XDW0.DE vs. SPYN.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and SPYN.DE (SPDR MSCI Europe Energy UCITS ETF) are both Energy Equities funds - XDW0.DE tracks the MSCI World/Energy NR USD while SPYN.DE tracks the MSCI Europe Energy 20/35 Capped. Both are passively managed. Over the past 10 years, XDW0.DE returned 9.20%/yr vs 11.20%/yr for SPYN.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDW0.DE charges 0.25%/yr vs 0.18%/yr for SPYN.DE.
Performance
XDW0.DE vs. SPYN.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 lower than SPYN.DE's 35.04% return. Over the past 10 years, XDW0.DE has underperformed SPYN.DE with an annualized return of 9.20%, while SPYN.DE has yielded a comparatively higher 11.20% 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%
SPYN.DE
- 1D
- -0.92%
- 1M
- 1.47%
- YTD
- 35.04%
- 6M
- 32.60%
- 1Y
- 54.32%
- 3Y*
- 17.57%
- 5Y*
- 19.95%
- 10Y*
- 11.20%
XDW0.DE vs. SPYN.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% |
SPYN.DE SPDR MSCI Europe Energy UCITS ETF | 35.04% | 14.83% | -5.83% | 8.31% | 37.38% | 35.64% | -31.15% | 10.33% | -0.63% | 5.40% |
Correlation
The correlation between XDW0.DE and SPYN.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.87 |
The correlation between XDW0.DE and SPYN.DE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
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Return for Risk
XDW0.DE vs. SPYN.DE — Risk / Return Rank
XDW0.DE
SPYN.DE
XDW0.DE vs. SPYN.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 SPDR MSCI Europe Energy UCITS ETF (SPYN.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 | SPYN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 4.55 | -1.57 |
| Martin ratioReturn relative to average drawdown | 9.92 | 14.57 | -4.65 |
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 | SPYN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.44 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.83 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.43 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.30 | +0.06 |
Drawdowns
XDW0.DE vs. SPYN.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, roughly equal to the maximum SPYN.DE drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and SPYN.DE.
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Drawdown Indicators
| XDW0.DE | SPYN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -58.67% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -11.89% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -26.54% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -26.54% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -58.67% | -2.77% |
Current DrawdownCurrent decline from peak | -7.38% | -6.51% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -11.42% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 3.72% | +0.81% |
Volatility
XDW0.DE vs. SPYN.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) have volatilities of 6.96% and 7.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDW0.DE | SPYN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 7.11% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 19.17% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 22.25% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 23.69% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 26.06% | -0.04% |
XDW0.DE vs. SPYN.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than SPYN.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDW0.DE vs. SPYN.DE - Dividend Comparison
Neither XDW0.DE nor SPYN.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and SPYN.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYN.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.DE.
XDW0.DE tracks MSCI World/Energy NR USD, while SPYN.DE tracks MSCI Europe Energy 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDW0.DE and 0.18% for SPYN.DE.
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