DXSE.DE vs. XDWH.DE
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both Health & Biotech Equities funds from Xtrackers - DXSE.DE tracks the MSCI Europe Health Care ESG Screened 20-35 while XDWH.DE tracks the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, DXSE.DE returned 6.10%/yr vs 7.61%/yr for XDWH.DE. A 0.75 correlation means they provide meaningful diversification when combined. DXSE.DE charges 0.17%/yr vs 0.25%/yr for XDWH.DE.
Performance
DXSE.DE vs. XDWH.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with DXSE.DE having a -1.95% return and XDWH.DE slightly lower at -1.98%. Over the past 10 years, DXSE.DE has underperformed XDWH.DE with an annualized return of 6.10%, while XDWH.DE has yielded a comparatively higher 7.61% 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%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.42%
- YTD
- -1.98%
- 6M
- -1.51%
- 1Y
- 9.79%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
DXSE.DE vs. XDWH.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% |
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 DXSE.DE and XDWH.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.75 |
The correlation between DXSE.DE and XDWH.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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. XDWH.DE — Risk / Return Rank
DXSE.DE
XDWH.DE
DXSE.DE vs. XDWH.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 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.
| DXSE.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.13 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.93 | -0.55 |
| Martin ratioReturn relative to average drawdown | 0.82 | 2.28 | -1.46 |
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 | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.70 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.41 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.51 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.55 | -0.10 |
Drawdowns
DXSE.DE vs. XDWH.DE - Drawdown Comparison
The maximum DXSE.DE drawdown since its inception was -34.30%, 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 DXSE.DE and XDWH.DE.
Loading charts...
Drawdown Indicators
| DXSE.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.30% | -26.08% | -8.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -10.32% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -28.10% | -21.12% | -6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -21.12% | -6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | -26.08% | -2.02% |
Current DrawdownCurrent decline from peak | -13.88% | -8.51% | -5.37% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -4.82% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 4.20% | +1.61% |
Volatility
DXSE.DE vs. XDWH.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 Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that DXSE.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.
Loading charts...
Volatility by Period
| DXSE.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 4.81% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 9.51% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 13.69% | +3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 13.43% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 14.69% | +1.35% |
DXSE.DE vs. XDWH.DE - Expense Ratio Comparison
DXSE.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
DXSE.DE vs. XDWH.DE - Dividend Comparison
Neither DXSE.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSE.DE and XDWH.DE have a correlation of 0.73, 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 0.25% for XDWH.DE.
DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.17% for DXSE.DE and 0.25% for XDWH.DE.
Find the right allocation for DXSE.DE and XDWH.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