XDWU.DE vs. ENGW.L
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and ENGW.L (SPDR MSCI World Energy UCITS ETF) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while ENGW.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, XDWU.DE returned 11.70%/yr vs 15.53%/yr for ENGW.L. At a 0.20 correlation, their price movements are largely independent. XDWU.DE charges 0.25%/yr vs 0.30%/yr for ENGW.L.
Performance
XDWU.DE vs. ENGW.L - Performance Comparison
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Different Trading Currencies
XDWU.DE is traded in EUR, while ENGW.L is traded in GBP. To make them comparable, the ENGW.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWU.DE achieves a 5.92% return, which is significantly lower than ENGW.L's 31.96% return.
XDWU.DE
- 1D
- -1.48%
- 1M
- -3.92%
- YTD
- 5.92%
- 6M
- 5.19%
- 1Y
- 13.84%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
ENGW.L
- 1D
- -0.61%
- 1M
- -1.01%
- YTD
- 31.96%
- 6M
- 29.35%
- 1Y
- 44.95%
- 3Y*
- 15.53%
- 5Y*
- —
- 10Y*
- —
XDWU.DE vs. ENGW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 19.82% | -3.19% | -2.66% |
ENGW.L SPDR MSCI World Energy UCITS ETF | 31.98% | 1.60% | 8.55% | 0.01% | 13.99% |
Correlation
The correlation between XDWU.DE and ENGW.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2022 | 0.20 |
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Return for Risk
XDWU.DE vs. ENGW.L — Risk / Return Rank
XDWU.DE
ENGW.L
XDWU.DE vs. ENGW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and SPDR MSCI World Energy UCITS ETF (ENGW.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.
| XDWU.DE | ENGW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.04 | -1.28 |
| Martin ratioReturn relative to average drawdown | 4.77 | 10.18 | -5.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWU.DE | ENGW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.10 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | -0.01 |
Drawdowns
XDWU.DE vs. ENGW.L - Drawdown Comparison
The maximum XDWU.DE drawdown since its inception was -33.61%, which is greater than ENGW.L's maximum drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and ENGW.L.
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Drawdown Indicators
| XDWU.DE | ENGW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -23.64% | -9.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -14.70% | +7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -12.68% | -23.64% | +10.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | — | — |
Current DrawdownCurrent decline from peak | -7.22% | -7.14% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -8.84% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 4.40% | -1.69% |
Volatility
XDWU.DE vs. ENGW.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) is 4.08%, while SPDR MSCI World Energy UCITS ETF (ENGW.L) has a volatility of 8.18%. This indicates that XDWU.DE experiences smaller price fluctuations and is considered to be less risky than ENGW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWU.DE | ENGW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 8.18% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 18.25% | -8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 21.39% | -9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 23.29% | -9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 23.29% | -8.13% |
XDWU.DE vs. ENGW.L - Expense Ratio Comparison
XDWU.DE has a 0.25% expense ratio, which is lower than ENGW.L's 0.30% expense ratio.
Dividends
XDWU.DE vs. ENGW.L - Dividend Comparison
Neither XDWU.DE nor ENGW.L has paid dividends to shareholders.
Frequently Asked Questions
XDWU.DE and ENGW.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ENGW.L.
XDWU.DE is categorized as Utilities Equities, while ENGW.L is Energy Equities. XDWU.DE tracks MSCI World/Utilities NR USD, while ENGW.L tracks MSCI World/Energy NR USD. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWU.DE and 0.30% for ENGW.L.
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