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

XDW0.DE vs. MELI

Last updated Jun 13, 2026

XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD, while MELI (MercadoLibre, Inc.) is a stock. Over the past 10 years, XDW0.DE returned 9.16%/yr vs 27.68%/yr for MELI. At a 0.17 correlation, their price movements are largely independent.

Performance

XDW0.DE vs. MELI - 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 MercadoLibre, Inc. (MELI). 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 MELI is traded in USD. To make them comparable, the MELI 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 31.10% return, which is significantly higher than MELI's -19.87% return. Over the past 10 years, XDW0.DE has underperformed MELI with an annualized return of 9.16%, while MELI has yielded a comparatively higher 27.68% annualized return.

XDW0.DE

1D
-1.42%
1M
0.33%
YTD
31.10%
6M
30.99%
1Y
36.74%
3Y*
14.54%
5Y*
19.61%
10Y*
9.16%

MELI

1D
-1.19%
1M
-0.23%
YTD
-19.87%
6M
-19.98%
1Y
-33.08%
3Y*
7.02%
5Y*
3.62%
10Y*
27.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. MELI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C		31.10%2.24%7.48%0.19%53.95%52.21%-36.99%14.05%-12.13%-7.68%
MELI
MercadoLibre, Inc.		-19.87%4.40%15.34%80.14%-33.35%-13.49%168.76%99.71%-2.56%77.17%

Correlation

The correlation between XDW0.DE and MELI is -0.08, 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

-0.08

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

0.03

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

0.05

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

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.17

The correlation between XDW0.DE and MELI shifts across timeframes, from -0.08 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Xtrackers MSCI World Energy UCITS ETF 1C

MercadoLibre, Inc.

Often compared with XDW0.DE:
XDW0.DE vs. IXCXDW0.DE vs. ENGW.LXDW0.DE vs. BRK-BXDW0.DE vs. JEPIXDW0.DE vs. XLEXDW0.DE vs. VDEXDW0.DE vs. SXR8.DE
Often compared with MELI:
MELI vs. AMZNMELI vs. CPNGMELI vs. VOOMELI vs. DISMELI vs. QQQMELI vs. PDDMELI vs. LLY

Return for Risk

XDW0.DE vs. MELI — 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: 5757
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5454
Martin Ratio Rank
MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
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. MELI - 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 MercadoLibre, Inc. (MELI). 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.DEMELIDifference
Sharpe ratioReturn per unit of total volatility
1.77
-0.84

+2.61

Sortino ratioReturn per unit of downside risk
2.25
-1.01

+3.26

Omega ratioGain probability vs. loss probability

1.31

0.86

+0.45

Calmar ratioReturn relative to maximum drawdown

2.57

-0.81

+3.38

Martin ratioReturn relative to average drawdown

8.23

-1.45

+9.68

XDW0.DE vs. MELI - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 1.77, which is higher than the MELI Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of XDW0.DE and MELI, 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. MELI - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -66.27%, smaller than the maximum MELI drawdown of -87.58%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and MELI.

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Drawdown Indicators

XDW0.DEMELIDifference

Max Drawdown

Largest peak-to-trough decline

-66.27%

-87.58%

+21.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-40.42%

+25.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-42.93%

+19.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-64.82%

+41.12%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

-64.82%

+3.38%

Current Drawdown

Current decline from peak

-8.52%

-40.66%

+32.14%

Average Drawdown

Average peak-to-trough decline

-23.00%

-21.75%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

22.62%

-17.91%

Volatility

XDW0.DE vs. MELI - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.78%, while MercadoLibre, Inc. (MELI) has a volatility of 9.65%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDW0.DEMELIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

9.65%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

18.98%

29.30%

-10.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

39.41%

-17.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

48.74%

-24.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.55%

48.54%

-21.99%

Dividends

XDW0.DE vs. MELI - Dividend Comparison

Neither XDW0.DE nor MELI has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
MELI
MercadoLibre, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%
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 MELI have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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