XMAW.DE vs. ENR.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Siemens Energy AG (ENR.DE).

XMAW.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 10, 2014.

Performance

XMAW.DE vs. ENR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Siemens Energy AG (ENR.DE). The values are adjusted to include any dividend payments, if applicable.

XMAW.DE vs. ENR.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C	-1.63%	8.98%	25.39%	19.46%	-15.01%	28.71%	9.07%
ENR.DE Siemens Energy AG	26.95%	138.98%	319.83%	-31.34%	-21.45%	-25.03%	41.44%

Returns By Period

In the year-to-date period, XMAW.DE achieves a -1.62% return, which is significantly lower than ENR.DE's 26.95% return.

XMAW.DE

• 1D: 2.46%
• 1M: -3.59%
• YTD: -1.62%
• 6M: 2.05%
• 1Y: 13.39%
• 3Y*: 14.94%
• 5Y*: 9.73%
• 10Y*: 11.22%

ENR.DE

• 1D: 6.99%
• 1M: -6.25%
• YTD: 26.95%
• 6M: 46.76%
• 1Y: 173.73%
• 3Y*: 96.19%
• 5Y*: 37.79%
• 10Y*: —

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

Return for Risk

XMAW.DE vs. ENR.DE — Risk / Return Rank

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

XMAW.DE

XMAW.DE Risk / Return Rank: 47
XMAW.DE Sharpe Ratio Rank: 40
XMAW.DE Sortino Ratio Rank: 39
XMAW.DE Omega Ratio Rank: 42
XMAW.DE Calmar Ratio Rank: 53
XMAW.DE Martin Ratio Rank: 59

ENR.DE

ENR.DE Risk / Return Rank: 97
ENR.DE Sharpe Ratio Rank: 98
ENR.DE Sortino Ratio Rank: 96
ENR.DE Omega Ratio Rank: 93
ENR.DE Calmar Ratio Rank: 98
ENR.DE Martin Ratio Rank: 98

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.

XMAW.DE vs. ENR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Siemens Energy AG (ENR.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.

	XMAW.DE	ENR.DE	Difference
Sharpe ratio Return per unit of total volatility	0.80	3.63	-2.82
Sortino ratio Return per unit of downside risk	1.16	3.72	-2.56
Omega ratio Gain probability vs. loss probability	1.17	1.46	-0.29
Calmar ratio Return relative to maximum drawdown	1.49	9.18	-7.70
Martin ratio Return relative to average drawdown	6.31	28.52	-22.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMAW.DE vs. ENR.DE - Sharpe Ratio Comparison

The current XMAW.DE Sharpe Ratio is 0.80, which is lower than the ENR.DE Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of XMAW.DE and ENR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XMAW.DE	ENR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	3.63	-2.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.73	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.85	-0.15

Correlation

The correlation between XMAW.DE and ENR.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XMAW.DE vs. ENR.DE - Dividend Comparison

XMAW.DE has not paid dividends to shareholders, while ENR.DE's dividend yield for the trailing twelve months is around 0.46%.

	TTM	2025	2024	2023	2022
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%
ENR.DE Siemens Energy AG	0.46%	0.00%	0.00%	0.83%	0.57%

Drawdowns

XMAW.DE vs. ENR.DE - Drawdown Comparison

The maximum XMAW.DE drawdown since its inception was -33.49%, smaller than the maximum ENR.DE drawdown of -79.40%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and ENR.DE.

Drawdown Indicators

	XMAW.DE	ENR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.49%	-79.40%	+45.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.45%	-18.61%	+5.16%
Max Drawdown (5Y) Largest decline over 5 years	-22.10%	-77.67%	+55.57%
Max Drawdown (10Y) Largest decline over 10 years	-33.49%	—	—
Current Drawdown Current decline from peak	-4.55%	-9.77%	+5.22%
Average Drawdown Average peak-to-trough decline	-4.96%	-29.07%	+24.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	5.99%	-3.85%

Volatility

XMAW.DE vs. ENR.DE - Volatility Comparison

The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) is 4.91%, while Siemens Energy AG (ENR.DE) has a volatility of 18.34%. This indicates that XMAW.DE experiences smaller price fluctuations and is considered to be less risky than ENR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XMAW.DE	ENR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	18.34%	-13.43%
Volatility (6M) Calculated over the trailing 6-month period	9.12%	36.41%	-27.29%
Volatility (1Y) Calculated over the trailing 1-year period	16.60%	47.69%	-31.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.25%	51.37%	-37.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.26%	50.32%	-35.06%