XDWU.DE vs. XDW0.DE

Last updated Jun 5, 2026

XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, XDWU.DE returned 8.32%/yr vs 9.20%/yr for XDW0.DE. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.

Performance

XDWU.DE vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDWU.DE achieves a 5.92% return, which is significantly lower than XDW0.DE's 32.75% return. Over the past 10 years, XDWU.DE has underperformed XDW0.DE with an annualized return of 8.32%, while XDW0.DE has yielded a comparatively higher 9.20% annualized 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%

XDW0.DE

• 1D: -0.47%
• 1M: 3.29%
• YTD: 32.75%
• 6M: 28.86%
• 1Y: 45.88%
• 3Y*: 15.71%
• 5Y*: 20.33%
• 10Y*: 9.20%

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

XDWU.DE vs. XDW0.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C	5.92%	11.38%	19.82%	-3.19%	2.23%	19.80%	-4.88%	25.27%	6.79%	-0.21%
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C	32.75%	2.24%	7.48%	0.18%	53.95%	52.18%	-36.97%	14.05%	-12.13%	-7.68%

Correlation

The correlation between XDWU.DE and XDW0.DE 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	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016	0.28

The correlation between XDWU.DE and XDW0.DE shifts across timeframes, from 0.18 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XDWU.DE vs. XDW0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWU.DE

XDWU.DE Risk / Return Rank: 31
XDWU.DE Sharpe Ratio Rank: 30
XDWU.DE Sortino Ratio Rank: 29
XDWU.DE Omega Ratio Rank: 27
XDWU.DE Calmar Ratio Rank: 36
XDWU.DE Martin Ratio Rank: 32

XDW0.DE

XDW0.DE Risk / Return Rank: 59
XDW0.DE Sharpe Ratio Rank: 64
XDW0.DE Sortino Ratio Rank: 54
XDW0.DE Omega Ratio Rank: 61
XDW0.DE Calmar Ratio Rank: 61
XDW0.DE Martin Ratio Rank: 57

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.

XDWU.DE vs. XDW0.DE - 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 Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.

	XDWU.DE	XDW0.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.07	2.10	-1.03
Sortino ratio: Return per unit of downside risk	1.53	2.58	-1.04
Omega ratio: Gain probability vs. loss probability	1.18	1.37	-0.19
Calmar ratio: Return relative to maximum drawdown	1.77	2.98	-1.22
Martin ratio: Return relative to average drawdown	4.77	9.92	-5.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDWU.DE vs. XDW0.DE - Sharpe Ratio Comparison

The current XDWU.DE Sharpe Ratio is 1.07, which is lower than the XDW0.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of XDWU.DE and XDW0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDWU.DE	XDW0.DE	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	0.84	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.35	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.37	+0.18

Drawdowns

XDWU.DE vs. XDW0.DE - Drawdown Comparison

The maximum XDWU.DE drawdown since its inception was -33.61%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and XDW0.DE.

Drawdown Indicators

	XDWU.DE	XDW0.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.61%	-61.44%	+27.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.30%	-15.05%	+7.75%
Max Drawdown (3Y) Largest decline over 3 years	-12.68%	-23.71%	+11.03%
Max Drawdown (5Y) Largest decline over 5 years	-23.26%	-23.71%	+0.45%
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	-61.44%	+27.83%
Current Drawdown Current decline from peak	-7.22%	-7.38%	+0.16%
Average Drawdown Average peak-to-trough decline	-6.99%	-13.84%	+6.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	4.53%	-1.82%

Volatility

XDWU.DE vs. XDW0.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) is 4.08%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that XDWU.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWU.DE	XDW0.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	6.96%	-2.88%
Volatility (6M) Calculated over the trailing 6-month period	10.09%	18.42%	-8.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	21.48%	-9.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	24.04%	-9.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.16%	26.02%	-10.86%

XDWU.DE vs. XDW0.DE - Expense Ratio Comparison

Both XDWU.DE and XDW0.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XDWU.DE vs. XDW0.DE - Dividend Comparison

Neither XDWU.DE nor XDW0.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDWU.DE and XDW0.DE in my portfolio?

XDWU.DE and XDW0.DE 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.

Which ETF is better, XDWU.DE or XDW0.DE?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDWU.DE or XDW0.DE?

XDWU.DE and XDW0.DE have the same expense ratio: 0.25% per year.

What is the main difference between XDWU.DE and XDW0.DE?

XDWU.DE is categorized as Utilities Equities, while XDW0.DE is Energy Equities. XDWU.DE tracks MSCI World/Utilities NR USD, while XDW0.DE tracks MSCI World/Energy NR USD.