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S0LR.DE vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S0LR.DE vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Solar Energy UCITS ETF Acc (S0LR.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S0LR.DE achieves a 39.14% return, which is significantly higher than XDW0.DE's 32.75% return.


S0LR.DE

1D
-2.10%
1M
15.39%
YTD
39.14%
6M
44.58%
1Y
102.95%
3Y*
-3.99%
5Y*
10Y*

XDW0.DE

1D
-0.47%
1M
-0.80%
YTD
32.75%
6M
29.37%
1Y
45.08%
3Y*
15.71%
5Y*
20.33%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S0LR.DE vs. XDW0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
S0LR.DE
Invesco Solar Energy UCITS ETF Acc
39.14%31.50%-33.95%-27.80%1.22%-8.13%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
32.75%2.24%7.48%0.18%53.95%16.51%

Correlation

The correlation between S0LR.DE and XDW0.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.20

The correlation between S0LR.DE and XDW0.DE shifts across timeframes, from -0.11 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

S0LR.DE vs. XDW0.DE — Risk / Return Rank

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

S0LR.DE
S0LR.DE Risk / Return Rank: 8787
Overall Rank
S0LR.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
S0LR.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
S0LR.DE Omega Ratio Rank: 7676
Omega Ratio Rank
S0LR.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
S0LR.DE Martin Ratio Rank: 9191
Martin Ratio Rank

XDW0.DE
XDW0.DE Risk / Return Rank: 5959
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5757
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.

S0LR.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar Energy UCITS ETF Acc (S0LR.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.


S0LR.DEXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

8.71

2.98

+5.73

Martin ratioReturn relative to average drawdown

21.79

9.92

+11.87

S0LR.DE vs. XDW0.DE - Sharpe Ratio Comparison

The current S0LR.DE Sharpe Ratio is 3.02, which is higher than the XDW0.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of S0LR.DE 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.


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Sharpe Ratios by Period


S0LR.DEXDW0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

2.10

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.37

-0.48

Drawdowns

S0LR.DE vs. XDW0.DE - Drawdown Comparison

The maximum S0LR.DE drawdown since its inception was -73.43%, 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 S0LR.DE and XDW0.DE.


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Drawdown Indicators


S0LR.DEXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.43%

-61.44%

-11.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-15.05%

+3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-65.01%

-23.71%

-41.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

Current Drawdown

Current decline from peak

-32.82%

-7.38%

-25.44%

Average Drawdown

Average peak-to-trough decline

-39.70%

-13.84%

-25.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

4.53%

+0.18%

Volatility

S0LR.DE vs. XDW0.DE - Volatility Comparison

Invesco Solar Energy UCITS ETF Acc (S0LR.DE) has a higher volatility of 12.56% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.96%. This indicates that S0LR.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


S0LR.DEXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.56%

6.96%

+5.60%

Volatility (6M)

Calculated over the trailing 6-month period

23.50%

18.42%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

33.92%

21.48%

+12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.23%

24.04%

+12.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.23%

26.02%

+10.21%

S0LR.DE vs. XDW0.DE - Expense Ratio Comparison

S0LR.DE has a 0.69% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.


Dividends

S0LR.DE vs. XDW0.DE - Dividend Comparison

Neither S0LR.DE nor XDW0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


S0LR.DE and XDW0.DE have a correlation of -0.11, 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 0.69% for S0LR.DE.

S0LR.DE tracks MAC Global Solar Energy, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.69% for S0LR.DE and 0.25% for XDW0.DE.

Portfolio Optimizer

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