XDW0.L vs. DBC
Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and Invesco DB Commodity Index Tracking Fund (DBC).
XDW0.L and DBC 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. DBC is a passively managed fund by Invesco that tracks the performance of the DBIQ Optimum Yield Diversified Commodity Index Excess Return. It was launched on Feb 3, 2006. Both XDW0.L and DBC 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. DBC - Performance Comparison
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XDW0.L vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C | 32.08% | 14.66% | 2.10% | 3.69% | 46.28% | 39.22% | -30.39% | 10.05% | -15.68% | 5.34% |
DBC Invesco DB Commodity Index Tracking Fund | 28.26% | 8.10% | 2.18% | -6.19% | 19.34% | 41.36% | -7.84% | 11.84% | -11.63% | 4.86% |
Returns By Period
In the year-to-date period, XDW0.L achieves a 32.08% return, which is significantly higher than DBC's 28.26% 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*
- —
DBC
- 1D
- -0.93%
- 1M
- 11.12%
- YTD
- 28.26%
- 6M
- 31.82%
- 1Y
- 31.70%
- 3Y*
- 11.34%
- 5Y*
- 14.31%
- 10Y*
- 10.02%
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XDW0.L vs. DBC - Expense Ratio Comparison
XDW0.L has a 0.25% expense ratio, which is lower than DBC's 0.85% expense ratio.
Return for Risk
XDW0.L vs. DBC — Risk / Return Rank
XDW0.L
DBC
XDW0.L vs. DBC - 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 Invesco DB Commodity Index Tracking Fund (DBC). 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 | DBC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.70 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.28 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.89 | -0.40 |
Martin ratioReturn relative to average drawdown | 10.27 | 7.43 | +2.84 |
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 | DBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.70 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.76 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.10 | +0.30 |
Correlation
The correlation between XDW0.L and DBC is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XDW0.L vs. DBC - Dividend Comparison
XDW0.L has not paid dividends to shareholders, while DBC's dividend yield for the trailing twelve months is around 2.59%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDW0.L 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% |
DBC Invesco DB Commodity Index Tracking Fund | 2.59% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
Drawdowns
XDW0.L vs. DBC - Drawdown Comparison
The maximum XDW0.L drawdown since its inception was -63.72%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for XDW0.L and DBC.
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Drawdown Indicators
| XDW0.L | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.72% | -76.36% | +12.64% |
Max Drawdown (1Y)Largest decline over 1 year | -18.44% | -10.99% | -7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -27.34% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -63.72% | -41.71% | -22.01% |
Current DrawdownCurrent decline from peak | -5.20% | -25.80% | +20.60% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -46.42% | +34.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 4.27% | -0.77% |
Volatility
XDW0.L vs. DBC - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) is 7.75%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 8.30%. This indicates that XDW0.L experiences smaller price fluctuations and is considered to be less risky than DBC 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 | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 8.30% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 13.96% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.62% | 18.75% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 18.97% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 17.72% | +8.34% |