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UCG.MI vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UCG.MI vs. XDW0.DE

Last updated Jun 13, 2026

UCG.MI (UniCredit S.p.A.) 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, UCG.MI returned 33.60%/yr vs 9.16%/yr for XDW0.DE. At a 0.31 correlation, their price movements are largely independent.

Performance

UCG.MI vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UniCredit S.p.A. (UCG.MI) 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, UCG.MI achieves a 5.89% return, which is significantly lower than XDW0.DE's 31.10% return. Over the past 10 years, UCG.MI has outperformed XDW0.DE with an annualized return of 33.60%, while XDW0.DE has yielded a comparatively lower 9.16% annualized return.

UCG.MI

1D
4.10%
1M
1.31%
YTD
5.89%
6M
11.29%
1Y
36.86%
3Y*
66.44%
5Y*
54.62%
10Y*
33.60%

XDW0.DE

1D
-1.42%
1M
0.33%
YTD
31.10%
6M
30.99%
1Y
36.74%
3Y*
14.54%
5Y*
19.61%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCG.MI vs. XDW0.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UCG.MI
UniCredit S.p.A.		5.89%94.09%69.10%95.01%3.82%79.52%-41.24%34.49%-35.37%126.88%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C		31.10%2.24%7.48%0.19%53.95%52.21%-36.99%14.05%-12.13%-7.68%

Correlation

The correlation between UCG.MI and XDW0.DE is -0.24, 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

-0.24

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

0.02

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

0.13

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

0.26

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

0.31

The correlation between UCG.MI and XDW0.DE shifts across timeframes, from -0.24 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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UniCredit S.p.A.

Xtrackers MSCI World Energy UCITS ETF 1C

Often compared with UCG.MI:
UCG.MI vs. ISP.MIUCG.MI vs. CBK.DEUCG.MI vs. MSFTUCG.MI vs. MUFGUCG.MI vs. BPE.MIUCG.MI vs. MAUCG.MI vs. BBVA
Often compared with XDW0.DE:
XDW0.DE vs. IXCXDW0.DE vs. ENGW.LXDW0.DE vs. BRK-BXDW0.DE vs. JEPIXDW0.DE vs. XLEXDW0.DE vs. VDEXDW0.DE vs. SXR8.DE

Return for Risk

UCG.MI vs. XDW0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UCG.MI
UCG.MI Risk / Return Rank: 7272
Overall Rank
UCG.MI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UCG.MI Sortino Ratio Rank: 7373
Sortino Ratio Rank
UCG.MI Omega Ratio Rank: 6969
Omega Ratio Rank
UCG.MI Calmar Ratio Rank: 7070
Calmar Ratio Rank
UCG.MI Martin Ratio Rank: 7373
Martin Ratio Rank
XDW0.DE
XDW0.DE Risk / Return Rank: 5757
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5454
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.

UCG.MI vs. XDW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UniCredit S.p.A. (UCG.MI) 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.

UCG.MIXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility
1.12
1.77

-0.66

Sortino ratioReturn per unit of downside risk
1.76
2.25

-0.49

Omega ratioGain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratioReturn relative to maximum drawdown

1.44

2.57

-1.13

Martin ratioReturn relative to average drawdown

4.03

8.23

-4.21

UCG.MI vs. XDW0.DE - Sharpe Ratio Comparison

The current UCG.MI Sharpe Ratio is 1.12, which is lower than the XDW0.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of UCG.MI 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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Drawdowns

UCG.MI vs. XDW0.DE - Drawdown Comparison

The maximum UCG.MI drawdown since its inception was -93.56%, which is greater than XDW0.DE's maximum drawdown of -66.27%. Use the drawdown chart below to compare losses from any high point for UCG.MI and XDW0.DE.

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Drawdown Indicators

UCG.MIXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-93.56%

-66.27%

-27.29%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-15.05%

-9.12%

Max Drawdown (3Y)

Largest decline over 3 years

-24.17%

-23.70%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-46.40%

-23.70%

-22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-65.16%

-61.44%

-3.72%

Current Drawdown

Current decline from peak

-4.50%

-8.52%

+4.02%

Average Drawdown

Average peak-to-trough decline

-65.98%

-23.00%

-42.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

4.71%

+3.95%

Volatility

UCG.MI vs. XDW0.DE - Volatility Comparison

UniCredit S.p.A. (UCG.MI) has a higher volatility of 8.15% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.78%. This indicates that UCG.MI'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

UCG.MIXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

6.78%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

24.82%

18.98%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

31.19%

21.83%

+9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.81%

24.12%

+11.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.06%

26.55%

+21.51%

Dividends

UCG.MI vs. XDW0.DE - Dividend Comparison

UCG.MI's dividend yield for the trailing twelve months is around 4.30%, while XDW0.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
UCG.MI
UniCredit S.p.A.		4.30%4.10%7.08%4.02%4.05%0.89%0.00%2.07%3.24%0.00%0.88%0.47%
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

UCG.MI and XDW0.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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