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XDG7.DE vs. ESIE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDG7.DE vs. ESIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). The values are adjusted to include any dividend payments, if applicable.

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XDG7.DE vs. ESIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
15.64%23.57%-15.19%-25.56%
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
38.32%15.26%-6.63%1.25%

Returns By Period

In the year-to-date period, XDG7.DE achieves a 15.64% return, which is significantly lower than ESIE.DE's 38.32% return.


XDG7.DE

1D
1.45%
1M
2.16%
YTD
15.64%
6M
23.47%
1Y
51.50%
3Y*
-1.70%
5Y*
10Y*

ESIE.DE

1D
-4.91%
1M
13.59%
YTD
38.32%
6M
43.11%
1Y
40.72%
3Y*
18.04%
5Y*
21.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDG7.DE vs. ESIE.DE - Expense Ratio Comparison

XDG7.DE has a 0.35% expense ratio, which is higher than ESIE.DE's 0.18% expense ratio.


Return for Risk

XDG7.DE vs. ESIE.DE — Risk / Return Rank

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

XDG7.DE
XDG7.DE Risk / Return Rank: 8282
Overall Rank
XDG7.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6565
Martin Ratio Rank

ESIE.DE
ESIE.DE Risk / Return Rank: 8282
Overall Rank
ESIE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 8282
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.

XDG7.DE vs. ESIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.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.


XDG7.DEESIE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.76

-0.10

Sortino ratio

Return per unit of downside risk

2.38

2.17

+0.21

Omega ratio

Gain probability vs. loss probability

1.40

1.32

+0.08

Calmar ratio

Return relative to maximum drawdown

2.99

2.63

+0.37

Martin ratio

Return relative to average drawdown

7.49

10.15

-2.66

XDG7.DE vs. ESIE.DE - Sharpe Ratio Comparison

The current XDG7.DE Sharpe Ratio is 1.66, which is comparable to the ESIE.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of XDG7.DE and ESIE.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


XDG7.DEESIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.76

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.99

-1.12

Correlation

The correlation between XDG7.DE and ESIE.DE is 0.27, 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

XDG7.DE vs. ESIE.DE - Dividend Comparison

Neither XDG7.DE nor ESIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDG7.DE vs. ESIE.DE - Drawdown Comparison

The maximum XDG7.DE drawdown since its inception was -48.68%, which is greater than ESIE.DE's maximum drawdown of -26.20%. Use the drawdown chart below to compare losses from any high point for XDG7.DE and ESIE.DE.


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Drawdown Indicators


XDG7.DEESIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-26.20%

-22.48%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-20.82%

+3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

Current Drawdown

Current decline from peak

-10.93%

-4.91%

-6.02%

Average Drawdown

Average peak-to-trough decline

-27.85%

-6.67%

-21.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

4.16%

+2.71%

Volatility

XDG7.DE vs. ESIE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) is 4.85%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a volatility of 10.30%. This indicates that XDG7.DE experiences smaller price fluctuations and is considered to be less risky than ESIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG7.DEESIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

10.30%

-5.45%

Volatility (6M)

Calculated over the trailing 6-month period

26.68%

16.04%

+10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

30.97%

23.06%

+7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.15%

23.38%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

23.86%

+0.29%