XDW0.DE vs. IS0D.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) are both Energy Equities funds - XDW0.DE tracks the MSCI World/Energy NR USD while IS0D.DE tracks the S&P Commodity Producers Oil & Gas Exploration & Production. Both are passively managed. Over the past 10 years, XDW0.DE returned 9.20%/yr vs 6.95%/yr for IS0D.DE. Their correlation of 0.92 suggests significant overlap in exposure. XDW0.DE charges 0.25%/yr vs 0.55%/yr for IS0D.DE.
Performance
XDW0.DE vs. IS0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than IS0D.DE's 30.64% return. Over the past 10 years, XDW0.DE has outperformed IS0D.DE with an annualized return of 9.20%, while IS0D.DE has yielded a comparatively lower 6.95% 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%
IS0D.DE
- 1D
- 0.10%
- 1M
- 1.29%
- YTD
- 30.64%
- 6M
- 22.28%
- 1Y
- 36.59%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
XDW0.DE vs. IS0D.DE - 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% |
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
Correlation
The correlation between XDW0.DE and IS0D.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.92 |
The correlation between XDW0.DE and IS0D.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
XDW0.DE vs. IS0D.DE — Risk / Return Rank
XDW0.DE
IS0D.DE
XDW0.DE vs. IS0D.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 Oil & Gas Exploration & Production UCITS ETF (IS0D.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.DE | IS0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.24 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.02 | +0.96 |
| Martin ratioReturn relative to average drawdown | 9.92 | 5.02 | +4.90 |
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 | IS0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.33 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.56 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.21 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.09 | +0.28 |
Drawdowns
XDW0.DE vs. IS0D.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, smaller than the maximum IS0D.DE drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and IS0D.DE.
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Drawdown Indicators
| XDW0.DE | IS0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -79.47% | +18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -17.75% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -30.80% | +7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -32.34% | +8.63% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -73.73% | +12.29% |
Current DrawdownCurrent decline from peak | -7.38% | -9.82% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -27.09% | +13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 7.18% | -2.65% |
Volatility
XDW0.DE vs. IS0D.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.96%, while iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a volatility of 7.78%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than IS0D.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.DE | IS0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 7.78% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 22.48% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 26.99% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 30.37% | -6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 33.12% | -7.10% |
XDW0.DE vs. IS0D.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is lower than IS0D.DE's 0.55% expense ratio.
Dividends
XDW0.DE vs. IS0D.DE - Dividend Comparison
Neither XDW0.DE nor IS0D.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and IS0D.DE have a correlation of 0.89, 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 0.55% for IS0D.DE.
XDW0.DE tracks MSCI World/Energy NR USD, while IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDW0.DE and 0.55% for IS0D.DE.
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