XDW0.DE vs. VRTX
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD, while VRTX (Vertex Pharmaceuticals Incorporated) is a stock. Over the past 10 years, XDW0.DE returned 9.16%/yr vs 16.78%/yr for VRTX. At a 0.13 correlation, their price movements are largely independent.
Performance
XDW0.DE vs. VRTX - Performance Comparison
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Different Trading Currencies
XDW0.DE is traded in EUR, while VRTX is traded in USD. To make them comparable, the VRTX 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 VRTX's -0.35% return. Over the past 10 years, XDW0.DE has underperformed VRTX with an annualized return of 9.16%, while VRTX has yielded a comparatively higher 16.78% 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%
VRTX
- 1D
- 0.06%
- 1M
- -0.34%
- YTD
- -0.35%
- 6M
- -0.12%
- 1Y
- -2.46%
- 3Y*
- 6.65%
- 5Y*
- 19.26%
- 10Y*
- 16.78%
XDW0.DE vs. VRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VRTX Vertex Pharmaceuticals Incorporated | -0.35% | -0.78% | 5.50% | 36.68% | 39.65% | -0.13% | -0.95% | 35.11% | 15.77% | 78.42% |
Correlation
The correlation between XDW0.DE and VRTX is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.13 |
The correlation between XDW0.DE and VRTX shifts across timeframes, from -0.10 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDW0.DE vs. VRTX — Risk / Return Rank
XDW0.DE
VRTX
XDW0.DE vs. VRTX - 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 Vertex Pharmaceuticals Incorporated (VRTX). 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.DE | VRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.02 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | -0.13 | +2.70 |
| Martin ratioReturn relative to average drawdown | 8.23 | -0.27 | +8.51 |
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Drawdowns
XDW0.DE vs. VRTX - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -66.27%, roughly equal to the maximum VRTX drawdown of -67.85%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and VRTX.
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Drawdown Indicators
| XDW0.DE | VRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.27% | -67.85% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -23.47% | +8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -34.68% | +10.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -34.68% | +10.98% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -42.79% | -18.65% |
Current DrawdownCurrent decline from peak | -8.52% | -20.23% | +11.71% |
Average DrawdownAverage peak-to-trough decline | -23.00% | -17.33% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 11.43% | -6.72% |
Volatility
XDW0.DE vs. VRTX - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.78%, while Vertex Pharmaceuticals Incorporated (VRTX) has a volatility of 7.26%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than VRTX 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 | VRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 7.26% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 18.98% | 20.36% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 33.68% | -11.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 28.80% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.55% | 33.28% | -6.73% |
Dividends
XDW0.DE vs. VRTX - Dividend Comparison
Neither XDW0.DE nor VRTX has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and VRTX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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