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XSEN.L vs. ENGY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSEN.L vs. ENGY.L

Last updated Jun 5, 2026

XSEN.L (Xtrackers MSCI USA Energy UCITS ETF 1D) and ENGY.L (SPDR® MSCI Europe Energy UCITS ETF) are both Energy Equities funds tracking the MSCI World/Energy NR USD, from Xtrackers and State Street respectively. Both are passively managed. Over the past 5 years, XSEN.L returned 21.37%/yr vs 20.14%/yr for ENGY.L. A 0.67 correlation means they provide meaningful diversification when combined. XSEN.L charges 0.12%/yr vs 0.18%/yr for ENGY.L.

Performance

XSEN.L vs. ENGY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) and SPDR® MSCI Europe Energy UCITS ETF (ENGY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSEN.L is traded in GBp, while ENGY.L is traded in EUR. To make them comparable, the ENGY.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSEN.L achieves a 30.06% return, which is significantly lower than ENGY.L's 33.72% return.

XSEN.L

1D
-0.32%
1M
-0.61%
YTD
30.06%
6M
28.04%
1Y
45.70%
3Y*
14.11%
5Y*
21.37%
10Y*
—

ENGY.L

1D
-0.83%
1M
-2.30%
YTD
33.72%
6M
29.46%
1Y
58.29%
3Y*
17.64%
5Y*
20.14%
10Y*
12.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSEN.L vs. ENGY.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D		30.06%1.87%6.67%-5.89%82.86%50.90%-35.95%5.01%-12.11%
ENGY.L
SPDR® MSCI Europe Energy UCITS ETF		33.72%20.88%-9.65%5.12%45.92%28.63%-28.47%6.25%-6.35%

Correlation

The correlation between XSEN.L and ENGY.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2018

0.67

The correlation between XSEN.L and ENGY.L has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

XSEN.L vs. ENGY.L - Sectors Allocation Comparison

Sectors
XSEN.L
ENGY.L

Energy

100.0%
99.1%

Basic Materials

-

0.0%

Communication Services

-

0.7%

Consumer Cyclical

-

0.0%

Consumer Defensive

-

0.0%

Financial Services

-

0.0%

Healthcare

-

0.0%

Industrials

-

0.0%

Real Estate

-

0.0%

Technology

-

0.0%

Utilities

-

0.0%

Energy

XSEN.L
100.0%
ENGY.L
99.1%

Basic Materials

XSEN.L

-

ENGY.L
0.0%

Communication Services

XSEN.L

-

ENGY.L
0.7%

Consumer Cyclical

XSEN.L

-

ENGY.L
0.0%

Consumer Defensive

XSEN.L

-

ENGY.L
0.0%

Financial Services

XSEN.L

-

ENGY.L
0.0%

Healthcare

XSEN.L

-

ENGY.L
0.0%

Industrials

XSEN.L

-

ENGY.L
0.0%

Real Estate

XSEN.L

-

ENGY.L
0.0%

Technology

XSEN.L

-

ENGY.L
0.0%

Utilities

XSEN.L

-

ENGY.L
0.0%

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Xtrackers MSCI USA Energy UCITS ETF 1D

SPDR® MSCI Europe Energy UCITS ETF

Often compared with XSEN.L:
XSEN.L vs. GXLE.LXSEN.L vs. EYED.LXSEN.L vs. CWEU.LXSEN.L vs. NCLP.LXSEN.L vs. EXUS.LXSEN.L vs. RNRU.LXSEN.L vs. XLEP.L
Often compared with ENGY.L:
ENGY.L vs. ENGW.LENGY.L vs. IXCENGY.L vs. SWRD.LENGY.L vs. VTENGY.L vs. VAGP.LENGY.L vs. CSKR.LENGY.L vs. SMH

Return for Risk

XSEN.L vs. ENGY.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSEN.L
XSEN.L Risk / Return Rank: 5454
Overall Rank
XSEN.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XSEN.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
XSEN.L Omega Ratio Rank: 5656
Omega Ratio Rank
XSEN.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
XSEN.L Martin Ratio Rank: 5151
Martin Ratio Rank
ENGY.L
ENGY.L Risk / Return Rank: 7474
Overall Rank
ENGY.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ENGY.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
ENGY.L Omega Ratio Rank: 7171
Omega Ratio Rank
ENGY.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ENGY.L Martin Ratio Rank: 7777
Martin Ratio Rank
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.

XSEN.L vs. ENGY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) and SPDR® MSCI Europe Energy UCITS ETF (ENGY.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.

XSEN.LENGY.LDifference
Sharpe ratioReturn per unit of total volatility
1.92
2.58

-0.66

Sortino ratioReturn per unit of downside risk
2.37
3.05

-0.67

Omega ratioGain probability vs. loss probability

1.34

1.45

-0.11

Calmar ratioReturn relative to maximum drawdown

2.75

4.81

-2.06

Martin ratioReturn relative to average drawdown

8.57

14.43

-5.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSEN.L vs. ENGY.L - Sharpe Ratio Comparison

The current XSEN.L Sharpe Ratio is 1.92, which is comparable to the ENGY.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of XSEN.L and ENGY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XSEN.LENGY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.58

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.89

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.52

-0.18

Drawdowns

XSEN.L vs. ENGY.L - Drawdown Comparison

The maximum XSEN.L drawdown since its inception was -62.46%, which is greater than ENGY.L's maximum drawdown of -56.06%. Use the drawdown chart below to compare losses from any high point for XSEN.L and ENGY.L.

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Drawdown Indicators

XSEN.LENGY.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.46%

-56.06%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-12.05%

-4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-23.22%

-26.58%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.04%

-26.58%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

—

-56.06%

—

Current Drawdown

Current decline from peak

-9.31%

-7.25%

-2.06%

Average Drawdown

Average peak-to-trough decline

-17.79%

-13.56%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

4.03%

+1.29%

Volatility

XSEN.L vs. ENGY.L - Volatility Comparison

Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) has a higher volatility of 9.04% compared to SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) at 7.88%. This indicates that XSEN.L's price experiences larger fluctuations and is considered to be riskier than ENGY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSEN.LENGY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

7.88%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

20.50%

19.12%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

23.79%

22.52%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.01%

24.24%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.43%

29.35%

+0.08%

XSEN.L vs. ENGY.L - Expense Ratio Comparison

XSEN.L has a 0.12% expense ratio, which is lower than ENGY.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XSEN.L vs. ENGY.L - Dividend Comparison

XSEN.L's dividend yield for the trailing twelve months is around 2.08%, while ENGY.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
ENGY.L
SPDR® MSCI Europe Energy UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D		2.08%2.70%2.70%3.24%3.69%3.27%7.11%2.78%

Frequently Asked Questions

XSEN.L and ENGY.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSEN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSEN.L is cheaper with a 0.12% expense ratio, compared with 0.18% for ENGY.L.

Both ETFs track MSCI World/Energy NR USD. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.12% for XSEN.L and 0.18% for ENGY.L.

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