XDW0.L vs. WDEE.L
XDW0.L (Xtrackers MSCI World Energy UCITS ETF 1C) and WDEE.L (Invesco S&P World Energy Targeted & Screened UCITS ETF Acc) are both Energy Equities funds - XDW0.L tracks the MSCI World/Energy NR USD while WDEE.L tracks the S&P World Energy Targeted & Screened Index. Both are passively managed. Over the past 3 years, XDW0.L returned 16.43%/yr vs 15.87%/yr for WDEE.L. With a 0.95 correlation, they move nearly in lockstep. XDW0.L charges 0.25%/yr vs 0.18%/yr for WDEE.L.
Performance
XDW0.L vs. WDEE.L - Performance Comparison
Loading charts...
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*
- —
XDW0.L vs. WDEE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDW0.L vs. WDEE.L — Risk / Return Rank
XDW0.L
WDEE.L
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.L | WDEE.L | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| XDW0.L | WDEE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.96% | -5.41% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -18.52% | -4.03% | -14.49% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| XDW0.L | WDEE.L | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for XDW0.L and WDEE.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer