XSEN.L vs. WDEE.L
XSEN.L (Xtrackers MSCI USA Energy UCITS ETF 1D) and WDEE.L (Invesco S&P World Energy Targeted & Screened UCITS ETF Acc) are both Energy Equities funds - XSEN.L tracks the MSCI World/Energy NR USD while WDEE.L tracks the S&P World Energy Targeted & Screened Index. Both are passively managed. Over the past 3 years, XSEN.L returned 14.11%/yr vs 15.96%/yr for WDEE.L. Their correlation of 0.91 suggests significant overlap in exposure. XSEN.L charges 0.12%/yr vs 0.18%/yr for WDEE.L.
Performance
XSEN.L vs. WDEE.L - Performance Comparison
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Different Trading Currencies
XSEN.L is traded in GBp, while WDEE.L is traded in USD. To make them comparable, the WDEE.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with XSEN.L having a 30.06% return and WDEE.L slightly higher at 30.50%.
XSEN.L
- 1D
- -0.32%
- 1M
- 4.07%
- YTD
- 30.06%
- 6M
- 26.53%
- 1Y
- 46.74%
- 3Y*
- 14.11%
- 5Y*
- 21.37%
- 10Y*
- —
WDEE.L
- 1D
- -0.74%
- 1M
- -1.16%
- YTD
- 30.50%
- 6M
- 26.32%
- 1Y
- 40.90%
- 3Y*
- 15.96%
- 5Y*
- —
- 10Y*
- —
XSEN.L vs. WDEE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSEN.L Xtrackers MSCI USA Energy UCITS ETF 1D | 30.06% | 1.87% | 6.67% | -3.49% |
WDEE.L Invesco S&P World Energy Targeted & Screened UCITS ETF Acc | 30.46% | 1.24% | 5.84% | 4.65% |
Correlation
The correlation between XSEN.L and WDEE.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.91 |
The correlation between XSEN.L and WDEE.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
XSEN.L vs. WDEE.L — Risk / Return Rank
XSEN.L
WDEE.L
XSEN.L vs. WDEE.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 Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.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.L | WDEE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.43 | -0.68 |
| Martin ratioReturn relative to average drawdown | 8.57 | 10.75 | -2.17 |
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 | WDEE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.09 | -0.17 |
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 | 0.67 | -0.33 |
Drawdowns
XSEN.L vs. WDEE.L - Drawdown Comparison
The maximum XSEN.L drawdown since its inception was -62.46%, which is greater than WDEE.L's maximum drawdown of -21.91%. Use the drawdown chart below to compare losses from any high point for XSEN.L and WDEE.L.
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Drawdown Indicators
| XSEN.L | WDEE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.46% | -21.91% | -40.55% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -11.86% | -4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -21.91% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | — | — |
Current DrawdownCurrent decline from peak | -9.31% | -5.47% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -17.79% | -7.26% | -10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 3.79% | +1.53% |
Volatility
XSEN.L vs. WDEE.L - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) has a higher volatility of 9.04% compared to Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) at 7.32%. This indicates that XSEN.L's price experiences larger fluctuations and is considered to be riskier than WDEE.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.L | WDEE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 7.32% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 15.99% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.79% | 19.54% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.01% | 19.34% | +6.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.43% | 19.34% | +10.09% |
XSEN.L vs. WDEE.L - Expense Ratio Comparison
XSEN.L has a 0.12% expense ratio, which is lower than WDEE.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. WDEE.L - Dividend Comparison
XSEN.L's dividend yield for the trailing twelve months is around 2.08%, while WDEE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
WDEE.L Invesco S&P World Energy Targeted & Screened UCITS ETF Acc | 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 WDEE.L have a correlation of 0.89, 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 WDEE.L.
XSEN.L tracks MSCI World/Energy NR USD, while WDEE.L tracks S&P World Energy Targeted & Screened Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.12% for XSEN.L and 0.18% for WDEE.L.
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