D5BL.DE vs. XDWH.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, 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, D5BL.DE returned 10.77%/yr vs 7.61%/yr for XDWH.DE. At a 0.49 correlation, their price movements are largely independent. D5BL.DE charges 0.15%/yr vs 0.25%/yr for XDWH.DE.
Performance
D5BL.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, D5BL.DE has outperformed XDWH.DE with an annualized return of 10.77%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
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%
D5BL.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
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 D5BL.DE and XDWH.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.49 |
The correlation between D5BL.DE and XDWH.DE shifts across timeframes, from 0.34 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BL.DE vs. XDWH.DE — Risk / Return Rank
D5BL.DE
XDWH.DE
D5BL.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| D5BL.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.13 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 0.93 | +2.36 |
| Martin ratioReturn relative to average drawdown | 12.52 | 2.28 | +10.23 |
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
| D5BL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.70 | +1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.41 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.51 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Drawdowns
D5BL.DE vs. XDWH.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, 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 D5BL.DE and XDWH.DE.
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Drawdown Indicators
| D5BL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -26.08% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -10.32% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -21.12% | +3.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -21.12% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -26.08% | -14.32% |
Current DrawdownCurrent decline from peak | -1.22% | -8.51% | +7.29% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -4.82% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.20% | -1.57% |
Volatility
D5BL.DE vs. XDWH.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) have volatilities of 4.83% 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
| D5BL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.81% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 9.51% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 13.69% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 13.43% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 14.69% | +3.07% |
D5BL.DE vs. XDWH.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% 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
D5BL.DE vs. XDWH.DE - Dividend Comparison
Neither D5BL.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and XDWH.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWH.DE.
D5BL.DE is categorized as Europe Equities, while XDWH.DE is Health & Biotech Equities. D5BL.DE tracks MSCI Europe Enhanced Value, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.15% for D5BL.DE and 0.25% for XDWH.DE.
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