XDW0.DE vs. BTC-USD
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XDW0.DE returned 9.20%/yr vs 59.66%/yr for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
XDW0.DE vs. BTC-USD - Performance Comparison
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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 32.75% return, which is significantly higher than BTC-USD's -26.25% return. Over the past 10 years, XDW0.DE has underperformed BTC-USD with an annualized return of 9.20%, while BTC-USD has yielded a comparatively higher 59.66% annualized return.
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
BTC-USD
- 1D
- 0.00%
- 1M
- -20.75%
- YTD
- -26.25%
- 6M
- -28.42%
- 1Y
- -38.10%
- 3Y*
- 29.19%
- 5Y*
- 12.64%
- 10Y*
- 59.66%
XDW0.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
BTC-USD Bitcoin | -28.60% | -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 -0.00, 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 | -0.00 |
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 Mar 23, 2016 | 0.03 |
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Return for Risk
XDW0.DE vs. BTC-USD — Risk / Return Rank
XDW0.DE
BTC-USD
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.
| XDW0.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.87 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | -0.76 | +3.74 |
| Martin ratioReturn relative to average drawdown | 9.92 | -1.35 | +11.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDW0.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | -0.90 | +2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.23 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.89 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.14 | -0.77 |
Drawdowns
XDW0.DE vs. BTC-USD - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, 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.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -83.05% | +21.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -49.93% | +34.88% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -49.93% | +26.22% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -73.60% | +49.89% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -82.51% | +21.07% |
Current DrawdownCurrent decline from peak | -7.38% | -48.40% | +41.02% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -39.96% | +26.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 33.81% | -29.28% |
Volatility
XDW0.DE vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.96%, while Bitcoin (BTC-USD) has a volatility of 10.12%. 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.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 10.12% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 34.33% | -15.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 35.37% | -13.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 45.05% | -21.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 55.99% | -29.97% |
Frequently Asked Questions
XDW0.DE and BTC-USD have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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