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XDW0.L vs. WDEE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDW0.L vs. WDEE.L - 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 Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XDW0.L having a 28.23% return and WDEE.L slightly lower at 27.77%.


XDW0.L

1D
1.01%
1M
4.64%
6M
21.94%
YTD
28.23%
1Y
37.62%
3Y*
16.43%
5Y*
20.71%
10Y*
8.85%

WDEE.L

1D
0.82%
1M
2.78%
6M
24.41%
YTD
27.77%
1Y
34.18%
3Y*
15.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.L vs. WDEE.L - Yearly Performance Comparison


2026 (YTD)202520242023
XDW0.L
Xtrackers MSCI World Energy UCITS ETF 1C
28.23%14.66%2.11%1.64%
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
27.77%9.01%4.02%7.44%

Correlation

The correlation between XDW0.L and WDEE.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2023

0.96

The correlation between XDW0.L and WDEE.L has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

XDW0.L vs. WDEE.L — 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: 6565
Overall Rank
XDW0.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDW0.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
XDW0.L Omega Ratio Rank: 7070
Omega Ratio Rank
XDW0.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.L Martin Ratio Rank: 5252
Martin Ratio Rank

WDEE.L
WDEE.L Risk / Return Rank: 6969
Overall Rank
WDEE.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WDEE.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
WDEE.L Omega Ratio Rank: 6868
Omega Ratio Rank
WDEE.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
WDEE.L Martin Ratio Rank: 6262
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. WDEE.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 Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.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.

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.LWDEE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratioReturn relative to maximum drawdown

2.36

2.86

-0.49

Martin ratioReturn relative to average drawdown

6.82

8.11

-1.29

XDW0.L vs. WDEE.L - Sharpe Ratio Comparison

The current XDW0.L Sharpe Ratio is 1.86, which is comparable to the WDEE.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of XDW0.L and WDEE.L, 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. WDEE.L - Drawdown Comparison

The maximum XDW0.L drawdown since its inception was -68.41%, which is greater than WDEE.L's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for XDW0.L and WDEE.L.


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Drawdown Indicators


XDW0.LWDEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.41%

-18.54%

-49.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.85%

-11.88%

-3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-18.89%

-18.54%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

Max Drawdown (10Y)

Largest decline over 10 years

-63.72%

Current Drawdown

Current decline from peak

-7.96%

-5.41%

-2.55%

Average Drawdown

Average peak-to-trough decline

-18.52%

-4.03%

-14.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

4.19%

+1.31%

Volatility

XDW0.L vs. WDEE.L - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) have volatilities of 6.04% and 5.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDW0.LWDEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.95%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

17.59%

16.24%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

19.21%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

19.16%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.11%

19.16%

+6.95%

XDW0.L vs. WDEE.L - Expense Ratio Comparison

XDW0.L has a 0.25% expense ratio, which is higher than WDEE.L's 0.18% 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. WDEE.L - Dividend Comparison

Neither XDW0.L nor WDEE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, XDW0.L and WDEE.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WDEE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDEE.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.L.

XDW0.L tracks MSCI World/Energy NR USD, while WDEE.L tracks S&P World Energy Targeted & Screened Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XDW0.L and 0.18% for WDEE.L.

Portfolio Optimizer

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