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XDW0.DE vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDW0.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than XDWT.DE's 25.23% return. Over the past 10 years, XDW0.DE has underperformed XDWT.DE with an annualized return of 9.20%, while XDWT.DE has yielded a comparatively higher 24.00% 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%

XDWT.DE

1D
-2.03%
1M
12.76%
YTD
25.23%
6M
23.47%
1Y
47.87%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. XDWT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.78%21.03%

Correlation

The correlation between XDW0.DE and XDWT.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.30

The correlation between XDW0.DE and XDWT.DE shifts across timeframes, from -0.11 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDW0.DE vs. XDWT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDW0.DE
XDW0.DE Risk / Return Rank: 5959
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5757
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDW0.DE vs. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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.


XDW0.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

2.98

3.12

-0.14

Martin ratioReturn relative to average drawdown

9.92

8.24

+1.68

XDW0.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 2.10, which is comparable to the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XDW0.DE and XDWT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDW0.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.38

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.99

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

1.11

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.09

-0.72

Drawdowns

XDW0.DE vs. XDWT.DE - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and XDWT.DE.


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Drawdown Indicators


XDW0.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.44%

-31.61%

-29.83%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-15.59%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.71%

-29.46%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-29.46%

+5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

-31.61%

-29.83%

Current Drawdown

Current decline from peak

-7.38%

-2.61%

-4.77%

Average Drawdown

Average peak-to-trough decline

-13.84%

-5.82%

-8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

5.91%

-1.38%

Volatility

XDW0.DE vs. XDWT.DE - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) have volatilities of 6.96% and 7.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDW0.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

7.11%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

14.96%

+3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

20.39%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

22.55%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.02%

21.46%

+4.56%

XDW0.DE vs. XDWT.DE - Expense Ratio Comparison

Both XDW0.DE and XDWT.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDW0.DE vs. XDWT.DE - Dividend Comparison

Neither XDW0.DE nor XDWT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDW0.DE and XDWT.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDW0.DE and XDWT.DE have the same expense ratio: 0.25% per year.

XDW0.DE is categorized as Energy Equities, while XDWT.DE is Technology Equities. XDW0.DE tracks MSCI World/Energy NR USD, while XDWT.DE tracks MSCI World/Information Tech NR USD.

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