D5BK.DE vs. XDWH.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, 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, D5BK.DE returned -0.15%/yr vs 7.61%/yr for XDWH.DE. At a 0.33 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.25%/yr for XDWH.DE.
Performance
D5BK.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BK.DE achieves a -0.60% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, D5BK.DE has underperformed XDWH.DE with an annualized return of -0.15%, while XDWH.DE has yielded a comparatively higher 7.61% annualized return.
D5BK.DE
- 1D
- 0.72%
- 1M
- -2.59%
- YTD
- -0.60%
- 6M
- 0.51%
- 1Y
- -2.67%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
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%
D5BK.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 12.62% |
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 D5BK.DE and XDWH.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.33 |
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Return for Risk
D5BK.DE vs. XDWH.DE — Risk / Return Rank
D5BK.DE
XDWH.DE
D5BK.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.
| D5BK.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.93 | -1.10 |
| Martin ratioReturn relative to average drawdown | -0.45 | 2.28 | -2.74 |
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
| D5BK.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.70 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.41 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.51 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.55 | -0.28 |
Drawdowns
D5BK.DE vs. XDWH.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than XDWH.DE's maximum drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and XDWH.DE.
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Drawdown Indicators
| D5BK.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -26.08% | -20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -10.32% | -5.29% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -21.12% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | -21.12% | -25.29% |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | -26.08% | -20.33% |
Current DrawdownCurrent decline from peak | -28.23% | -8.51% | -19.72% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -4.82% | -9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 4.20% | +1.85% |
Volatility
D5BK.DE vs. XDWH.DE - Volatility Comparison
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) have volatilities of 4.80% and 4.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BK.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.81% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 9.51% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 13.69% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 13.43% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 14.69% | +5.26% |
D5BK.DE vs. XDWH.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than XDWH.DE's 0.25% expense ratio.
Dividends
D5BK.DE vs. XDWH.DE - Dividend Comparison
Neither D5BK.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and XDWH.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWH.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWH.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for D5BK.DE.
D5BK.DE is categorized as REIT, while XDWH.DE is Health & Biotech Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.33% for D5BK.DE and 0.25% for XDWH.DE.
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