DXSE.DE vs. XDWD.DE
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DXSE.DE is a Health & Biotech Equities fund tracking the MSCI Europe Health Care ESG Screened 20-35, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DXSE.DE returned 6.10%/yr vs 12.83%/yr for XDWD.DE. A 0.60 correlation means they provide meaningful diversification when combined. DXSE.DE charges 0.17%/yr vs 0.19%/yr for XDWD.DE.
Performance
DXSE.DE vs. XDWD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSE.DE achieves a -1.95% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, DXSE.DE has underperformed XDWD.DE with an annualized return of 6.10%, while XDWD.DE has yielded a comparatively higher 12.83% annualized 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
DXSE.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between DXSE.DE and XDWD.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.60 |
Over the past year, the correlation between DXSE.DE and XDWD.DE has dropped to 0.32 - well below their long-term average of 0.60, 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
DXSE.DE vs. XDWD.DE — Risk / Return Rank
DXSE.DE
XDWD.DE
DXSE.DE vs. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.63 | -3.26 |
| Martin ratioReturn relative to average drawdown | 0.82 | 14.44 | -13.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DXSE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 2.14 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.90 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.84 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.78 | -0.34 |
Drawdowns
DXSE.DE vs. XDWD.DE - Drawdown Comparison
The maximum DXSE.DE drawdown since its inception was -34.30%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for DXSE.DE and XDWD.DE.
Loading charts...
Drawdown Indicators
| DXSE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.30% | -33.55% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -6.54% | -6.13% |
Max Drawdown (3Y)Largest decline over 3 years | -28.10% | -21.64% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -21.64% | -6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | -33.55% | +5.45% |
Current DrawdownCurrent decline from peak | -13.88% | -0.33% | -13.55% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -4.55% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 1.65% | +4.16% |
Volatility
DXSE.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a higher volatility of 5.82% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that DXSE.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXSE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 2.60% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 7.77% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 11.12% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 14.13% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 15.16% | +0.88% |
DXSE.DE vs. XDWD.DE - Expense Ratio Comparison
DXSE.DE has a 0.17% expense ratio, which is lower than XDWD.DE's 0.19% 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
DXSE.DE vs. XDWD.DE - Dividend Comparison
Neither DXSE.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSE.DE and XDWD.DE have a correlation of 0.32, 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 0.19% for XDWD.DE.
DXSE.DE is categorized as Health & Biotech Equities, while XDWD.DE is Global Equities. DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while XDWD.DE tracks MSCI World. Their fees differ too: 0.17% for DXSE.DE and 0.19% for XDWD.DE.
Find the right allocation for DXSE.DE and XDWD.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