WDEE.DE vs. XDW0.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both Energy Equities funds - WDEE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy while XDW0.DE tracks the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, WDEE.DE returned 16.13%/yr vs 15.71%/yr for XDW0.DE. With a 0.96 correlation, they move nearly in lockstep. WDEE.DE charges 0.18%/yr vs 0.25%/yr for XDW0.DE.
Performance
WDEE.DE vs. XDW0.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WDEE.DE having a 33.31% return and XDW0.DE slightly lower at 32.75%.
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 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%
WDEE.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 33.31% | -2.96% | 9.29% | 6.37% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.49% |
Correlation
The correlation between WDEE.DE and XDW0.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.96 |
The correlation between WDEE.DE and XDW0.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
WDEE.DE vs. XDW0.DE — Risk / Return Rank
WDEE.DE
XDW0.DE
WDEE.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.
| WDEE.DE | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.98 | -0.04 |
| Martin ratioReturn relative to average drawdown | 9.51 | 9.92 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WDEE.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.10 | -0.34 |
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 | 0.69 | 0.37 | +0.33 |
Drawdowns
WDEE.DE vs. XDW0.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and XDW0.DE.
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Drawdown Indicators
| WDEE.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -61.44% | +37.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -15.05% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -23.71% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.44% | — |
Current DrawdownCurrent decline from peak | -4.37% | -7.38% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -13.84% | +6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 4.53% | -0.68% |
Volatility
WDEE.DE vs. XDW0.DE - Volatility Comparison
Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 7.54% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.96%. This indicates that WDEE.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
| WDEE.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 6.96% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 18.42% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 21.48% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 24.04% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 26.02% | -6.08% |
WDEE.DE vs. XDW0.DE - Expense Ratio Comparison
WDEE.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
WDEE.DE vs. XDW0.DE - Dividend Comparison
Neither WDEE.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, WDEE.DE and XDW0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, WDEE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.DE.
WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.18% for WDEE.DE and 0.25% for XDW0.DE.
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