XDW0.DE vs. XEON.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, XDW0.DE returned 9.20%/yr vs 0.70%/yr for XEON.DE. At a 0.01 correlation, their price movements are largely independent. XDW0.DE charges 0.25%/yr vs 0.10%/yr for XEON.DE.
Performance
XDW0.DE vs. XEON.DE - Performance Comparison
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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 XEON.DE's 0.80% return. Over the past 10 years, XDW0.DE has outperformed XEON.DE with an annualized return of 9.20%, while XEON.DE has yielded a comparatively lower 0.70% 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%
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.95%
- 1Y
- 1.95%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XDW0.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between XDW0.DE and XEON.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.01 |
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Return for Risk
XDW0.DE vs. XEON.DE — Risk / Return Rank
XDW0.DE
XEON.DE
XDW0.DE vs. XEON.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 II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.84 | ||
| Sortino ratioReturn per unit of downside risk | -18.66 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 4.27 | -2.90 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 69.36 | -66.38 |
| Martin ratioReturn relative to average drawdown | 9.92 | 316.53 | -306.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDW0.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 8.94 | -6.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 7.54 | -6.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 1.78 | -1.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.74 | -0.37 |
Drawdowns
XDW0.DE vs. XEON.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and XEON.DE.
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Drawdown Indicators
| XDW0.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -3.71% | -57.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -0.03% | -15.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -0.08% | -23.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -0.71% | -23.00% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -3.25% | -58.19% |
Current DrawdownCurrent decline from peak | -7.38% | -0.01% | -7.37% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -0.92% | -12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 0.01% | +4.52% |
Volatility
XDW0.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.96% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 0.04% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 0.16% | +18.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 0.22% | +21.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 0.25% | +23.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 0.39% | +25.63% |
XDW0.DE vs. XEON.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than XEON.DE'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%.
Dividends
XDW0.DE vs. XEON.DE - Dividend Comparison
Neither XDW0.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and XEON.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEON.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEON.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XDW0.DE.
XDW0.DE is categorized as Energy Equities, while XEON.DE is Bank Loan. XDW0.DE tracks MSCI World/Energy NR USD, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.25% for XDW0.DE and 0.10% for XEON.DE.
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