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XDW0.DE vs. 1CS.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDW0.DE vs. 1CS.MI

Last updated Jun 13, 2026

XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD, while 1CS.MI (AXA SA) is a stock. Over the past 10 years, XDW0.DE returned 9.16%/yr vs 13.16%/yr for 1CS.MI. At a 0.39 correlation, their price movements are largely independent.

Performance

XDW0.DE vs. 1CS.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and AXA SA (1CS.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDW0.DE achieves a 31.10% return, which is significantly higher than 1CS.MI's 0.98% return. Over the past 10 years, XDW0.DE has underperformed 1CS.MI with an annualized return of 9.16%, while 1CS.MI has yielded a comparatively higher 13.16% annualized return.

XDW0.DE

1D
-1.42%
1M
0.33%
YTD
31.10%
6M
30.99%
1Y
36.74%
3Y*
14.54%
5Y*
19.61%
10Y*
9.16%

1CS.MI

1D
0.46%
1M
-0.68%
YTD
0.98%
6M
2.87%
1Y
0.18%
3Y*
19.78%
5Y*
18.23%
10Y*
13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. 1CS.MI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C		31.10%2.24%7.48%0.19%53.95%52.21%-36.99%14.05%-12.13%-7.68%
1CS.MI
AXA SA		0.98%27.07%23.08%18.99%6.46%42.27%-10.99%42.47%-20.11%8.41%

Correlation

The correlation between XDW0.DE and 1CS.MI is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.39

The correlation between XDW0.DE and 1CS.MI shifts across timeframes, from -0.11 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Xtrackers MSCI World Energy UCITS ETF 1C

AXA SA

Often compared with XDW0.DE:
XDW0.DE vs. IXCXDW0.DE vs. ENGW.LXDW0.DE vs. BRK-BXDW0.DE vs. JEPIXDW0.DE vs. XLEXDW0.DE vs. VDEXDW0.DE vs. SXR8.DE
Often compared with 1CS.MI:
1CS.MI vs. KAP.IL1CS.MI vs. 1810.HK1CS.MI vs. ASML1CS.MI vs. AVGO1CS.MI vs. AMD1CS.MI vs. BABA1CS.MI vs. 0700.HK

Return for Risk

XDW0.DE vs. 1CS.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDW0.DE
XDW0.DE Risk / Return Rank: 5757
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5454
Martin Ratio Rank
1CS.MI
1CS.MI Risk / Return Rank: 3535
Overall Rank
1CS.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
1CS.MI Sortino Ratio Rank: 3232
Sortino Ratio Rank
1CS.MI Omega Ratio Rank: 3333
Omega Ratio Rank
1CS.MI Calmar Ratio Rank: 3737
Calmar Ratio Rank
1CS.MI Martin Ratio Rank: 3737
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.

XDW0.DE vs. 1CS.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and AXA SA (1CS.MI). 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.

XDW0.DE1CS.MIDifference
Sharpe ratioReturn per unit of total volatility
1.77
-0.07

+1.85

Sortino ratioReturn per unit of downside risk
2.25
0.07

+2.18

Omega ratioGain probability vs. loss probability

1.31

1.01

+0.30

Calmar ratioReturn relative to maximum drawdown

2.57

-0.13

+2.70

Martin ratioReturn relative to average drawdown

8.23

-0.23

+8.47

XDW0.DE vs. 1CS.MI - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 1.77, which is higher than the 1CS.MI Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of XDW0.DE and 1CS.MI, 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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Drawdowns

XDW0.DE vs. 1CS.MI - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -66.27%, smaller than the maximum 1CS.MI drawdown of -81.45%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and 1CS.MI.

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Drawdown Indicators

XDW0.DE1CS.MIDifference

Max Drawdown

Largest peak-to-trough decline

-66.27%

-81.45%

+15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-13.46%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-13.46%

-10.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-24.58%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

-51.02%

-10.42%

Current Drawdown

Current decline from peak

-8.52%

-3.74%

-4.78%

Average Drawdown

Average peak-to-trough decline

-23.00%

-22.07%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

7.67%

-2.96%

Volatility

XDW0.DE vs. 1CS.MI - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.78% compared to AXA SA (1CS.MI) at 5.71%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than 1CS.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDW0.DE1CS.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.71%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

18.98%

18.95%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

25.17%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

24.02%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.55%

27.28%

-0.73%

Dividends

XDW0.DE vs. 1CS.MI - Dividend Comparison

XDW0.DE has not paid dividends to shareholders, while 1CS.MI's dividend yield for the trailing twelve months is around 5.91%.

PositionTTM20252024202320222021202020192018201720162015
1CS.MI
AXA SA		5.91%5.22%5.80%5.77%5.85%5.43%10.97%5.32%6.72%4.68%4.60%3.74%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XDW0.DE and 1CS.MI have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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