DXSC.DE vs. XDWH.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - DXSC.DE is a Industrials Equities fund tracking the MSCI Europe Materials ESG Screened 20-35, 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, DXSC.DE returned 12.15%/yr vs 7.61%/yr for XDWH.DE. At a 0.36 correlation, their price movements are largely independent. DXSC.DE charges 0.17%/yr vs 0.25%/yr for XDWH.DE.
Performance
DXSC.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 8.73% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, DXSC.DE has outperformed XDWH.DE with an annualized return of 12.15%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.94%
- YTD
- -1.98%
- 6M
- -1.54%
- 1Y
- 9.60%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
DXSC.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
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 DXSC.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 | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.36 |
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Return for Risk
DXSC.DE vs. XDWH.DE — Risk / Return Rank
DXSC.DE
XDWH.DE
DXSC.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| DXSC.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.13 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.93 | -0.35 |
| Martin ratioReturn relative to average drawdown | 1.79 | 2.28 | -0.49 |
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
| DXSC.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.70 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.41 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.51 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.55 | -0.48 |
Drawdowns
DXSC.DE vs. XDWH.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, 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 DXSC.DE and XDWH.DE.
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Drawdown Indicators
| DXSC.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -26.08% | -47.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -10.32% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -21.12% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -21.12% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -26.08% | -18.88% |
Current DrawdownCurrent decline from peak | -1.80% | -8.51% | +6.71% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -4.82% | -25.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 4.20% | +0.41% |
Volatility
DXSC.DE vs. XDWH.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a higher volatility of 6.43% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that DXSC.DE's price experiences larger fluctuations and is considered to be riskier 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
| DXSC.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.81% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 9.51% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 13.69% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 13.43% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 14.69% | +9.09% |
DXSC.DE vs. XDWH.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% 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
DXSC.DE vs. XDWH.DE - Dividend Comparison
Neither DXSC.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.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, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWH.DE.
DXSC.DE is categorized as Industrials Equities, while XDWH.DE is Health & Biotech Equities. DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.17% for DXSC.DE and 0.25% for XDWH.DE.
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