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DXSC.DE vs. XDWH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSC.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE). The values are adjusted to include any dividend payments, if applicable.

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

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


2026 (YTD)202520242023202220212020201920182017
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

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

DXSC.DE
DXSC.DE Risk / Return Rank: 1717
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1818
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.

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.DEXDWH.DEDifference
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

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

The current DXSC.DE Sharpe Ratio is 0.49, which is comparable to the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DXSC.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.


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Sharpe Ratios by Period


DXSC.DEXDWH.DEDifference

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.DEXDWH.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.80%

-8.51%

+6.71%

Average Drawdown

Average peak-to-trough decline

-30.18%

-4.82%

-25.36%

Ulcer Index

Depth 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.DEXDWH.DEDifference

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.


Tickers have no history of dividend payments

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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