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DXSE.DE vs. W311.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSE.DE vs. W311.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.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, DXSE.DE achieves a -1.95% return, which is significantly higher than W311.DE's -3.63% return.


DXSE.DE

1D
2.90%
1M
1.98%
YTD
-1.95%
6M
-0.40%
1Y
4.80%
3Y*
2.51%
5Y*
5.38%
10Y*
6.10%

W311.DE

1D
3.38%
1M
1.65%
YTD
-3.63%
6M
-6.55%
1Y
11.17%
3Y*
-2.49%
5Y*
-5.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSE.DE vs. W311.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%19.27%
W311.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
-3.63%7.18%-4.84%-0.30%-25.93%1.52%14.63%15.38%

Correlation

The correlation between DXSE.DE and W311.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.42

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

0.45

Correlation (All Time)
Calculated using the full available price history since May 3, 2019

0.51

The correlation between DXSE.DE and W311.DE has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

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Return for Risk

DXSE.DE vs. W311.DE — Risk / Return Rank

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

DXSE.DE
DXSE.DE Risk / Return Rank: 1313
Overall Rank
DXSE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DXSE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DXSE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DXSE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DXSE.DE Martin Ratio Rank: 1313
Martin Ratio Rank

W311.DE
W311.DE Risk / Return Rank: 1818
Overall Rank
W311.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
W311.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
W311.DE Omega Ratio Rank: 1818
Omega Ratio Rank
W311.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
W311.DE Martin Ratio Rank: 1717
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.

DXSE.DE vs. W311.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 HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.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.DEW311.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.06

1.11

-0.05

Calmar ratioReturn relative to maximum drawdown

0.38

0.69

-0.31

Martin ratioReturn relative to average drawdown

0.82

1.61

-0.79

DXSE.DE vs. W311.DE - Sharpe Ratio Comparison

The current DXSE.DE Sharpe Ratio is 0.27, which is lower than the W311.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of DXSE.DE and W311.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


DXSE.DEW311.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.59

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.26

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.02

+0.46

Drawdowns

DXSE.DE vs. W311.DE - Drawdown Comparison

The maximum DXSE.DE drawdown since its inception was -34.30%, smaller than the maximum W311.DE drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for DXSE.DE and W311.DE.


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Drawdown Indicators


DXSE.DEW311.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.30%

-48.92%

+14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-16.09%

+3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-28.10%

-28.36%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.10%

-48.92%

+20.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.10%

Current Drawdown

Current decline from peak

-13.88%

-35.40%

+21.52%

Average Drawdown

Average peak-to-trough decline

-8.34%

-23.20%

+14.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

6.93%

-1.12%

Volatility

DXSE.DE vs. W311.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) is 5.82%, while HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE) has a volatility of 6.31%. This indicates that DXSE.DE experiences smaller price fluctuations and is considered to be less risky than W311.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSE.DEW311.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

6.31%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

13.92%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

18.96%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

22.38%

-5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

22.73%

-6.69%

DXSE.DE vs. W311.DE - Expense Ratio Comparison

DXSE.DE has a 0.17% expense ratio, which is lower than W311.DE's 0.59% expense ratio.


Dividends

DXSE.DE vs. W311.DE - Dividend Comparison

Neither DXSE.DE nor W311.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSE.DE and W311.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.59% for W311.DE.

DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while W311.DE tracks Indxx Global NextGen Healthcare. They also come from different issuers: Xtrackers and HANetf. Their fees differ too: 0.17% for DXSE.DE and 0.59% for W311.DE.

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