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WNDY.DE vs. EXH1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WNDY.DE vs. EXH1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). The values are adjusted to include any dividend payments, if applicable.

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WNDY.DE vs. EXH1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
21.21%17.05%-14.98%-22.01%-8.38%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
36.93%27.13%-3.22%7.61%15.05%

Returns By Period

In the year-to-date period, WNDY.DE achieves a 21.21% return, which is significantly lower than EXH1.DE's 36.93% return.


WNDY.DE

1D
-0.64%
1M
8.57%
YTD
21.21%
6M
26.74%
1Y
46.24%
3Y*
-0.52%
5Y*
10Y*

EXH1.DE

1D
2.29%
1M
13.43%
YTD
36.93%
6M
45.55%
1Y
55.56%
3Y*
20.94%
5Y*
20.73%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WNDY.DE vs. EXH1.DE - Expense Ratio Comparison

WNDY.DE has a 0.50% expense ratio, which is higher than EXH1.DE's 0.47% expense ratio.


Return for Risk

WNDY.DE vs. EXH1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WNDY.DE
WNDY.DE Risk / Return Rank: 9292
Overall Rank
WNDY.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 8888
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 9595
Martin Ratio Rank

EXH1.DE
EXH1.DE Risk / Return Rank: 9696
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 9595
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9898
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.

WNDY.DE vs. EXH1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.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.


WNDY.DEEXH1.DEDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.72

-0.64

Sortino ratio

Return per unit of downside risk

2.70

3.07

-0.37

Omega ratio

Gain probability vs. loss probability

1.37

1.49

-0.12

Calmar ratio

Return relative to maximum drawdown

6.51

7.53

-1.03

Martin ratio

Return relative to average drawdown

18.88

34.73

-15.85

WNDY.DE vs. EXH1.DE - Sharpe Ratio Comparison

The current WNDY.DE Sharpe Ratio is 2.08, which is comparable to the EXH1.DE Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of WNDY.DE and EXH1.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.


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Sharpe Ratios by Period


WNDY.DEEXH1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.72

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.26

-0.42

Correlation

The correlation between WNDY.DE and EXH1.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WNDY.DE vs. EXH1.DE - Dividend Comparison

WNDY.DE has not paid dividends to shareholders, while EXH1.DE's dividend yield for the trailing twelve months is around 2.83%.


TTM20252024202320222021202020192018201720162015
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.83%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%

Drawdowns

WNDY.DE vs. EXH1.DE - Drawdown Comparison

The maximum WNDY.DE drawdown since its inception was -52.12%, smaller than the maximum EXH1.DE drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and EXH1.DE.


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Drawdown Indicators


WNDY.DEEXH1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.12%

-55.76%

+3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-14.63%

+4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-21.04%

-0.52%

-20.52%

Average Drawdown

Average peak-to-trough decline

-30.45%

-13.71%

-16.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.85%

+0.70%

Volatility

WNDY.DE vs. EXH1.DE - Volatility Comparison

Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a higher volatility of 7.70% compared to iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) at 6.51%. This indicates that WNDY.DE's price experiences larger fluctuations and is considered to be riskier than EXH1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WNDY.DEEXH1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

6.51%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

13.06%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

20.37%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

21.54%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

24.08%

-2.90%