XDW0.DE vs. VDE
Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Vanguard Energy ETF (VDE).
XDW0.DE and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both XDW0.DE and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDW0.DE or VDE.
Key characteristics
| XDW0.DE | VDE | |
|---|---|---|
| YTD Return | 12.83% | 14.34% |
| 1Y Return | 11.14% | 15.09% |
| 3Y Return (Ann) | 19.23% | 21.13% |
| 5Y Return (Ann) | 10.90% | 15.11% |
| Sharpe Ratio | 0.68 | 0.67 |
| Sortino Ratio | 0.99 | 1.02 |
| Omega Ratio | 1.13 | 1.13 |
| Calmar Ratio | 0.80 | 0.91 |
| Martin Ratio | 1.89 | 2.21 |
| Ulcer Index | 6.17% | 5.56% |
| Daily Std Dev | 17.16% | 18.32% |
| Max Drawdown | -61.44% | -74.16% |
| Current Drawdown | -4.77% | -2.62% |
Correlation
The correlation between XDW0.DE and VDE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDW0.DE vs. VDE - Performance Comparison
In the year-to-date period, XDW0.DE achieves a 12.83% return, which is significantly lower than VDE's 14.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDW0.DE vs. VDE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than VDE's 0.10% 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%.
Risk-Adjusted Performance
XDW0.DE vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Vanguard Energy ETF (VDE). 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.
Dividends
XDW0.DE vs. VDE - Dividend Comparison
XDW0.DE has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 3.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDE Vanguard Energy ETF | 3.07% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
XDW0.DE vs. VDE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and VDE. For additional features, visit the drawdowns tool.
Volatility
XDW0.DE vs. VDE - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 3.92%, while Vanguard Energy ETF (VDE) has a volatility of 6.08%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.