XUEN.DE vs. XDWD.DE
XUEN.DE (Xtrackers MSCI USA Energy UCITS ETF 1D) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XUEN.DE is a Energy Equities fund tracking the MSCI USA Energy 20/35 Custom, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, XUEN.DE returned 21.22%/yr vs 12.89%/yr for XDWD.DE. At a 0.44 correlation, their price movements are largely independent. XUEN.DE charges 0.12%/yr vs 0.19%/yr for XDWD.DE.
Performance
XUEN.DE vs. XDWD.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 XDWD.DE's 10.91% 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*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XUEN.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 6.50% |
Correlation
The correlation between XUEN.DE and XDWD.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.44 |
The correlation between XUEN.DE and XDWD.DE shifts across timeframes, from -0.04 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XUEN.DE vs. XDWD.DE — Risk / Return Rank
XUEN.DE
XDWD.DE
XUEN.DE vs. XDWD.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 UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.63 | -1.20 |
| Martin ratioReturn relative to average drawdown | 7.67 | 14.44 | -6.78 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.14 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.90 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.78 | -0.42 |
Drawdowns
XUEN.DE vs. XDWD.DE - Drawdown Comparison
The maximum XUEN.DE drawdown since its inception was -64.67%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XUEN.DE and XDWD.DE.
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Drawdown Indicators
| XUEN.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.67% | -33.55% | -31.12% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -6.54% | -10.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.63% | -21.64% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -21.64% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -9.21% | -0.33% | -8.88% |
Average DrawdownAverage peak-to-trough decline | -16.97% | -4.55% | -12.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 1.65% | +3.81% |
Volatility
XUEN.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a higher volatility of 7.71% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XUEN.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 2.60% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 20.26% | 7.77% | +12.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 11.12% | +12.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.62% | 14.13% | +12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.68% | 15.16% | +14.52% |
XUEN.DE vs. XDWD.DE - Expense Ratio Comparison
XUEN.DE has a 0.12% expense ratio, which is lower than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
XUEN.DE's dividend yield for the trailing twelve months is around 2.07%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World 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 XDWD.DE have a correlation of -0.04, 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 0.19% for XDWD.DE.
XUEN.DE is categorized as Energy Equities, while XDWD.DE is Global Equities. XUEN.DE tracks MSCI USA Energy 20/35 Custom, while XDWD.DE tracks MSCI World. Their fees differ too: 0.12% for XUEN.DE and 0.19% for XDWD.DE.
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