PortfoliosLab logoPortfoliosLab logo
DX2S.DE vs. XDWH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2S.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DX2S.DE achieves a 8.70% return, which is significantly higher than XDWH.DE's -1.98% return. Both investments have delivered pretty close results over the past 10 years, with DX2S.DE having a 7.90% annualized return and XDWH.DE not far behind at 7.61%.


DX2S.DE

1D
-0.78%
1M
-2.13%
YTD
8.70%
6M
10.35%
1Y
12.57%
3Y*
9.46%
5Y*
6.26%
10Y*
7.90%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2S.DE vs. XDWH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D
8.70%4.55%8.00%7.90%-3.18%19.42%0.73%25.78%-8.43%5.76%
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 DX2S.DE and XDWH.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2016

0.51

Over the past year, the correlation between DX2S.DE and XDWH.DE has dropped to 0.30 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

DX2S.DE vs. XDWH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DX2S.DE
DX2S.DE Risk / Return Rank: 2828
Overall Rank
DX2S.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DX2S.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
DX2S.DE Omega Ratio Rank: 2626
Omega Ratio Rank
DX2S.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
DX2S.DE Martin Ratio Rank: 3131
Martin Ratio Rank

XDWH.DE
XDWH.DE Risk / Return Rank: 2121
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DX2S.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.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.


DX2S.DEXDWH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.53

0.93

+0.60

Martin ratioReturn relative to average drawdown

4.54

2.28

+2.25

DX2S.DE vs. XDWH.DE - Sharpe Ratio Comparison

The current DX2S.DE Sharpe Ratio is 0.94, which is higher than the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DX2S.DE and XDWH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DX2S.DEXDWH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.70

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.41

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.55

-0.28

Drawdowns

DX2S.DE vs. XDWH.DE - Drawdown Comparison

The maximum DX2S.DE drawdown since its inception was -55.30%, 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 DX2S.DE and XDWH.DE.


Loading charts...

Drawdown Indicators


DX2S.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-26.08%

-29.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

-10.32%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-21.12%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-21.12%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-26.08%

-17.57%

Current Drawdown

Current decline from peak

-2.77%

-8.51%

+5.74%

Average Drawdown

Average peak-to-trough decline

-9.14%

-4.82%

-4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

4.20%

-1.36%

Volatility

DX2S.DE vs. XDWH.DE - Volatility Comparison

The current volatility for Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) is 4.24%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that DX2S.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.


Loading charts...

Volatility by Period


DX2S.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.81%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

9.51%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

13.69%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

13.43%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

14.69%

+4.57%

DX2S.DE vs. XDWH.DE - Expense Ratio Comparison

DX2S.DE has a 0.50% expense ratio, which is higher than XDWH.DE's 0.25% expense ratio.


Dividends

DX2S.DE vs. XDWH.DE - Dividend Comparison

DX2S.DE's dividend yield for the trailing twelve months is around 2.52%, while XDWH.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D
2.52%2.75%3.13%3.81%5.44%2.05%5.01%3.62%3.60%3.63%4.04%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DX2S.DE and XDWH.DE have a correlation of 0.30, 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 0.50% for DX2S.DE.

DX2S.DE is categorized as Asia Pacific Equities, while XDWH.DE is Health & Biotech Equities. DX2S.DE tracks S&P/ASX 200, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.50% for DX2S.DE and 0.25% for XDWH.DE.

Portfolio Optimizer

Find the right allocation for DX2S.DE and XDWH.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer