D5BG.DE vs. XDWH.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - D5BG.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, D5BG.DE returned 0.93%/yr vs 7.61%/yr for XDWH.DE. At a 0.20 correlation, their price movements are largely independent. D5BG.DE charges 0.12%/yr vs 0.25%/yr for XDWH.DE.
Performance
D5BG.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BG.DE achieves a 0.58% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, D5BG.DE has underperformed XDWH.DE with an annualized return of 0.93%, while XDWH.DE has yielded a comparatively higher 7.61% annualized return.
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.42%
- YTD
- -1.98%
- 6M
- -1.51%
- 1Y
- 9.79%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
D5BG.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -1.42% | 1.73% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | -1.98% | 2.21% | 7.44% | 0.04% | -0.07% | 30.55% | 2.69% | 27.24% | 5.96% | 5.52% |
Correlation
The correlation between D5BG.DE and XDWH.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.20 |
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Return for Risk
D5BG.DE vs. XDWH.DE — Risk / Return Rank
D5BG.DE
XDWH.DE
D5BG.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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.
| D5BG.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.93 | -0.19 |
| Martin ratioReturn relative to average drawdown | 2.53 | 2.28 | +0.25 |
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
| D5BG.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.70 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.41 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.51 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Drawdowns
D5BG.DE vs. XDWH.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and XDWH.DE.
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Drawdown Indicators
| D5BG.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -26.08% | +8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -10.32% | +7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -21.12% | +18.44% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -21.12% | +3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | -26.08% | +8.86% |
Current DrawdownCurrent decline from peak | -0.97% | -8.51% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -4.82% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 4.20% | -3.42% |
Volatility
D5BG.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 1.16%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that D5BG.DE experiences smaller price fluctuations and is considered to be less risky than XDWH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 4.81% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 9.51% | -6.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 13.69% | -10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 13.43% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 14.69% | -10.05% |
D5BG.DE vs. XDWH.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% expense ratio, which is lower than XDWH.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
D5BG.DE vs. XDWH.DE - Dividend Comparison
Neither D5BG.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BG.DE and XDWH.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWH.DE.
D5BG.DE is categorized as European Corporate Bonds, while XDWH.DE is Health & Biotech Equities. D5BG.DE tracks Bloomberg Euro Corporate Bond, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.12% for D5BG.DE and 0.25% for XDWH.DE.
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