Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | Technology Equities | 50% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | Health & Biotech Equities | 50% |
Find the right asset allocation for IT 50% + HEALTH 50%
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of €10,000 in IT 50% + HEALTH 50%, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
As of Jun 6, 2026, the IT 50% + HEALTH 50% returned 12.18% Year-To-Date and 16.17% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.86% | 2.09% | 9.98% | 8.94% | 21.69% | 16.96% | 13.01% | 13.17% |
Portfolio IT 50% + HEALTH 50% | -0.03% | 8.10% | 12.18% | 11.76% | 29.21% | 16.55% | 14.75% | 16.17% |
| Portfolio components: | ||||||||
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 2.85% | 5.50% | -1.98% | -1.51% | 8.93% | 2.67% | 5.50% | 7.61% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | -2.03% | 10.09% | 25.23% | 23.47% | 47.87% | 29.29% | 22.52% | 24.00% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 4, 2016, IT 50% + HEALTH 50%'s average daily return is +0.06%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Dec 2018 at -8.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IT 50% + HEALTH 50% closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -7.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.67% | 0.04% | -5.31% | 7.81% | 10.24% | 1.34% | 12.18% | ||||||
| 2025 | 3.44% | -2.59% | -8.75% | -4.69% | 4.16% | 1.95% | 4.71% | -0.86% | 3.39% | 7.26% | 1.05% | -0.88% | 7.30% |
| 2024 | 5.55% | 3.80% | 2.56% | -3.28% | 2.37% | 8.49% | -1.10% | 0.55% | -1.08% | 0.32% | 4.91% | -0.92% | 23.85% |
| 2023 | 2.68% | 1.11% | 3.72% | 0.22% | 5.56% | 2.47% | 1.01% | 0.75% | -2.50% | -3.32% | 6.53% | 3.60% | 23.58% |
| 2022 | -8.47% | -1.82% | 6.12% | -2.71% | -4.11% | -3.88% | 10.09% | -3.38% | -4.23% | 4.96% | -1.48% | -5.44% | -14.81% |
| 2021 | 1.55% | -0.17% | 4.42% | 2.03% | -1.34% | 8.27% | 3.50% | 3.97% | -3.09% | 4.77% | 2.54% | 5.30% | 36.12% |
Benchmark Metrics
IT 50% + HEALTH 50% has an annualized alpha of 9.47%, beta of 0.50, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since April 04, 2016.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.08%) than losses (80.13%) - typical of diversified or defensive assets.
- Beta of 0.50 may look defensive, but with R2 of 0.32 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.32 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 9.47%
- Beta
- 0.50
- R²
- 0.32
- Upside Capture
- 96.08%
- Downside Capture
- 80.13%
Expense Ratio
IT 50% + HEALTH 50% has an expense ratio of 0.25%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
IT 50% + HEALTH 50% ranks 49 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for IT 50% + HEALTH 50% and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.33 | 1.90 | +0.43 |
| Sortino ratioReturn per unit of downside risk | 3.31 | 2.48 | +0.83 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.12 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.41 | 11.62 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 22 | 0.70 | 1.14 | 1.13 | 0.93 | 2.28 |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 70 | 2.38 | 3.10 | 1.38 | 3.12 | 8.24 |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IT 50% + HEALTH 50%. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the IT 50% + HEALTH 50% was 28.95%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.
The current IT 50% + HEALTH 50% drawdown is 0.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.95%Mar 2020 | 1mo 2d | 5mo 4d | 6mo 6dFeb 2020 - Aug 2020 |
2025 selloff2025 | -22.77%Apr 2025 | 1mo 18d | 6mo | 7mo 18dFeb 2025 - Oct 2025 |
Bear market2022 | -18.84%Jun 2022 | 5mo 14d | 1y 1mo | 1y 6moJan 2022 - Jul 2023 |
Rate-hike selloffLate 2018 | -15.99%Dec 2018 | 2mo 26d | 3mo 2d | 5mo 28dOct 2018 - Mar 2019 |
2026 pullback2026 | -9.06%Mar 2026 | 2mo 18d | 1mo 10d | 3mo 28dJan 2026 - May 2026 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.33 | 1.22 | 1.17 | 1.11 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
IT 50% + HEALTH 50% correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.58 |
Benchmark Correlations
Correlation vs. S&P 500 Index. XDWT.DE has the highest benchmark correlation at 0.57, while XDWH.DE has the lowest at 0.43.
Asset Correlations Table
Find what IT 50% + HEALTH 50% is missing
See which holdings overlap, where IT 50% + HEALTH 50% is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification