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

XDW0.L vs. RWE.DE

Last updated Jun 14, 2026

XDW0.L (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD, while RWE.DE (RWE AG) is a stock. Over the past 10 years, XDW0.L returned 9.55%/yr vs 20.26%/yr for RWE.DE. At a 0.32 correlation, their price movements are largely independent.

Performance

XDW0.L vs. RWE.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 RWE AG (RWE.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 RWE.DE is traded in EUR. To make them comparable, the RWE.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 28.94% return, which is significantly higher than RWE.DE's 27.47% return. Over the past 10 years, XDW0.L has underperformed RWE.DE with an annualized return of 9.55%, while RWE.DE has yielded a comparatively higher 20.26% annualized return.

XDW0.L

1D
-0.77%
1M
-0.41%
YTD
28.94%
6M
29.39%
1Y
36.83%
3Y*
17.23%
5Y*
18.57%
10Y*
9.55%

RWE.DE

1D
-0.18%
1M
0.80%
YTD
27.47%
6M
33.20%
1Y
64.86%
3Y*
19.07%
5Y*
15.12%
10Y*
20.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XDW0.L
Xtrackers MSCI World Energy UCITS ETF 1C		28.94%14.66%2.11%3.68%46.28%39.22%-30.39%10.05%-15.00%4.49%
RWE.DE
RWE AG		27.47%83.12%-31.94%4.37%12.52%-2.30%42.37%45.65%8.89%64.16%

Correlation

The correlation between XDW0.L and RWE.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

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

0.18

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.32

The correlation between XDW0.L and RWE.DE shifts across timeframes, from 0.16 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Xtrackers MSCI World Energy UCITS ETF 1C

RWE AG

Often compared with XDW0.L:
XDW0.L vs. XIN.TOXDW0.L vs. XDWT.LXDW0.L vs. VOOXDW0.L vs. ENGW.LXDW0.L vs. HAPXDW0.L vs. DBCXDW0.L vs. CWEU.L
Often compared with RWE.DE:
RWE.DE vs. EONGYRWE.DE vs. AEERWE.DE vs. ORSTED.CORWE.DE vs. TSRWE.DE vs. VSTRWE.DE vs. BYW6.DERWE.DE vs. DAX

Return for Risk

XDW0.L vs. RWE.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: 6767
Overall Rank
XDW0.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XDW0.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDW0.L Omega Ratio Rank: 6666
Omega Ratio Rank
XDW0.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDW0.L Martin Ratio Rank: 6464
Martin Ratio Rank
RWE.DE
RWE.DE Risk / Return Rank: 9494
Overall Rank
RWE.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RWE.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
RWE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
RWE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
RWE.DE Martin Ratio Rank: 9393
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. RWE.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 RWE AG (RWE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

XDW0.LRWE.DEDifference
Sharpe ratioReturn per unit of total volatility
2.01
2.56

-0.55

Sortino ratioReturn per unit of downside risk
2.57
3.38

-0.80

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

3.19

5.99

-2.80

Martin ratioReturn relative to average drawdown

10.19

14.09

-3.90

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

The current XDW0.L Sharpe Ratio is 2.01, which is comparable to the RWE.DE Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of XDW0.L and RWE.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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Drawdowns

XDW0.L vs. RWE.DE - Drawdown Comparison

The maximum XDW0.L drawdown since its inception was -68.41%, smaller than the maximum RWE.DE drawdown of -88.82%. Use the drawdown chart below to compare losses from any high point for XDW0.L and RWE.DE.

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Drawdown Indicators

XDW0.LRWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.41%

-88.82%

+20.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-10.98%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.89%

-35.24%

+16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-35.63%

+9.16%

Max Drawdown (10Y)

Largest decline over 10 years

-63.72%

-40.32%

-23.40%

Current Drawdown

Current decline from peak

-7.45%

-8.27%

+0.82%

Average Drawdown

Average peak-to-trough decline

-18.56%

-54.90%

+36.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

4.68%

-0.87%

Volatility

XDW0.L vs. RWE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) is 6.01%, while RWE AG (RWE.DE) has a volatility of 8.04%. This indicates that XDW0.L experiences smaller price fluctuations and is considered to be less risky than RWE.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.LRWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

8.04%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

19.42%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

25.75%

-6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.22%

27.64%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.14%

29.71%

-3.57%

Dividends

XDW0.L vs. RWE.DE - Dividend Comparison

XDW0.L has not paid dividends to shareholders, while RWE.DE's dividend yield for the trailing twelve months is around 2.09%.

PositionTTM20252024202320222021202020192018201720162015
RWE.DE
RWE AG		2.09%2.43%3.47%2.19%2.16%2.38%2.31%2.56%2.64%0.00%1.10%8.54%
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%0.00%0.00%0.00%

Frequently Asked Questions

XDW0.L and RWE.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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