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XDW0.DE vs. ENGW.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDW0.DE vs. ENGW.L - 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 SPDR MSCI World Energy UCITS ETF (ENGW.L). The values are adjusted to include any dividend payments, if applicable.

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XDW0.DE vs. ENGW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
34.01%2.24%7.48%0.18%14.01%
ENGW.L
SPDR MSCI World Energy UCITS ETF
33.94%1.60%8.55%0.01%13.99%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with XDW0.DE having a 34.01% return and ENGW.L slightly lower at 33.94%.


XDW0.DE

1D
-5.50%
1M
6.35%
YTD
34.01%
6M
36.70%
1Y
27.19%
3Y*
15.51%
5Y*
22.19%
10Y*
10.38%

ENGW.L

1D
-4.72%
1M
6.86%
YTD
33.94%
6M
37.11%
1Y
27.41%
3Y*
15.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDW0.DE vs. ENGW.L - Expense Ratio Comparison

XDW0.DE has a 0.25% expense ratio, which is lower than ENGW.L's 0.30% expense ratio.


Return for Risk

XDW0.DE vs. ENGW.L — 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: 6262
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 6060
Martin Ratio Rank

ENGW.L
ENGW.L Risk / Return Rank: 7777
Overall Rank
ENGW.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 7676
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 7373
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. ENGW.L - 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 SPDR MSCI World Energy UCITS ETF (ENGW.L). 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.DEENGW.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.24

-0.05

Sortino ratio

Return per unit of downside risk

1.55

1.63

-0.08

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.86

1.80

+0.06

Martin ratio

Return relative to average drawdown

6.36

6.17

+0.19

XDW0.DE vs. ENGW.L - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 1.19, which is comparable to the ENGW.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XDW0.DE and ENGW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDW0.DEENGW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.24

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.61

-0.23

Correlation

The correlation between XDW0.DE and ENGW.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDW0.DE vs. ENGW.L - Dividend Comparison

Neither XDW0.DE nor ENGW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDW0.DE vs. ENGW.L - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than ENGW.L's maximum drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and ENGW.L.


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Drawdown Indicators


XDW0.DEENGW.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.44%

-21.65%

-39.79%

Max Drawdown (1Y)

Largest decline over 1 year

-20.41%

-17.50%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

Current Drawdown

Current decline from peak

-6.50%

-5.72%

-0.78%

Average Drawdown

Average peak-to-trough decline

-13.92%

-8.75%

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

4.00%

+0.27%

Volatility

XDW0.DE vs. ENGW.L - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 8.80% compared to SPDR MSCI World Energy UCITS ETF (ENGW.L) at 8.15%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than ENGW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDW0.DEENGW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

8.15%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

14.13%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

21.95%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.81%

22.87%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

22.87%

+3.01%