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

Performance

XDG7.DE vs. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XDG7.DE having a 34.27% return and WDEE.DE slightly lower at 33.31%.


XDG7.DE

1D
-2.33%
1M
2.34%
YTD
34.27%
6M
33.11%
1Y
73.03%
3Y*
4.63%
5Y*
10Y*

WDEE.DE

1D
2.19%
1M
3.35%
YTD
33.31%
6M
28.18%
1Y
39.15%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
34.27%23.57%-15.19%-20.20%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%

Correlation

The correlation between XDG7.DE and WDEE.DE is -0.07, 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

-0.07

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.19

The correlation between XDG7.DE and WDEE.DE shifts across timeframes, from -0.07 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDG7.DE vs. WDEE.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: 7676
Overall Rank
XDG7.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6262
Martin Ratio Rank

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.56

1.31

+0.25

Calmar ratioReturn relative to maximum drawdown

4.19

2.94

+1.25

Martin ratioReturn relative to average drawdown

10.86

9.51

+1.36

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

The current XDG7.DE Sharpe Ratio is 2.40, which is higher than the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of XDG7.DE and WDEE.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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Sharpe Ratios by Period


XDG7.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.75

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.69

-0.64

Drawdowns

XDG7.DE vs. WDEE.DE - Drawdown Comparison

The maximum XDG7.DE drawdown since its inception was -48.68%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for XDG7.DE and WDEE.DE.


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Drawdown Indicators


XDG7.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-23.77%

-24.91%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-12.42%

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-43.66%

-23.77%

-19.89%

Current Drawdown

Current decline from peak

-2.95%

-4.37%

+1.42%

Average Drawdown

Average peak-to-trough decline

-26.59%

-7.19%

-19.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

3.85%

+2.79%

Volatility

XDG7.DE vs. WDEE.DE - Volatility Comparison

Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) have volatilities of 7.88% and 7.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG7.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

7.54%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

17.53%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

20.89%

+9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

19.94%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

19.94%

+4.14%

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

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


Dividends

XDG7.DE vs. WDEE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDG7.DE and WDEE.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.35% for XDG7.DE.

XDG7.DE tracks MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.35% for XDG7.DE and 0.18% for WDEE.DE.

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