XDW0.DE vs. ZPDE.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) are both Energy Equities funds - XDW0.DE tracks the MSCI World/Energy NR USD while ZPDE.DE tracks the S&P Energy Select Sector. Both are passively managed. Over the past 10 years, XDW0.DE returned 9.20%/yr vs 9.33%/yr for ZPDE.DE. With a 0.97 correlation, they move nearly in lockstep. XDW0.DE charges 0.25%/yr vs 0.15%/yr for ZPDE.DE.
Performance
XDW0.DE vs. ZPDE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDW0.DE having a 32.75% return and ZPDE.DE slightly lower at 32.72%. Both investments have delivered pretty close results over the past 10 years, with XDW0.DE having a 9.20% annualized return and ZPDE.DE not far ahead at 9.33%.
XDW0.DE
- 1D
- -0.47%
- 1M
- -0.80%
- YTD
- 32.75%
- 6M
- 29.37%
- 1Y
- 45.08%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
ZPDE.DE
- 1D
- -0.53%
- 1M
- -0.30%
- YTD
- 32.72%
- 6M
- 29.61%
- 1Y
- 43.77%
- 3Y*
- 14.16%
- 5Y*
- 21.32%
- 10Y*
- 9.33%
XDW0.DE vs. ZPDE.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% |
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 32.72% | -2.67% | 9.39% | -2.97% | 71.20% | 66.70% | -38.96% | 13.17% | -14.79% | -13.20% |
Correlation
The correlation between XDW0.DE and ZPDE.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.97 |
The correlation between XDW0.DE and ZPDE.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
XDW0.DE vs. ZPDE.DE — Risk / Return Rank
XDW0.DE
ZPDE.DE
XDW0.DE vs. ZPDE.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 SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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 | ZPDE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.54 | +0.44 |
| Martin ratioReturn relative to average drawdown | 9.92 | 8.09 | +1.83 |
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 | ZPDE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.83 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.78 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.32 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.26 | +0.10 |
Drawdowns
XDW0.DE vs. ZPDE.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and ZPDE.DE.
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Drawdown Indicators
| XDW0.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -65.58% | +4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -17.16% | +2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -26.97% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -26.97% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | -65.58% | +4.14% |
Current DrawdownCurrent decline from peak | -7.38% | -8.87% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -17.28% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 5.40% | -0.87% |
Volatility
XDW0.DE vs. ZPDE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.96%, while SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a volatility of 7.53%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than ZPDE.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 | ZPDE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 7.53% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 20.35% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 23.96% | -2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 26.90% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 28.89% | -2.87% |
XDW0.DE vs. ZPDE.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than ZPDE.DE's 0.15% 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. ZPDE.DE - Dividend Comparison
Neither XDW0.DE nor ZPDE.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, XDW0.DE and ZPDE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPDE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDW0.DE.
XDW0.DE tracks MSCI World/Energy NR USD, while ZPDE.DE tracks S&P Energy Select Sector. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDW0.DE and 0.15% for ZPDE.DE.
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