XSEN.L vs. WAGA.PA
XSEN.L (Xtrackers MSCI USA Energy UCITS ETF 1D) is Energy Equities fund tracking the MSCI World/Energy NR USD, while WAGA.PA (Waga Energy SA) is a stock. Over the past 3 years, XSEN.L returned 14.11%/yr vs -3.68%/yr for WAGA.PA. At a 0.07 correlation, their price movements are largely independent.
Performance
XSEN.L vs. WAGA.PA - Performance Comparison
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Different Trading Currencies
XSEN.L is traded in GBp, while WAGA.PA is traded in EUR. To make them comparable, the WAGA.PA 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 higher than WAGA.PA's -5.19% 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*
- —
WAGA.PA
- 1D
- -0.09%
- 1M
- 1.42%
- YTD
- -5.19%
- 6M
- 3.50%
- 1Y
- 41.27%
- 3Y*
- -3.68%
- 5Y*
- —
- 10Y*
- —
XSEN.L vs. WAGA.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XSEN.L Xtrackers MSCI USA Energy UCITS ETF 1D | 30.06% | 1.87% | 6.67% | -5.89% | 82.86% | -2.97% |
WAGA.PA Waga Energy SA | -5.19% | 61.32% | -39.99% | -12.48% | 5.91% | 7.61% |
Correlation
The correlation between XSEN.L and WAGA.PA is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.07 |
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Return for Risk
XSEN.L vs. WAGA.PA — Risk / Return Rank
XSEN.L
WAGA.PA
XSEN.L vs. WAGA.PA - 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 Waga Energy SA (WAGA.PA). 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.L | WAGA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.48 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.73 | -0.98 |
| Martin ratioReturn relative to average drawdown | 8.57 | 8.48 | +0.09 |
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
| XSEN.L | WAGA.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.09 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | -0.04 | +0.38 |
Drawdowns
XSEN.L vs. WAGA.PA - Drawdown Comparison
The maximum XSEN.L drawdown since its inception was -62.46%, smaller than the maximum WAGA.PA drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for XSEN.L and WAGA.PA.
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Drawdown Indicators
| XSEN.L | WAGA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.46% | -76.77% | +14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -11.71% | -4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -71.07% | +47.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | — | — |
Current DrawdownCurrent decline from peak | -9.31% | -36.63% | +27.32% |
Average DrawdownAverage peak-to-trough decline | -17.79% | -35.29% | +17.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 4.70% | +0.62% |
Volatility
XSEN.L vs. WAGA.PA - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) has a higher volatility of 9.04% compared to Waga Energy SA (WAGA.PA) at 4.61%. This indicates that XSEN.L's price experiences larger fluctuations and is considered to be riskier than WAGA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSEN.L | WAGA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 4.61% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 17.78% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.79% | 40.21% | -16.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.01% | 47.36% | -21.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.43% | 47.36% | -17.93% |
Dividends
XSEN.L vs. WAGA.PA - Dividend Comparison
XSEN.L's dividend yield for the trailing twelve months is around 2.08%, while WAGA.PA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
WAGA.PA Waga Energy SA | 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 WAGA.PA have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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