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XDW0.L vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDW0.L vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDW0.L is traded in USD, while AUM5.DE is traded in EUR. To make them comparable, the AUM5.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDW0.L achieves a 30.91% return, which is significantly higher than AUM5.DE's 10.10% return. Over the past 10 years, XDW0.L has underperformed AUM5.DE with an annualized return of 9.43%, while AUM5.DE has yielded a comparatively higher 15.37% annualized return.


XDW0.L

1D
-0.57%
1M
-1.85%
YTD
30.91%
6M
28.80%
1Y
47.41%
3Y*
18.78%
5Y*
19.19%
10Y*
9.43%

AUM5.DE

1D
-0.04%
1M
4.48%
YTD
10.10%
6M
11.11%
1Y
27.82%
3Y*
22.19%
5Y*
13.81%
10Y*
15.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.L vs. AUM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDW0.L
Xtrackers MSCI World Energy UCITS ETF 1C
30.91%14.66%2.10%3.69%46.28%39.22%-30.39%10.05%-15.68%5.34%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR
10.10%18.31%24.82%26.52%-18.87%29.85%17.57%32.09%-5.66%21.92%

Correlation

The correlation between XDW0.L and AUM5.DE is -0.07, 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

-0.07

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

0.20

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

0.32

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

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2016

0.43

The correlation between XDW0.L and AUM5.DE shifts across timeframes, from -0.07 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDW0.L vs. AUM5.DE — Risk / Return Rank

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

XDW0.L
XDW0.L Risk / Return Rank: 7373
Overall Rank
XDW0.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XDW0.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
XDW0.L Omega Ratio Rank: 7171
Omega Ratio Rank
XDW0.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
XDW0.L Martin Ratio Rank: 7070
Martin Ratio Rank

AUM5.DE
AUM5.DE Risk / Return Rank: 6969
Overall Rank
AUM5.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 6969
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.L vs. AUM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.LAUM5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.89

3.23

+0.66

Martin ratioReturn relative to average drawdown

12.98

13.71

-0.72

XDW0.L vs. AUM5.DE - Sharpe Ratio Comparison

The current XDW0.L Sharpe Ratio is 2.46, which is comparable to the AUM5.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XDW0.L and AUM5.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.LAUM5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.38

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.86

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.94

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.92

-0.53

Drawdowns

XDW0.L vs. AUM5.DE - Drawdown Comparison

The maximum XDW0.L drawdown since its inception was -63.72%, which is greater than AUM5.DE's maximum drawdown of -34.13%. Use the drawdown chart below to compare losses from any high point for XDW0.L and AUM5.DE.


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Drawdown Indicators


XDW0.LAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.72%

-34.13%

-29.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-8.58%

-3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-19.45%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-24.23%

-2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-63.72%

-34.13%

-29.59%

Current Drawdown

Current decline from peak

-6.03%

-0.62%

-5.41%

Average Drawdown

Average peak-to-trough decline

-12.31%

-3.72%

-8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

2.02%

+1.62%

Volatility

XDW0.L vs. AUM5.DE - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a higher volatility of 7.38% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.82%. This indicates that XDW0.L's price experiences larger fluctuations and is considered to be riskier than AUM5.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.LAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

2.82%

+4.56%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

8.15%

+8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

11.63%

+7.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.24%

15.91%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

16.32%

+9.84%

XDW0.L vs. AUM5.DE - Expense Ratio Comparison

XDW0.L has a 0.25% expense ratio, which is higher than AUM5.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.L vs. AUM5.DE - Dividend Comparison

Neither XDW0.L nor AUM5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDW0.L and AUM5.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDW0.L.

XDW0.L is categorized as Energy Equities, while AUM5.DE is S&P 500. XDW0.L tracks MSCI World/Energy NR USD, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDW0.L and 0.15% for AUM5.DE.

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