XDW0.DE vs. AMEE.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and AMEE.DE (Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc) are both Energy Equities funds - XDW0.DE tracks the MSCI World/Energy NR USD while AMEE.DE tracks the Bloomberg Hydrogen ESG. Both are passively managed. Over the past 10 years, XDW0.DE returned 8.15%/yr vs 13.41%/yr for AMEE.DE. A 0.75 correlation means they provide meaningful diversification when combined. XDW0.DE charges 0.25%/yr vs 0.45%/yr for AMEE.DE.
Performance
XDW0.DE vs. AMEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDW0.DE achieves a 28.70% return, which is significantly higher than AMEE.DE's 21.33% return. Over the past 10 years, XDW0.DE has underperformed AMEE.DE with an annualized return of 8.15%, while AMEE.DE has yielded a comparatively higher 13.41% annualized return.
XDW0.DE
- 1D
- -0.93%
- 1M
- 2.25%
- 6M
- 19.90%
- YTD
- 28.70%
- 1Y
- 34.95%
- 3Y*
- 15.05%
- 5Y*
- 20.85%
- 10Y*
- 8.15%
AMEE.DE
- 1D
- -1.36%
- 1M
- -2.61%
- 6M
- 11.82%
- YTD
- 21.33%
- 1Y
- 48.16%
- 3Y*
- 30.88%
- 5Y*
- 28.61%
- 10Y*
- 13.41%
XDW0.DE vs. AMEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 28.70% | 2.24% | 7.48% | 0.19% | 53.95% | 52.21% | -36.99% | 14.05% | -12.13% | -7.68% |
AMEE.DE Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc | 21.33% | 37.58% | 15.56% | 12.19% | 35.81% | 34.64% | -31.29% | 10.32% | -0.78% | 5.51% |
Correlation
The correlation between XDW0.DE and AMEE.DE is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.75 |
Over the past year, the correlation between XDW0.DE and AMEE.DE has dropped to 0.04 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
XDW0.DE vs. AMEE.DE — Risk / Return Rank
XDW0.DE
AMEE.DE
XDW0.DE vs. AMEE.DE - 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 Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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.
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.DE | AMEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 5.23 | -2.99 |
| Martin ratioReturn relative to average drawdown | 5.78 | 14.30 | -8.52 |
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Drawdowns
XDW0.DE vs. AMEE.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -66.27%, which is greater than AMEE.DE's maximum drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and AMEE.DE.
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Drawdown Indicators
| XDW0.DE | AMEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.27% | -59.14% | -7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -15.55% | -9.17% | -6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -15.74% | -7.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -19.23% | -4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -59.14% | -2.30% |
Current DrawdownCurrent decline from peak | -10.20% | -8.45% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -10.41% | -12.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 3.36% | +2.67% |
Volatility
XDW0.DE vs. AMEE.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.81% compared to Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) at 5.59%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than AMEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDW0.DE | AMEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 5.59% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.48% | 15.09% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 19.90% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 22.24% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 25.56% | +1.04% |
XDW0.DE vs. AMEE.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is lower than AMEE.DE's 0.45% expense ratio.
Dividends
XDW0.DE vs. AMEE.DE - Dividend Comparison
Neither XDW0.DE nor AMEE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and AMEE.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for AMEE.DE.
XDW0.DE tracks MSCI World/Energy NR USD, while AMEE.DE tracks Bloomberg Hydrogen ESG. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDW0.DE and 0.45% for AMEE.DE.
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