XDW0.L vs. VDE

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and Vanguard Energy ETF (VDE).

XDW0.L and VDE 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. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both XDW0.L and VDE 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. VDE - 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 Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

XDW0.L vs. VDE - 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%
VDE Vanguard Energy ETF	33.23%	7.11%	6.75%	0.03%	62.89%	56.31%	-33.02%	9.28%	-19.95%	-2.50%

Returns By Period

The year-to-date returns for both investments are quite close, with XDW0.L having a 32.08% return and VDE slightly higher at 33.23%.

XDW0.L

• 1D: -4.79%
• 1M: 5.89%
• YTD: 32.08%
• 6M: 35.11%
• 1Y: 36.36%
• 3Y*: 18.09%
• 5Y*: 21.89%
• 10Y*: —

VDE

• 1D: -3.61%
• 1M: 4.27%
• YTD: 33.23%
• 6M: 34.21%
• 1Y: 31.84%
• 3Y*: 17.03%
• 5Y*: 23.32%
• 10Y*: 10.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.L vs. VDE - Expense Ratio Comparison

XDW0.L has a 0.25% expense ratio, which is higher than VDE's 0.10% 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%.

XDW0.L

Xtrackers MSCI World Energy UCITS ETF 1C

VDE

Vanguard Energy ETF

Return for Risk

XDW0.L vs. VDE — 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: 82
XDW0.L Sharpe Ratio Rank: 84
XDW0.L Sortino Ratio Rank: 80
XDW0.L Omega Ratio Rank: 81
XDW0.L Calmar Ratio Rank: 80
XDW0.L Martin Ratio Rank: 83

VDE

VDE Risk / Return Rank: 63
VDE Sharpe Ratio Rank: 70
VDE Sortino Ratio Rank: 63
VDE Omega Ratio Rank: 66
VDE Calmar Ratio Rank: 65
VDE Martin Ratio Rank: 49

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. VDE - 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 Vanguard Energy ETF (VDE). 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	VDE	Difference
Sharpe ratio Return per unit of total volatility	1.76	1.27	+0.49
Sortino ratio Return per unit of downside risk	2.18	1.67	+0.51
Omega ratio Gain probability vs. loss probability	1.33	1.25	+0.08
Calmar ratio Return relative to maximum drawdown	2.49	1.72	+0.77
Martin ratio Return relative to average drawdown	10.27	4.92	+5.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDW0.L vs. VDE - Sharpe Ratio Comparison

The current XDW0.L Sharpe Ratio is 1.76, which is higher than the VDE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XDW0.L and VDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XDW0.L	VDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	1.27	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	0.88	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.28	+0.12

Correlation

The correlation between XDW0.L and VDE is 0.69, 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. VDE - Dividend Comparison

XDW0.L has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 2.36%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VDE Vanguard Energy ETF	2.36%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Drawdowns

XDW0.L vs. VDE - Drawdown Comparison

The maximum XDW0.L drawdown since its inception was -63.72%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for XDW0.L and VDE.

Drawdown Indicators

	XDW0.L	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-63.72%	-74.20%	+10.48%
Max Drawdown (1Y) Largest decline over 1 year	-18.44%	-18.91%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	-26.47%	-26.58%	+0.11%
Max Drawdown (10Y) Largest decline over 10 years	-63.72%	-69.29%	+5.57%
Current Drawdown Current decline from peak	-5.20%	-5.74%	+0.54%
Average Drawdown Average peak-to-trough decline	-12.40%	-20.06%	+7.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	6.61%	-3.11%

Volatility

XDW0.L vs. VDE - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a higher volatility of 7.75% compared to Vanguard Energy ETF (VDE) at 6.29%. This indicates that XDW0.L's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDW0.L	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.75%	6.29%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	13.19%	14.31%	-1.12%
Volatility (1Y) Calculated over the trailing 1-year period	20.62%	25.19%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.18%	26.53%	-2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.06%	29.88%	-3.82%