XSX6.DE vs. XDW0.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, XSX6.DE returned 9.14%/yr vs 9.20%/yr for XDW0.DE. At a 0.46 correlation, their price movements are largely independent. XSX6.DE charges 0.20%/yr vs 0.25%/yr for XDW0.DE.
Performance
XSX6.DE vs. XDW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly lower than XDW0.DE's 32.75% return. Both investments have delivered pretty close results over the past 10 years, with XSX6.DE having a 9.14% annualized return and XDW0.DE not far ahead at 9.20%.
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
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%
XSX6.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
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 XSX6.DE and XDW0.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.46 |
The correlation between XSX6.DE and XDW0.DE shifts across timeframes, from -0.11 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSX6.DE vs. XDW0.DE — Risk / Return Rank
XSX6.DE
XDW0.DE
XSX6.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| XSX6.DE | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.98 | -1.25 |
| Martin ratioReturn relative to average drawdown | 6.55 | 9.92 | -3.37 |
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
| XSX6.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.10 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.84 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.35 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.37 | +0.23 |
Drawdowns
XSX6.DE vs. XDW0.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XDW0.DE.
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Drawdown Indicators
| XSX6.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -61.44% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -15.05% | +5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -23.71% | +7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -23.71% | +2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -61.44% | +25.39% |
Current DrawdownCurrent decline from peak | -1.56% | -7.38% | +5.82% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -13.84% | +8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 4.53% | -2.03% |
Volatility
XSX6.DE vs. XDW0.DE - Volatility Comparison
The current volatility for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) is 4.26%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that XSX6.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.
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Volatility by Period
| XSX6.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 6.96% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 18.42% | -7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 21.48% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 24.04% | -9.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 26.02% | -10.41% |
XSX6.DE vs. XDW0.DE - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is lower than XDW0.DE's 0.25% 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
XSX6.DE vs. XDW0.DE - Dividend Comparison
Neither XSX6.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
XSX6.DE and XDW0.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDW0.DE.
XSX6.DE is categorized as Europe Equities, while XDW0.DE is Energy Equities. XSX6.DE tracks STOXX® Europe 600, while XDW0.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.20% for XSX6.DE and 0.25% for XDW0.DE.
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