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RWE.DE vs. XDW0.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RWE.DE vs. XDW0.L

Last updated Jun 13, 2026

RWE.DE (RWE AG) 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, RWE.DE returned 19.88%/yr vs 9.20%/yr for XDW0.L. At a 0.27 correlation, their price movements are largely independent.

Performance

RWE.DE vs. XDW0.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with RWE.DE having a 29.46% return and XDW0.L slightly higher at 30.93%. Over the past 10 years, RWE.DE has outperformed XDW0.L with an annualized return of 19.88%, while XDW0.L has yielded a comparatively lower 9.20% annualized return.

RWE.DE

1D
-0.07%
1M
1.70%
YTD
29.46%
6M
35.20%
1Y
64.64%
3Y*
16.35%
5Y*
16.17%
10Y*
19.88%

XDW0.L

1D
-0.69%
1M
0.48%
YTD
30.93%
6M
31.31%
1Y
36.62%
3Y*
14.54%
5Y*
19.65%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWE.DE vs. XDW0.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RWE.DE
RWE AG		29.46%62.21%-27.81%1.17%19.08%6.06%29.69%48.79%14.26%43.82%
XDW0.L
Xtrackers MSCI World Energy UCITS ETF 1C		30.93%1.05%8.85%0.57%55.34%49.64%-36.13%12.54%-11.01%-8.35%

Correlation

The correlation between RWE.DE and XDW0.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.12

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

0.13

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

0.19

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

0.27

The correlation between RWE.DE and XDW0.L shifts across timeframes, from 0.12 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

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RWE AG

Xtrackers MSCI World Energy UCITS ETF 1C

Often compared with RWE.DE:
RWE.DE vs. EONGYRWE.DE vs. AEERWE.DE vs. ORSTED.CORWE.DE vs. TSRWE.DE vs. VSTRWE.DE vs. BYW6.DERWE.DE vs. DAX
Often compared with XDW0.L:
XDW0.L vs. XIN.TOXDW0.L vs. XDWT.LXDW0.L vs. VOOXDW0.L vs. ENGW.LXDW0.L vs. HAPXDW0.L vs. DBCXDW0.L vs. CWEU.L

Return for Risk

RWE.DE vs. XDW0.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RWE.DE
RWE.DE Risk / Return Rank: 9494
Overall Rank
RWE.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RWE.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
RWE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
RWE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
RWE.DE Martin Ratio Rank: 9393
Martin Ratio Rank
XDW0.L
XDW0.L Risk / Return Rank: 6767
Overall Rank
XDW0.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XDW0.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDW0.L Omega Ratio Rank: 6666
Omega Ratio Rank
XDW0.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDW0.L Martin Ratio Rank: 6464
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.

RWE.DE vs. XDW0.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RWE AG (RWE.DE) 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.

RWE.DEXDW0.LDifference
Sharpe ratioReturn per unit of total volatility
2.69
1.90

+0.79

Sortino ratioReturn per unit of downside risk
3.62
2.42

+1.20

Omega ratioGain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratioReturn relative to maximum drawdown

6.37

2.70

+3.66

Martin ratioReturn relative to average drawdown

15.02

8.54

+6.48

RWE.DE vs. XDW0.L - Sharpe Ratio Comparison

The current RWE.DE Sharpe Ratio is 2.69, which is higher than the XDW0.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RWE.DE 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.

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Drawdowns

RWE.DE vs. XDW0.L - Drawdown Comparison

The maximum RWE.DE drawdown since its inception was -85.39%, which is greater than XDW0.L's maximum drawdown of -61.46%. Use the drawdown chart below to compare losses from any high point for RWE.DE and XDW0.L.

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Drawdown Indicators

RWE.DEXDW0.LDifference

Max Drawdown

Largest peak-to-trough decline

-85.39%

-61.46%

-23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-14.40%

+4.03%

Max Drawdown (3Y)

Largest decline over 3 years

-30.49%

-24.02%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-32.19%

-24.02%

-8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-39.02%

-61.46%

+22.44%

Current Drawdown

Current decline from peak

-5.46%

-8.30%

+2.84%

Average Drawdown

Average peak-to-trough decline

-45.33%

-12.95%

-32.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

4.57%

-0.17%

Volatility

RWE.DE vs. XDW0.L - Volatility Comparison

RWE AG (RWE.DE) has a higher volatility of 7.73% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) at 6.26%. This indicates that RWE.DE'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.

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Volatility by Period

RWE.DEXDW0.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

6.26%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.70%

17.37%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.54%

20.52%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.61%

24.29%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.31%

26.23%

+2.08%

Dividends

RWE.DE vs. XDW0.L - Dividend Comparison

RWE.DE's dividend yield for the trailing twelve months is around 2.09%, while XDW0.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
RWE.DE
RWE AG		2.09%2.43%3.47%2.19%2.16%2.38%2.31%2.56%2.64%0.00%1.10%8.54%
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

RWE.DE and XDW0.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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