VRTX vs. XDW0.DE
VRTX (Vertex Pharmaceuticals Incorporated) 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, VRTX returned 17.15%/yr vs 9.51%/yr for XDW0.DE. At a 0.12 correlation, their price movements are largely independent.
Performance
VRTX vs. XDW0.DE - Performance Comparison
Loading charts...
Different Trading Currencies
VRTX is traded in USD, while XDW0.DE is traded in EUR. To make them comparable, the XDW0.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VRTX achieves a -1.86% return, which is significantly lower than XDW0.DE's 29.08% return. Over the past 10 years, VRTX has outperformed XDW0.DE with an annualized return of 17.15%, while XDW0.DE has yielded a comparatively lower 9.51% annualized return.
VRTX
- 1D
- -0.03%
- 1M
- -1.22%
- YTD
- -1.86%
- 6M
- -1.57%
- 1Y
- -2.31%
- 3Y*
- 9.16%
- 5Y*
- 18.18%
- 10Y*
- 17.15%
XDW0.DE
- 1D
- -1.52%
- 1M
- -0.56%
- YTD
- 29.08%
- 6M
- 29.05%
- 1Y
- 36.92%
- 3Y*
- 17.21%
- 5Y*
- 18.52%
- 10Y*
- 9.51%
VRTX vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTX Vertex Pharmaceuticals Incorporated | -1.86% | 12.58% | -1.03% | 40.90% | 31.50% | -7.08% | 7.94% | 32.13% | 10.58% | 103.42% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 29.08% | 15.42% | 1.33% | 3.35% | 45.47% | 40.21% | -30.83% | 11.64% | -16.27% | 5.37% |
Correlation
The correlation between VRTX and XDW0.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.12 |
The correlation between VRTX and XDW0.DE shifts across timeframes, from -0.08 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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
VRTX vs. XDW0.DE — Risk / Return Rank
VRTX
XDW0.DE
VRTX vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) 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.
| VRTX | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.01 | -3.15 |
| Martin ratioReturn relative to average drawdown | -0.29 | 9.81 | -10.11 |
Loading charts...
Drawdowns
VRTX vs. XDW0.DE - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, which is greater than XDW0.DE's maximum drawdown of -75.05%. Use the drawdown chart below to compare losses from any high point for VRTX and XDW0.DE.
Loading charts...
Drawdown Indicators
| VRTX | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.77% | -75.05% | -16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -23.56% | -12.81% | -10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -29.07% | -19.69% | -9.38% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -26.53% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -63.77% | +22.17% |
Current DrawdownCurrent decline from peak | -13.90% | -7.68% | -6.22% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -33.01% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 3.93% | +7.37% |
Volatility
VRTX vs. XDW0.DE - Volatility Comparison
Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 7.47% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.57%. This indicates that VRTX'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 charts...
Volatility by Period
| VRTX | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 6.57% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 18.47% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 21.19% | +12.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 24.53% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 26.89% | +5.93% |
Dividends
VRTX vs. XDW0.DE - Dividend Comparison
Neither VRTX nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
VRTX and XDW0.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for VRTX 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