XDW0.L vs. CWEU.L
Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L).
XDW0.L and CWEU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDW0.L 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. CWEU.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Energy NR USD. It was launched on Jan 31, 2018. Both XDW0.L and CWEU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDW0.L vs. CWEU.L - Performance Comparison
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XDW0.L vs. CWEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C | 32.08% | 14.66% | 2.10% | 3.69% | 46.28% | 11.70% |
CWEU.L Amundi MSCI World Energy UCITS ETF-C USD | 26.18% | 26.39% | -20.71% | 2.18% | 45.18% | 9.29% |
Returns By Period
In the year-to-date period, XDW0.L achieves a 32.08% return, which is significantly higher than CWEU.L's 26.18% return.
XDW0.L
- 1D
- -4.79%
- 1M
- 5.89%
- YTD
- 32.08%
- 6M
- 35.11%
- 1Y
- 36.36%
- 3Y*
- 18.09%
- 5Y*
- 21.89%
- 10Y*
- —
CWEU.L
- 1D
- -1.91%
- 1M
- 8.18%
- YTD
- 26.18%
- 6M
- 30.79%
- 1Y
- 58.06%
- 3Y*
- 10.16%
- 5Y*
- —
- 10Y*
- —
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XDW0.L vs. CWEU.L - Expense Ratio Comparison
Both XDW0.L and CWEU.L 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%.
Return for Risk
XDW0.L vs. CWEU.L — Risk / Return Rank
XDW0.L
CWEU.L
XDW0.L vs. CWEU.L - 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 MSCI World Energy UCITS ETF-C USD (CWEU.L). 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.L | CWEU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 3.50 | -1.75 |
Sortino ratioReturn per unit of downside risk | 2.18 | 4.55 | -2.37 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.65 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.94 | -2.45 |
Martin ratioReturn relative to average drawdown | 10.27 | 26.17 | -15.90 |
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.L | CWEU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 3.50 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.24 | -0.83 |
Correlation
The correlation between XDW0.L and CWEU.L is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XDW0.L vs. CWEU.L - Dividend Comparison
Neither XDW0.L nor CWEU.L has paid dividends to shareholders.
Drawdowns
XDW0.L vs. CWEU.L - Drawdown Comparison
The maximum XDW0.L drawdown since its inception was -63.72%, which is greater than CWEU.L's maximum drawdown of -29.78%. Use the drawdown chart below to compare losses from any high point for XDW0.L and CWEU.L.
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Drawdown Indicators
| XDW0.L | CWEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.72% | -29.78% | -33.94% |
Max Drawdown (1Y)Largest decline over 1 year | -18.44% | -6.84% | -11.60% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.72% | — | — |
Current DrawdownCurrent decline from peak | -5.20% | -1.91% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -9.01% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.10% | +1.40% |
Volatility
XDW0.L vs. CWEU.L - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a higher volatility of 7.75% compared to Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) at 6.56%. This indicates that XDW0.L's price experiences larger fluctuations and is considered to be riskier than CWEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDW0.L | CWEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 6.56% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 11.62% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.62% | 17.99% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 36.72% | -12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 36.72% | -10.66% |