XDW0.DE vs. XLE
Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Energy Select Sector SPDR Fund (XLE).
XDW0.DE and XLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016. XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998. Both XDW0.DE and XLE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDW0.DE or XLE.
Key characteristics
| XDW0.DE | XLE | |
|---|---|---|
| YTD Return | 12.83% | 14.34% |
| 1Y Return | 11.14% | 15.49% |
| 3Y Return (Ann) | 19.23% | 21.74% |
| 5Y Return (Ann) | 10.90% | 14.49% |
| Sharpe Ratio | 0.68 | 0.72 |
| Sortino Ratio | 0.99 | 1.08 |
| Omega Ratio | 1.13 | 1.13 |
| Calmar Ratio | 0.80 | 0.97 |
| Martin Ratio | 1.89 | 2.27 |
| Ulcer Index | 6.17% | 5.70% |
| Daily Std Dev | 17.16% | 18.00% |
| Max Drawdown | -61.44% | -71.54% |
| Current Drawdown | -4.77% | -3.05% |
Correlation
The correlation between XDW0.DE and XLE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDW0.DE vs. XLE - Performance Comparison
In the year-to-date period, XDW0.DE achieves a 12.83% return, which is significantly lower than XLE's 14.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDW0.DE vs. XLE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than XLE's 0.13% 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%.
Risk-Adjusted Performance
XDW0.DE vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Energy Select Sector SPDR Fund (XLE). 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.
Dividends
XDW0.DE vs. XLE - Dividend Comparison
XDW0.DE has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.18% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
XDW0.DE vs. XLE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and XLE. For additional features, visit the drawdowns tool.
Volatility
XDW0.DE vs. XLE - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 3.92%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 5.91%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.