XUEN.DE vs. XDEQ.DE
XUEN.DE (Xtrackers MSCI USA Energy UCITS ETF 1D) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XUEN.DE is a Energy Equities fund tracking the MSCI USA Energy 20/35 Custom, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, XUEN.DE returned 21.22%/yr vs 11.42%/yr for XDEQ.DE. At a 0.40 correlation, their price movements are largely independent. XUEN.DE charges 0.12%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XUEN.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUEN.DE achieves a 32.35% return, which is significantly higher than XDEQ.DE's 9.48% return.
XUEN.DE
- 1D
- -0.40%
- 1M
- 4.10%
- YTD
- 32.35%
- 6M
- 28.01%
- 1Y
- 43.05%
- 3Y*
- 14.05%
- 5Y*
- 21.22%
- 10Y*
- —
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XUEN.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 32.35% | -3.28% | 10.56% | -3.66% | 71.12% | 65.12% | -40.59% | 12.55% | -14.61% | 11.19% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.40% |
Correlation
The correlation between XUEN.DE and XDEQ.DE 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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.40 |
The correlation between XUEN.DE and XDEQ.DE shifts across timeframes, from -0.02 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XUEN.DE vs. XDEQ.DE — Risk / Return Rank
XUEN.DE
XDEQ.DE
XUEN.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.04 | -0.60 |
| Martin ratioReturn relative to average drawdown | 7.67 | 12.17 | -4.51 |
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 | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.78 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.80 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.80 | -0.44 |
Drawdowns
XUEN.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XUEN.DE drawdown since its inception was -64.67%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XUEN.DE and XDEQ.DE.
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Drawdown Indicators
| XUEN.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.67% | -32.16% | -32.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -6.22% | -10.90% |
Max Drawdown (3Y)Largest decline over 3 years | -26.63% | -20.59% | -6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -20.59% | -6.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.16% | — |
Current DrawdownCurrent decline from peak | -9.21% | 0.00% | -9.21% |
Average DrawdownAverage peak-to-trough decline | -16.97% | -4.75% | -12.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 1.56% | +3.90% |
Volatility
XUEN.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a higher volatility of 7.71% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XUEN.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 2.36% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 20.26% | 7.32% | +12.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 10.64% | +13.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.62% | 14.12% | +12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.68% | 15.35% | +14.33% |
XUEN.DE vs. XDEQ.DE - Expense Ratio Comparison
XUEN.DE has a 0.12% expense ratio, which is lower than XDEQ.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
XUEN.DE vs. XDEQ.DE - Dividend Comparison
XUEN.DE's dividend yield for the trailing twelve months is around 2.07%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
XUEN.DE and XDEQ.DE 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.
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 0.25% for XDEQ.DE.
XUEN.DE is categorized as Energy Equities, while XDEQ.DE is Global Equities. XUEN.DE tracks MSCI USA Energy 20/35 Custom, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for XUEN.DE and 0.25% for XDEQ.DE.
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