0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PEP vs. XDW0.DE — Risk / Return Rank

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

PEP

PEP Risk / Return Rank: 60
PEP Sharpe Ratio Rank: 64
PEP Sortino Ratio Rank: 59
PEP Omega Ratio Rank: 55
PEP Calmar Ratio Rank: 60
PEP Martin Ratio Rank: 63

XDW0.DE

XDW0.DE Risk / Return Rank: 57
XDW0.DE Sharpe Ratio Rank: 60
XDW0.DE Sortino Ratio Rank: 52
XDW0.DE Omega Ratio Rank: 58
XDW0.DE Calmar Ratio Rank: 58
XDW0.DE Martin Ratio Rank: 54

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.

PEP vs. XDW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) 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.

	PEP	XDW0.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.62	1.82	-1.20
Sortino ratio: Return per unit of downside risk	1.11	2.34	-1.23
Omega ratio: Gain probability vs. loss probability	1.12	1.32	-0.19
Calmar ratio: Return relative to maximum drawdown	0.83	3.01	-2.18
Martin ratio: Return relative to average drawdown	2.11	9.81	-7.71

PEP vs. XDW0.DE - Sharpe Ratio Comparison

The current PEP Sharpe Ratio is 0.62, which is lower than the XDW0.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PEP 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.

Drawdowns

PEP vs. XDW0.DE - Drawdown Comparison

The maximum PEP drawdown since its inception was -73.92%, roughly equal to the maximum XDW0.DE drawdown of -75.05%. Use the drawdown chart below to compare losses from any high point for PEP and XDW0.DE.

Drawdown Indicators

	PEP	XDW0.DE	Difference
Max Drawdown Largest peak-to-trough decline	-73.92%	-75.05%	+1.13%
Max Drawdown (1Y) Largest decline over 1 year	-16.25%	-12.81%	-3.44%
Max Drawdown (3Y) Largest decline over 3 years	-29.17%	-19.69%	-9.48%
Max Drawdown (5Y) Largest decline over 5 years	-30.32%	-26.53%	-3.79%
Max Drawdown (10Y) Largest decline over 10 years	-30.32%	-63.77%	+33.45%
Current Drawdown Current decline from peak	-17.75%	-7.68%	-10.07%
Average Drawdown Average peak-to-trough decline	-13.65%	-33.01%	+19.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.37%	3.93%	+2.44%

Volatility

PEP vs. XDW0.DE - Volatility Comparison

The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.57%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEP	XDW0.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	6.57%	-1.18%
Volatility (6M) Calculated over the trailing 6-month period	14.62%	18.47%	-3.85%
Volatility (1Y) Calculated over the trailing 1-year period	21.71%	21.19%	+0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.39%	24.53%	-6.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	26.89%	-7.22%

Dividends

PEP vs. XDW0.DE - Dividend Comparison

PEP's dividend yield for the trailing twelve months is around 3.98%, while XDW0.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEP PepsiCo, Inc.	3.98%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
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

Can I hold both PEP and XDW0.DE in my portfolio?

PEP and XDW0.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.