XDW0.DE vs. VWCE.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, XDW0.DE returned 19.61%/yr vs 11.89%/yr for VWCE.DE. At a 0.43 correlation, their price movements are largely independent. XDW0.DE charges 0.25%/yr vs 0.19%/yr for VWCE.DE.
Performance
XDW0.DE vs. VWCE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDW0.DE achieves a 31.10% return, which is significantly higher than VWCE.DE's 11.72% 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%
VWCE.DE
- 1D
- 1.82%
- 1M
- 0.89%
- YTD
- 11.72%
- 6M
- 13.39%
- 1Y
- 26.35%
- 3Y*
- 17.02%
- 5Y*
- 11.89%
- 10Y*
- —
XDW0.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 31.10% | 2.24% | 7.48% | 0.19% | 53.95% | 52.21% | -36.99% | -0.21% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 7.08% |
Correlation
The correlation between XDW0.DE and VWCE.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.43 |
The correlation between XDW0.DE and VWCE.DE shifts across timeframes, from -0.07 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDW0.DE vs. VWCE.DE — Risk / Return Rank
XDW0.DE
VWCE.DE
XDW0.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.
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 | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.92 | -1.35 |
| Martin ratioReturn relative to average drawdown | 8.23 | 16.07 | -7.84 |
Loading charts...
Drawdowns
XDW0.DE vs. VWCE.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -66.27%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and VWCE.DE.
Loading charts...
Drawdown Indicators
| XDW0.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.27% | -33.43% | -32.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -6.55% | -8.50% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -21.07% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -21.07% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | — | — |
Current DrawdownCurrent decline from peak | -8.52% | -1.47% | -7.05% |
Average DrawdownAverage peak-to-trough decline | -23.00% | -4.68% | -18.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 1.60% | +3.11% |
Volatility
XDW0.DE vs. VWCE.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.78% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.40%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDW0.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 3.40% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 18.98% | 8.51% | +10.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 11.63% | +10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 13.79% | +10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.55% | 16.16% | +10.39% |
XDW0.DE vs. VWCE.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than VWCE.DE's 0.19% 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. VWCE.DE - Dividend Comparison
Neither XDW0.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and VWCE.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDW0.DE.
XDW0.DE is categorized as Energy Equities, while VWCE.DE is Global Equities. XDW0.DE tracks MSCI World/Energy NR USD, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.25% for XDW0.DE and 0.19% for VWCE.DE.
Find the right allocation for XDW0.DE and VWCE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer