D5BM.DE vs. XDWH.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, 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, D5BM.DE returned 15.17%/yr vs 7.61%/yr for XDWH.DE. A 0.71 correlation means they provide meaningful diversification when combined. D5BM.DE charges 0.15%/yr vs 0.25%/yr for XDWH.DE.
Performance
D5BM.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BM.DE achieves a 11.37% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, D5BM.DE has outperformed XDWH.DE with an annualized return of 15.17%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
D5BM.DE
- 1D
- -0.13%
- 1M
- 4.39%
- YTD
- 11.37%
- 6M
- 10.87%
- 1Y
- 25.59%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.17%
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%
D5BM.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 22.66% | -14.28% | 41.10% | 7.10% | 34.88% | -0.79% | 7.04% |
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 D5BM.DE and XDWH.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.71 |
Over the past year, the correlation between D5BM.DE and XDWH.DE has dropped to 0.32 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
D5BM.DE vs. XDWH.DE — Risk / Return Rank
D5BM.DE
XDWH.DE
D5BM.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.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.
| D5BM.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.13 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 0.93 | +2.66 |
| Martin ratioReturn relative to average drawdown | 12.76 | 2.28 | +10.48 |
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
| D5BM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 0.70 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.41 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.51 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.55 | +0.36 |
Drawdowns
D5BM.DE vs. XDWH.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, 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 D5BM.DE and XDWH.DE.
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Drawdown Indicators
| D5BM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -26.08% | -7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -10.32% | +3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -21.12% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -21.12% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -26.08% | -7.69% |
Current DrawdownCurrent decline from peak | -0.46% | -8.51% | +8.05% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.82% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.20% | -2.19% |
Volatility
D5BM.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that D5BM.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
| D5BM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 4.81% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 9.51% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 13.69% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 13.43% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 14.69% | +1.37% |
D5BM.DE vs. XDWH.DE - Expense Ratio Comparison
D5BM.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
D5BM.DE vs. XDWH.DE - Dividend Comparison
Neither D5BM.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and XDWH.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BM.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BM.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWH.DE.
D5BM.DE is categorized as S&P 500, while XDWH.DE is Health & Biotech Equities. D5BM.DE tracks S&P 500 Index, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.15% for D5BM.DE and 0.25% for XDWH.DE.
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