XDW0.DE vs. ASML

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 ASML (ASML Holding N.V.) is a stock. Over the past 10 years, XDW0.DE returned 9.16%/yr vs 35.57%/yr for ASML. At a 0.19 correlation, their price movements are largely independent.

Performance

XDW0.DE vs. ASML - 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 ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XDW0.DE is traded in EUR, while ASML is traded in USD. To make them comparable, the ASML values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDW0.DE achieves a 31.10% return, which is significantly lower than ASML's 77.49% return. Over the past 10 years, XDW0.DE has underperformed ASML with an annualized return of 9.16%, while ASML has yielded a comparatively higher 35.57% 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%

ASML

• 1D: -1.81%
• 1M: 18.65%
• YTD: 77.49%
• 6M: 75.58%
• 1Y: 146.44%
• 3Y*: 34.43%
• 5Y*: 24.10%
• 10Y*: 35.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
ASML ASML Holding N.V.	77.49%	37.93%	-1.61%	35.71%	-26.18%	76.41%	52.37%	97.94%	-5.56%	37.03%

Correlation

The correlation between XDW0.DE and ASML is -0.12, 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	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010	0.19

The correlation between XDW0.DE and ASML shifts across timeframes, from -0.12 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XDW0.DE vs. ASML — 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: 57
XDW0.DE Sharpe Ratio Rank: 60
XDW0.DE Sortino Ratio Rank: 52
XDW0.DE Omega Ratio Rank: 58
XDW0.DE Calmar Ratio Rank: 58
XDW0.DE Martin Ratio Rank: 54

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

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. ASML - 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 ASML Holding N.V. (ASML). 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	ASML	Difference
Sharpe ratio: Return per unit of total volatility	1.77	3.36	-1.59
Sortino ratio: Return per unit of downside risk	2.25	3.79	-1.54
Omega ratio: Gain probability vs. loss probability	1.31	1.46	-0.15
Calmar ratio: Return relative to maximum drawdown	2.57	8.63	-6.06
Martin ratio: Return relative to average drawdown	8.23	22.10	-13.87

XDW0.DE vs. ASML - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 1.77, which is lower than the ASML Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of XDW0.DE and ASML, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XDW0.DE vs. ASML - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -66.27%, which is greater than ASML's maximum drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and ASML.

Drawdown Indicators

	XDW0.DE	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-66.27%	-58.22%	-8.05%
Max Drawdown (1Y) Largest decline over 1 year	-15.05%	-16.25%	+1.20%
Max Drawdown (3Y) Largest decline over 3 years	-23.70%	-46.09%	+22.39%
Max Drawdown (5Y) Largest decline over 5 years	-23.70%	-49.06%	+25.36%
Max Drawdown (10Y) Largest decline over 10 years	-61.44%	-49.06%	-12.38%
Current Drawdown Current decline from peak	-8.52%	-1.81%	-6.71%
Average Drawdown Average peak-to-trough decline	-23.00%	-13.92%	-9.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	6.34%	-1.63%

Volatility

XDW0.DE vs. ASML - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.78%, while ASML Holding N.V. (ASML) has a volatility of 16.52%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDW0.DE	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.78%	16.52%	-9.74%
Volatility (6M) Calculated over the trailing 6-month period	18.98%	33.22%	-14.24%
Volatility (1Y) Calculated over the trailing 1-year period	21.83%	41.73%	-19.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.12%	40.99%	-16.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.55%	37.87%	-11.32%

Dividends

XDW0.DE vs. ASML - Dividend Comparison

XDW0.DE has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.47%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
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

Can I hold both XDW0.DE and ASML in my portfolio?

XDW0.DE and ASML have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.