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XDW0.DE vs. IQQH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDW0.DE vs. IQQH.DE - 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 iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly lower than IQQH.DE's 39.28% return. Over the past 10 years, XDW0.DE has underperformed IQQH.DE with an annualized return of 9.20%, while IQQH.DE has yielded a comparatively higher 11.71% 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%

IQQH.DE

1D
-1.81%
1M
8.45%
YTD
39.28%
6M
35.95%
1Y
78.04%
3Y*
5.37%
5Y*
2.58%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. IQQH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
39.28%29.83%-21.49%-22.15%0.84%-17.65%117.65%49.62%-4.26%7.71%

Correlation

The correlation between XDW0.DE and IQQH.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

0.15

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

0.22

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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.34

The correlation between XDW0.DE and IQQH.DE shifts across timeframes, from -0.04 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDW0.DE vs. IQQH.DE — 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: 5959
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5757
Martin Ratio Rank

IQQH.DE
IQQH.DE Risk / Return Rank: 8989
Overall Rank
IQQH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQQH.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQH.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQQH.DE Martin Ratio Rank: 8989
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. IQQH.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 iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.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.


XDW0.DEIQQH.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.37

1.50

-0.14

Calmar ratioReturn relative to maximum drawdown

2.98

6.29

-3.30

Martin ratioReturn relative to average drawdown

9.92

19.88

-9.97

XDW0.DE vs. IQQH.DE - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 2.10, which is lower than the IQQH.DE Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of XDW0.DE and IQQH.DE, 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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Sharpe Ratios by Period


XDW0.DEIQQH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

3.18

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.10

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.46

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.01

+0.38

Drawdowns

XDW0.DE vs. IQQH.DE - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -61.44%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and IQQH.DE.


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Drawdown Indicators


XDW0.DEIQQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.44%

-86.09%

+24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-12.32%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-23.71%

-44.43%

+20.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-57.70%

+33.99%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

-63.78%

+2.34%

Current Drawdown

Current decline from peak

-7.38%

-24.01%

+16.63%

Average Drawdown

Average peak-to-trough decline

-13.84%

-59.78%

+45.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.90%

+0.63%

Volatility

XDW0.DE vs. IQQH.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.96%, while iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a volatility of 9.79%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than IQQH.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.DEIQQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

9.79%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

18.31%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

24.37%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

24.69%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.02%

25.08%

+0.94%

XDW0.DE vs. IQQH.DE - Expense Ratio Comparison

XDW0.DE has a 0.25% expense ratio, which is lower than IQQH.DE's 0.65% expense ratio.


Dividends

XDW0.DE vs. IQQH.DE - Dividend Comparison

XDW0.DE has not paid dividends to shareholders, while IQQH.DE's dividend yield for the trailing twelve months is around 0.94%.


PositionTTM20252024202320222021202020192018201720162015
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
0.94%1.53%1.32%1.23%0.83%1.23%0.56%2.89%3.30%4.82%4.72%2.86%
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


XDW0.DE and IQQH.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 0.65% for IQQH.DE.

XDW0.DE tracks MSCI World/Energy NR USD, while IQQH.DE tracks S&P Global Clean Energy. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDW0.DE and 0.65% for IQQH.DE.

Portfolio Optimizer

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