XUEN.DE vs. 5MVW.DE
XUEN.DE (Xtrackers MSCI USA Energy UCITS ETF 1D) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both Energy Equities funds - XUEN.DE tracks the MSCI USA Energy 20/35 Custom while 5MVW.DE tracks the MSCI World Energy. Both are passively managed. Over the past 5 years, XUEN.DE returned 21.22%/yr vs 20.31%/yr for 5MVW.DE. With a 0.97 correlation, they move nearly in lockstep. XUEN.DE charges 0.12%/yr vs 0.18%/yr for 5MVW.DE.
Performance
XUEN.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XUEN.DE having a 32.35% return and 5MVW.DE slightly higher at 32.79%.
XUEN.DE
- 1D
- -0.40%
- 1M
- 4.10%
- YTD
- 32.35%
- 6M
- 28.01%
- 1Y
- 43.05%
- 3Y*
- 14.05%
- 5Y*
- 21.22%
- 10Y*
- —
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
XUEN.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 32.35% | -3.28% | 10.56% | -3.66% | 71.12% | 65.12% | -40.59% | 5.14% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
Correlation
The correlation between XUEN.DE and 5MVW.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.97 |
The correlation between XUEN.DE and 5MVW.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
XUEN.DE vs. 5MVW.DE — Risk / Return Rank
XUEN.DE
5MVW.DE
XUEN.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| XUEN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.97 | -0.53 |
| Martin ratioReturn relative to average drawdown | 7.67 | 9.81 | -2.14 |
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
| XUEN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.10 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.45 | -0.08 |
Drawdowns
XUEN.DE vs. 5MVW.DE - Drawdown Comparison
The maximum XUEN.DE drawdown since its inception was -64.67%, which is greater than 5MVW.DE's maximum drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for XUEN.DE and 5MVW.DE.
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Drawdown Indicators
| XUEN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.67% | -56.87% | -7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -15.05% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -26.63% | -23.76% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -23.76% | -2.87% |
Current DrawdownCurrent decline from peak | -9.21% | -7.49% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -16.97% | -13.53% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 4.56% | +0.90% |
Volatility
XUEN.DE vs. 5MVW.DE - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a higher volatility of 7.71% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) at 6.76%. This indicates that XUEN.DE's price experiences larger fluctuations and is considered to be riskier than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUEN.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 6.76% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 20.26% | 18.33% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 21.33% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.62% | 23.99% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.68% | 29.20% | +0.48% |
XUEN.DE vs. 5MVW.DE - Expense Ratio Comparison
XUEN.DE has a 0.12% expense ratio, which is lower than 5MVW.DE'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
XUEN.DE vs. 5MVW.DE - Dividend Comparison
XUEN.DE's dividend yield for the trailing twelve months is around 2.07%, less than 5MVW.DE's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% | 0.00% |
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 2.07% | 2.80% | 2.64% | 3.22% | 3.89% | 3.12% | 7.28% | 2.72% | 0.71% |
Frequently Asked Questions
With a correlation of 0.96, XUEN.DE and 5MVW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XUEN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUEN.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for 5MVW.DE.
XUEN.DE tracks MSCI USA Energy 20/35 Custom, while 5MVW.DE tracks MSCI World Energy. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XUEN.DE and 0.18% for 5MVW.DE.
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