DXSE.DE vs. EHLT.DE
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) and EHLT.DE (Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist) are both Health & Biotech Equities funds - DXSE.DE tracks the MSCI Europe Health Care ESG Screened 20-35 while EHLT.DE tracks the STOXX® Europe 600 Health Care. Both are passively managed. Over the past 10 years, DXSE.DE returned 6.10%/yr vs 5.72%/yr for EHLT.DE. Their correlation of 0.88 suggests significant overlap in exposure. DXSE.DE charges 0.17%/yr vs 0.30%/yr for EHLT.DE.
Performance
DXSE.DE vs. EHLT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSE.DE achieves a -1.95% return, which is significantly higher than EHLT.DE's -2.49% return. Over the past 10 years, DXSE.DE has outperformed EHLT.DE with an annualized return of 6.10%, while EHLT.DE has yielded a comparatively lower 5.72% annualized return.
DXSE.DE
- 1D
- 2.90%
- 1M
- 0.52%
- YTD
- -1.95%
- 6M
- -0.32%
- 1Y
- 5.13%
- 3Y*
- 2.51%
- 5Y*
- 5.38%
- 10Y*
- 6.10%
EHLT.DE
- 1D
- 3.08%
- 1M
- 0.18%
- YTD
- -2.49%
- 6M
- -0.99%
- 1Y
- 4.67%
- 3Y*
- 1.80%
- 5Y*
- 4.71%
- 10Y*
- 5.72%
DXSE.DE vs. EHLT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSE.DE Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | -1.95% | 4.97% | 4.52% | 9.56% | -5.75% | 25.75% | -1.94% | 32.90% | -1.01% | 4.42% |
EHLT.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist | -2.49% | 7.09% | 4.20% | 4.76% | -4.33% | 24.01% | -2.02% | 32.89% | -1.18% | 4.24% |
Correlation
The correlation between DXSE.DE and EHLT.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2008 | 0.88 |
The correlation between DXSE.DE and EHLT.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
DXSE.DE vs. EHLT.DE — Risk / Return Rank
DXSE.DE
EHLT.DE
DXSE.DE vs. EHLT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.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.
| DXSE.DE | EHLT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.07 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.40 | -0.03 |
| Martin ratioReturn relative to average drawdown | 0.82 | 0.89 | -0.07 |
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
| DXSE.DE | EHLT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.30 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.30 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.37 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.56 | -0.11 |
Drawdowns
DXSE.DE vs. EHLT.DE - Drawdown Comparison
The maximum DXSE.DE drawdown since its inception was -34.30%, which is greater than EHLT.DE's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for DXSE.DE and EHLT.DE.
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Drawdown Indicators
| DXSE.DE | EHLT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.30% | -26.14% | -8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -12.46% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -28.10% | -26.14% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -26.14% | -1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | -26.14% | -1.96% |
Current DrawdownCurrent decline from peak | -13.88% | -11.58% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -6.90% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 5.62% | +0.19% |
Volatility
DXSE.DE vs. EHLT.DE - Volatility Comparison
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) have volatilities of 5.82% and 5.56%, 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
| DXSE.DE | EHLT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.56% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 11.62% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 16.76% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 16.55% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 16.19% | -0.15% |
DXSE.DE vs. EHLT.DE - Expense Ratio Comparison
DXSE.DE has a 0.17% expense ratio, which is lower than EHLT.DE's 0.30% expense ratio.
Dividends
DXSE.DE vs. EHLT.DE - Dividend Comparison
DXSE.DE has not paid dividends to shareholders, while EHLT.DE's dividend yield for the trailing twelve months is around 1.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DXSE.DE Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EHLT.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist | 1.33% | 1.30% | 1.78% | 0.00% | 2.28% | 1.89% | 2.32% | 1.88% | 2.32% | 0.49% |
Frequently Asked Questions
With a correlation of 0.93, DXSE.DE and EHLT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, DXSE.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSE.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for EHLT.DE.
DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while EHLT.DE tracks STOXX® Europe 600 Health Care. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for DXSE.DE and 0.30% for EHLT.DE.
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