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XDW0.DE vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XDW0.DE vs. BTC-USD - 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 Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDW0.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 28.70% return, which is significantly higher than BTC-USD's -24.47% return. Over the past 10 years, XDW0.DE has underperformed BTC-USD with an annualized return of 8.15%, while BTC-USD has yielded a comparatively higher 57.35% 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%

BTC-USD

1D
-1.15%
1M
-1.61%
6M
-32.42%
YTD
-24.47%
1Y
-44.59%
3Y*
27.70%
5Y*
16.17%
10Y*
57.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BTC-USD
Bitcoin
-24.47%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between XDW0.DE and BTC-USD is -0.01, 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

-0.01

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

0.02

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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2012

0.04

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Return for Risk

XDW0.DE vs. BTC-USD — 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: 5252
Overall Rank
XDW0.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 4444
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4545
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 66
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. BTC-USD - 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 Bitcoin (BTC-USD). 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.DEBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.59

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.28

0.83

+0.44

Calmar ratioReturn relative to maximum drawdown

2.24

-0.86

+3.10

Martin ratioReturn relative to average drawdown

5.78

-1.37

+7.15

XDW0.DE vs. BTC-USD - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 1.54, which is higher than the BTC-USD Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of XDW0.DE and BTC-USD, 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. BTC-USD - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -66.27%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and BTC-USD.


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Drawdown Indicators


XDW0.DEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-66.27%

-83.05%

+16.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.55%

-51.88%

+36.33%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-51.88%

+28.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-73.60%

+49.90%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

-82.51%

+21.07%

Current Drawdown

Current decline from peak

-10.20%

-47.16%

+36.96%

Average Drawdown

Average peak-to-trough decline

-22.94%

-40.23%

+17.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

29.64%

-23.61%

Volatility

XDW0.DE vs. BTC-USD - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.81%, while Bitcoin (BTC-USD) has a volatility of 9.17%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDW0.DEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

9.17%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.48%

34.83%

-15.35%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

35.36%

-12.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.24%

44.06%

-19.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.60%

55.49%

-28.89%

Frequently Asked Questions


XDW0.DE and BTC-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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