PortfoliosLab logoPortfoliosLab logo
XWEV.L vs. ENTR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEV.L vs. ENTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XWEV.L is traded in USD, while ENTR.DE is traded in EUR. To make them comparable, the ENTR.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWEV.L achieves a 17.47% return, which is significantly higher than ENTR.DE's 5.21% return.


XWEV.L

1D
0.00%
1M
0.58%
6M
14.54%
YTD
17.47%
1Y
40.36%
3Y*
22.60%
5Y*
10Y*

ENTR.DE

1D
0.00%
1M
-2.56%
6M
3.35%
YTD
5.21%
1Y
26.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEV.L vs. ENTR.DE - Yearly Performance Comparison


Correlation

The correlation between XWEV.L and ENTR.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2025

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XWEV.L vs. ENTR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XWEV.L
XWEV.L Risk / Return Rank: 9090
Overall Rank
XWEV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XWEV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
XWEV.L Omega Ratio Rank: 9191
Omega Ratio Rank
XWEV.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XWEV.L Martin Ratio Rank: 8888
Martin Ratio Rank

ENTR.DE
ENTR.DE Risk / Return Rank: 6767
Overall Rank
ENTR.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ENTR.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ENTR.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ENTR.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
ENTR.DE Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XWEV.L vs. ENTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XWEV.LENTR.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.47

1.28

+0.19

Calmar ratioReturn relative to maximum drawdown

3.87

2.31

+1.56

Martin ratioReturn relative to average drawdown

14.68

6.57

+8.11

XWEV.L vs. ENTR.DE - Sharpe Ratio Comparison

The current XWEV.L Sharpe Ratio is 2.62, which is higher than the ENTR.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of XWEV.L and ENTR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XWEV.L vs. ENTR.DE - Drawdown Comparison

The maximum XWEV.L drawdown since its inception was -14.23%, which is greater than ENTR.DE's maximum drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for XWEV.L and ENTR.DE.


Loading charts...

Drawdown Indicators


XWEV.LENTR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.23%

-12.13%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-11.42%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

Current Drawdown

Current decline from peak

-1.52%

-8.86%

+7.34%

Average Drawdown

Average peak-to-trough decline

-2.33%

-2.92%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

4.02%

-1.28%

Volatility

XWEV.L vs. ENTR.DE - Volatility Comparison

Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) has a higher volatility of 4.46% compared to L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE) at 4.20%. This indicates that XWEV.L's price experiences larger fluctuations and is considered to be riskier than ENTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XWEV.LENTR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

4.20%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

13.23%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

17.82%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

17.02%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

17.02%

-1.93%

XWEV.L vs. ENTR.DE - Expense Ratio Comparison

XWEV.L has a 0.25% expense ratio, which is lower than ENTR.DE's 0.65% expense ratio.


Dividends

XWEV.L vs. ENTR.DE - Dividend Comparison

Neither XWEV.L nor ENTR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWEV.L and ENTR.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWEV.L is cheaper with a 0.25% expense ratio, compared with 0.65% for ENTR.DE.

XWEV.L is categorized as Global Equities, while ENTR.DE is Commodities. XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select, while ENTR.DE tracks Solactive Energy Transition Commodity. They also come from different issuers: Xtrackers and Legal & General. Their fees differ too: 0.25% for XWEV.L and 0.65% for ENTR.DE.

Portfolio Optimizer

Find the right allocation for XWEV.L and ENTR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer