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Xtrackers MSCI World Health Care UCITS ETF 1C (XDW...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BM67HK77

WKN

A113FD

Issuer

Xtrackers

Inception Date

Mar 4, 2016

Leveraged

1x

Index Tracked

MSCI World/Health Care NR USD

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
XDWH.L vs. IUHC.L XDWH.L vs. XDWS.L XDWH.L vs. IXJ XDWH.L vs. SPY XDWH.L vs. XLV XDWH.L vs. XDWT.L XDWH.L vs. SMH XDWH.L vs. VHT XDWH.L vs. IUIT.L XDWH.L vs. VOO
Popular comparisons:
XDWH.L vs. IUHC.L XDWH.L vs. XDWS.L XDWH.L vs. IXJ XDWH.L vs. SPY XDWH.L vs. XLV XDWH.L vs. XDWT.L XDWH.L vs. SMH XDWH.L vs. VHT XDWH.L vs. IUIT.L XDWH.L vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers MSCI World Health Care UCITS ETF 1C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.13%
10.59%
XDWH.L (Xtrackers MSCI World Health Care UCITS ETF 1C)
Benchmark (^GSPC)

Returns By Period

Xtrackers MSCI World Health Care UCITS ETF 1C had a return of 3.68% year-to-date (YTD) and 10.94% in the last 12 months.


XDWH.L

YTD

3.68%

1M

-8.29%

6M

-3.09%

1Y

10.94%

5Y (annualized)

7.96%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of XDWH.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.85%1.92%2.53%-4.25%2.16%2.78%3.39%4.44%-2.67%-4.25%3.68%
2023-1.51%-3.23%2.70%3.66%-4.53%3.69%1.36%-0.06%-3.42%-4.95%5.87%4.98%3.81%
2022-8.34%-0.15%6.21%-4.89%-0.47%-3.35%3.19%-5.23%-2.76%6.40%3.89%0.80%-5.76%
20211.85%-2.88%2.54%3.69%2.56%2.41%3.88%2.68%-4.29%2.49%-2.66%7.55%21.00%
2020-1.20%-8.13%-2.15%11.62%2.65%-0.86%4.87%1.35%-0.74%-4.90%8.41%2.88%12.88%
20195.15%2.36%0.18%-2.41%-2.16%6.28%0.01%-1.13%0.15%4.83%4.98%3.11%22.95%
20185.05%-3.82%-2.79%1.70%-0.21%1.62%5.64%2.64%2.58%-6.97%4.94%-7.65%1.57%
20171.11%6.67%0.33%1.56%2.29%2.72%0.29%0.27%1.35%-0.89%1.92%1.08%20.16%
20164.10%1.84%0.32%4.96%-3.98%-0.17%-6.73%0.25%1.48%1.52%

Expense Ratio

XDWH.L has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for XDWH.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XDWH.L is 22, indicating that it is in the bottom 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of XDWH.L is 2222
Combined Rank
The Sharpe Ratio Rank of XDWH.L is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of XDWH.L is 1414
Sortino Ratio Rank
The Omega Ratio Rank of XDWH.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of XDWH.L is 2323
Calmar Ratio Rank
The Martin Ratio Rank of XDWH.L is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XDWH.L, currently valued at 0.30, compared to the broader market0.002.004.000.302.51
The chart of Sortino ratio for XDWH.L, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.743.37
The chart of Omega ratio for XDWH.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.47
The chart of Calmar ratio for XDWH.L, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.483.63
The chart of Martin ratio for XDWH.L, currently valued at 2.94, compared to the broader market0.0020.0040.0060.0080.00100.002.9416.15
XDWH.L
^GSPC

The current Xtrackers MSCI World Health Care UCITS ETF 1C Sharpe ratio is 0.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI World Health Care UCITS ETF 1C with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.30
2.48
XDWH.L (Xtrackers MSCI World Health Care UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI World Health Care UCITS ETF 1C doesn't pay dividends

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.53%
-2.18%
XDWH.L (Xtrackers MSCI World Health Care UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI World Health Care UCITS ETF 1C. 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 Xtrackers MSCI World Health Care UCITS ETF 1C was 26.24%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current Xtrackers MSCI World Health Care UCITS ETF 1C drawdown is 11.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.24%Feb 13, 202028Mar 23, 202050Jun 5, 202078
-22.53%Jan 10, 20247Jan 18, 20249Jan 31, 202416
-17.21%Apr 11, 2022115Sep 27, 2022328Jan 9, 2024443
-13.86%Oct 2, 201860Dec 24, 2018130Jul 3, 2019190
-13.29%Aug 2, 201691Dec 7, 2016100May 4, 2017191

Volatility

Volatility Chart

The current Xtrackers MSCI World Health Care UCITS ETF 1C volatility is 3.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.43%
4.06%
XDWH.L (Xtrackers MSCI World Health Care UCITS ETF 1C)
Benchmark (^GSPC)