XDW0.DE vs. TTE.L
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD, while TTE.L (TotalEnergies SE) is a stock. Over the past 10 years, XDW0.DE returned 9.20%/yr vs 12.07%/yr for TTE.L. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
XDW0.DE vs. TTE.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDW0.DE having a 32.75% return and TTE.L slightly lower at 32.20%. Over the past 10 years, XDW0.DE has underperformed TTE.L with an annualized return of 9.20%, while TTE.L has yielded a comparatively higher 12.07% 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%
TTE.L
- 1D
- 0.00%
- 1M
- -1.66%
- YTD
- 32.20%
- 6M
- 41.32%
- 1Y
- 50.99%
- 3Y*
- 15.98%
- 5Y*
- 19.78%
- 10Y*
- 12.07%
XDW0.DE vs. TTE.L - 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% |
TTE.L TotalEnergies SE | 32.20% | 14.53% | -9.91% | 10.27% | 42.59% | 35.62% | -22.25% | 10.04% | 5.33% | 0.82% |
Correlation
The correlation between XDW0.DE and TTE.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.55 |
Over the past year, the correlation between XDW0.DE and TTE.L has dropped to 0.32 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
XDW0.DE vs. TTE.L — Risk / Return Rank
XDW0.DE
TTE.L
XDW0.DE vs. TTE.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 TotalEnergies SE (TTE.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.DE | TTE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.55 | -0.57 |
| Martin ratioReturn relative to average drawdown | 9.92 | 9.29 | +0.62 |
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 | TTE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.16 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.39 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.29 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.28 | +0.09 |
Drawdowns
XDW0.DE vs. TTE.L - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, roughly equal to the maximum TTE.L drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and TTE.L.
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Drawdown Indicators
| XDW0.DE | TTE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -59.25% | -2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -13.74% | -1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -26.69% | +2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -31.45% | +7.74% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -59.25% | -2.19% |
Current DrawdownCurrent decline from peak | -7.38% | -11.96% | +4.58% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -13.95% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 5.27% | -0.74% |
Volatility
XDW0.DE vs. TTE.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.96%, while TotalEnergies SE (TTE.L) has a volatility of 12.87%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than TTE.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.DE | TTE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 12.87% | -5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 35.36% | -16.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 42.06% | -20.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 50.36% | -26.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 41.82% | -15.80% |
Dividends
XDW0.DE vs. TTE.L - Dividend Comparison
XDW0.DE has not paid dividends to shareholders, while TTE.L's dividend yield for the trailing twelve months is around 4.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTE.L TotalEnergies SE | 4.59% | 7.30% | 5.75% | 4.61% | 6.20% | 5.90% | 7.58% | 3.95% | 5.42% | 5.33% | 5.03% | 5.87% |
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 TTE.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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