XDWD.DE vs. XUEN.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XUEN.DE (Xtrackers MSCI USA Energy UCITS ETF 1D) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while XUEN.DE is a Energy Equities fund tracking the MSCI USA Energy 20/35 Custom. Both are passively managed. Over the past 5 years, XDWD.DE returned 12.07%/yr vs 22.77%/yr for XUEN.DE. At a 0.34 correlation, their price movements are largely independent. XDWD.DE charges 0.19%/yr vs 0.12%/yr for XUEN.DE.
Performance
XDWD.DE vs. XUEN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 11.79% return, which is significantly lower than XUEN.DE's 32.88% return.
XDWD.DE
- 1D
- -1.11%
- 1M
- 0.52%
- 6M
- 8.89%
- YTD
- 11.79%
- 1Y
- 21.87%
- 3Y*
- 17.57%
- 5Y*
- 12.07%
- 10Y*
- 12.45%
XUEN.DE
- 1D
- 0.84%
- 1M
- 6.94%
- 6M
- 22.81%
- YTD
- 32.88%
- 1Y
- 37.26%
- 3Y*
- 14.24%
- 5Y*
- 22.77%
- 10Y*
- —
XDWD.DE vs. XUEN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 11.79% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.05% |
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 32.88% | -3.28% | 10.56% | -3.65% | 71.07% | 65.19% | -40.00% | 11.42% | -14.98% | -5.10% |
Correlation
The correlation between XDWD.DE and XUEN.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.34 |
The correlation between XDWD.DE and XUEN.DE shifts across timeframes, from -0.12 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWD.DE vs. XUEN.DE — Risk / Return Rank
XDWD.DE
XUEN.DE
XDWD.DE vs. XUEN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.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.
| XDWD.DE | XUEN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.17 | +1.27 |
| Martin ratioReturn relative to average drawdown | 13.76 | 5.29 | +8.47 |
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Drawdowns
XDWD.DE vs. XUEN.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, smaller than the maximum XUEN.DE drawdown of -64.67%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XUEN.DE.
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Drawdown Indicators
| XDWD.DE | XUEN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -64.67% | +31.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -17.12% | +10.78% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -26.62% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -26.62% | +4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -1.18% | -8.85% | +7.67% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -17.29% | +12.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 7.02% | -5.43% |
Volatility
XDWD.DE vs. XUEN.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.71%, while Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a volatility of 7.03%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky than XUEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWD.DE | XUEN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 7.03% | -4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 21.19% | -13.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 24.49% | -13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 26.79% | -12.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 30.15% | -15.07% |
XDWD.DE vs. XUEN.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is higher than XUEN.DE's 0.12% 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
XDWD.DE vs. XUEN.DE - Dividend Comparison
XDWD.DE has not paid dividends to shareholders, while XUEN.DE's dividend yield for the trailing twelve months is around 2.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 2.06% | 2.80% | 2.64% | 3.22% | 3.89% | 3.12% | 7.28% | 2.75% | 0.71% |
Frequently Asked Questions
XDWD.DE and XUEN.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUEN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUEN.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for XDWD.DE.
XDWD.DE is categorized as Global Equities, while XUEN.DE is Energy Equities. XDWD.DE tracks MSCI World, while XUEN.DE tracks MSCI USA Energy 20/35 Custom. Their fees differ too: 0.19% for XDWD.DE and 0.12% for XUEN.DE.
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