XDW0.DE vs. XDEW.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XDW0.DE returned 8.15%/yr vs 11.05%/yr for XDEW.DE. A 0.59 correlation means they provide meaningful diversification when combined. XDW0.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDW0.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDW0.DE achieves a 28.70% return, which is significantly higher than XDEW.DE's 14.15% return. Over the past 10 years, XDW0.DE has underperformed XDEW.DE with an annualized return of 8.15%, while XDEW.DE has yielded a comparatively higher 11.05% annualized return.
XDW0.DE
- 1D
- -0.93%
- 1M
- 2.25%
- 6M
- 19.90%
- YTD
- 28.70%
- 1Y
- 34.95%
- 3Y*
- 15.05%
- 5Y*
- 20.85%
- 10Y*
- 8.15%
XDEW.DE
- 1D
- -0.02%
- 1M
- 1.80%
- 6M
- 10.18%
- YTD
- 14.15%
- 1Y
- 19.97%
- 3Y*
- 12.88%
- 5Y*
- 9.45%
- 10Y*
- 11.05%
XDW0.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 28.70% | 2.24% | 7.48% | 0.19% | 53.95% | 52.21% | -36.99% | 14.05% | -12.13% | -7.68% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XDW0.DE and XDEW.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.59 |
Over the past year, the correlation between XDW0.DE and XDEW.DE has dropped to 0.12 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
XDW0.DE vs. XDEW.DE — Risk / Return Rank
XDW0.DE
XDEW.DE
XDW0.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.93 | -1.69 |
| Martin ratioReturn relative to average drawdown | 5.78 | 12.11 | -6.33 |
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Drawdowns
XDW0.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -66.27%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and XDEW.DE.
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Drawdown Indicators
| XDW0.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.27% | -38.79% | -27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.55% | -5.06% | -10.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -22.70% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -22.70% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -38.79% | -22.65% |
Current DrawdownCurrent decline from peak | -10.20% | -0.92% | -9.28% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -5.33% | -17.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 1.65% | +4.38% |
Volatility
XDW0.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.81% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE 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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 2.73% | +4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 19.48% | 6.91% | +12.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 10.64% | +11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 14.91% | +9.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 16.80% | +9.80% |
XDW0.DE vs. XDEW.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither XDW0.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and XDEW.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDW0.DE.
XDW0.DE is categorized as Energy Equities, while XDEW.DE is S&P 500. XDW0.DE tracks MSCI World/Energy NR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDW0.DE and 0.20% for XDEW.DE.
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