SPYN.DE vs. XDW0.DE
SPYN.DE (SPDR MSCI Europe Energy UCITS ETF) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both Energy Equities funds - SPYN.DE tracks the MSCI Europe Energy 20/35 Capped while XDW0.DE tracks the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, SPYN.DE returned 11.20%/yr vs 9.20%/yr for XDW0.DE. Their correlation of 0.87 suggests significant overlap in exposure. SPYN.DE charges 0.18%/yr vs 0.25%/yr for XDW0.DE.
Performance
SPYN.DE vs. XDW0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYN.DE achieves a 35.04% return, which is significantly higher than XDW0.DE's 32.75% return. Over the past 10 years, SPYN.DE has outperformed XDW0.DE with an annualized return of 11.20%, while XDW0.DE has yielded a comparatively lower 9.20% annualized return.
SPYN.DE
- 1D
- -0.92%
- 1M
- -2.45%
- YTD
- 35.04%
- 6M
- 30.84%
- 1Y
- 54.32%
- 3Y*
- 17.57%
- 5Y*
- 19.95%
- 10Y*
- 11.20%
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%
SPYN.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYN.DE SPDR MSCI Europe Energy UCITS ETF | 35.04% | 14.83% | -5.83% | 8.31% | 37.38% | 35.64% | -31.15% | 10.33% | -0.63% | 5.40% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between SPYN.DE and XDW0.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.87 |
The correlation between SPYN.DE and XDW0.DE has been stable across timeframes, ranging from 0.83 to 0.87 - 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
SPYN.DE vs. XDW0.DE — Risk / Return Rank
SPYN.DE
XDW0.DE
SPYN.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Energy UCITS ETF (SPYN.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.
| SPYN.DE | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 2.98 | +1.57 |
| Martin ratioReturn relative to average drawdown | 14.57 | 9.92 | +4.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPYN.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.10 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.84 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.35 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.37 | -0.06 |
Drawdowns
SPYN.DE vs. XDW0.DE - Drawdown Comparison
The maximum SPYN.DE drawdown since its inception was -58.67%, roughly equal to the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for SPYN.DE and XDW0.DE.
Loading charts...
Drawdown Indicators
| SPYN.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -61.44% | +2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -15.05% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -26.54% | -23.71% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.54% | -23.71% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -58.67% | -61.44% | +2.77% |
Current DrawdownCurrent decline from peak | -6.51% | -7.38% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -13.84% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.53% | -0.81% |
Volatility
SPYN.DE vs. XDW0.DE - Volatility Comparison
SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) have volatilities of 7.11% and 6.96%, 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
| SPYN.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 6.96% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 18.42% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 21.48% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.69% | 24.04% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 26.02% | +0.04% |
SPYN.DE vs. XDW0.DE - Expense Ratio Comparison
SPYN.DE has a 0.18% expense ratio, which is lower than XDW0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPYN.DE vs. XDW0.DE - Dividend Comparison
Neither SPYN.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYN.DE and XDW0.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYN.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.DE.
SPYN.DE tracks MSCI Europe Energy 20/35 Capped, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYN.DE and 0.25% for XDW0.DE.
Find the right allocation for SPYN.DE and XDW0.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