PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
TTE.L vs. XDW0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

TTE.L vs. XDW0.DE

Last updated Apr 3, 2026

Compare and contrast key facts about TotalEnergies SE (TTE.L) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE).

XDW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016.

Performance

TTE.L vs. XDW0.DE - Performance Comparison

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

Loading graphics...

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

2026 (YTD)202520242023202220212020201920182017
TTE.L
TotalEnergies SE		42.39%14.53%-9.91%10.27%42.59%35.62%-22.25%10.04%5.33%0.82%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C		35.64%2.24%7.48%0.18%53.95%52.18%-36.97%14.05%-12.13%-7.68%

Returns By Period

In the year-to-date period, TTE.L achieves a 42.39% return, which is significantly higher than XDW0.DE's 35.64% return. Over the past 10 years, TTE.L has outperformed XDW0.DE with an annualized return of 13.94%, while XDW0.DE has yielded a comparatively lower 10.50% annualized return.

TTE.L

1D
2.71%
1M
17.44%
YTD
42.39%
6M
59.97%
1Y
42.22%
3Y*
17.73%
5Y*
22.65%
10Y*
13.94%

XDW0.DE

1D
1.22%
1M
7.14%
YTD
35.64%
6M
38.76%
1Y
28.71%
3Y*
14.46%
5Y*
22.49%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

TotalEnergies SE

Xtrackers MSCI World Energy UCITS ETF 1C

Often compared with TTE.L:
TTE.L vs. ENGI.PATTE.L vs. VOOTTE.L vs. XOMTTE.L vs. ^FCHITTE.L vs. SHELL.ASTTE.L vs. AXA.DETTE.L vs. SPY
Often compared with XDW0.DE:
XDW0.DE vs. IXCXDW0.DE vs. ENGW.LXDW0.DE vs. BRK-BXDW0.DE vs. VDEXDW0.DE vs. JEPIXDW0.DE vs. XLEXDW0.DE vs. SXR8.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TTE.L
TTE.L Risk / Return Rank: 7575
Overall Rank
TTE.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TTE.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
TTE.L Omega Ratio Rank: 6666
Omega Ratio Rank
TTE.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
TTE.L Martin Ratio Rank: 8484
Martin Ratio Rank
XDW0.DE
XDW0.DE Risk / Return Rank: 7676
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.L) 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.

TTE.LXDW0.DEDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.26

-0.23

Sortino ratio

Return per unit of downside risk

1.63

1.62

0.00

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratio

Return relative to maximum drawdown

2.90

5.18

-2.29

Martin ratio

Return relative to average drawdown

7.97

13.97

-5.99

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current TTE.L Sharpe Ratio is 1.03, which is comparable to the XDW0.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TTE.L and XDW0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

TTE.LXDW0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.26

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.93

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.40

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.38

-0.09

Correlation

The correlation between TTE.L and XDW0.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TTE.L vs. XDW0.DE - Dividend Comparison

TTE.L's dividend yield for the trailing twelve months is around 4.27%, while XDW0.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
TTE.L
TotalEnergies SE		4.27%7.30%5.75%4.61%6.20%5.90%7.58%3.95%5.42%5.33%5.03%5.87%
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%

Drawdowns

TTE.L vs. XDW0.DE - Drawdown Comparison

The maximum TTE.L drawdown since its inception was -59.25%, roughly equal to the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for TTE.L and XDW0.DE.

Loading graphics...

Drawdown Indicators

TTE.LXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.25%

-61.44%

+2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.58%

-14.61%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-23.71%

-7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-59.25%

-61.44%

+2.19%

Current Drawdown

Current decline from peak

-5.18%

-5.36%

+0.18%

Average Drawdown

Average peak-to-trough decline

-14.00%

-13.92%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

2.73%

+2.56%

Volatility

TTE.L vs. XDW0.DE - Volatility Comparison

TotalEnergies SE (TTE.L) has a higher volatility of 17.81% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 8.45%. This indicates that TTE.L'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.

Loading graphics...

Volatility by Period

TTE.LXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.81%

8.45%

+9.36%

Volatility (6M)

Calculated over the trailing 6-month period

31.83%

14.50%

+17.33%

Volatility (1Y)

Calculated over the trailing 1-year period

40.84%

22.69%

+18.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.03%

23.80%

+26.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.42%

25.88%

+15.54%