DXSG.DE vs. XDWH.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - DXSG.DE is a Communications Equities fund tracking the MSCI Europe Communication Services ESG Screened 20-35, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, DXSG.DE returned 1.87%/yr vs 7.61%/yr for XDWH.DE. At a 0.43 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.25%/yr for XDWH.DE.
Performance
DXSG.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, DXSG.DE has underperformed XDWH.DE with an annualized return of 1.87%, while XDWH.DE has yielded a comparatively higher 7.61% annualized return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.12%
- YTD
- 5.28%
- 6M
- 6.42%
- 1Y
- -9.16%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
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%
DXSG.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
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 DXSG.DE and XDWH.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.43 |
Over the past year, the correlation between DXSG.DE and XDWH.DE has dropped to 0.23 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
DXSG.DE vs. XDWH.DE — Risk / Return Rank
DXSG.DE
XDWH.DE
DXSG.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.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.
| DXSG.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.13 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 0.93 | -1.41 |
| Martin ratioReturn relative to average drawdown | -0.91 | 2.28 | -3.19 |
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
| DXSG.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 0.70 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.41 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.51 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.55 | -0.38 |
Drawdowns
DXSG.DE vs. XDWH.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, 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 DXSG.DE and XDWH.DE.
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Drawdown Indicators
| DXSG.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -26.08% | -21.30% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -10.32% | -6.66% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -21.12% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -21.12% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | -26.08% | -11.25% |
Current DrawdownCurrent decline from peak | -9.16% | -8.51% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -4.82% | -15.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 4.20% | +4.69% |
Volatility
DXSG.DE vs. XDWH.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) has a higher volatility of 5.43% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that DXSG.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
| DXSG.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.81% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 9.51% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 13.69% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 13.43% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 14.69% | +1.19% |
DXSG.DE vs. XDWH.DE - Expense Ratio Comparison
DXSG.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
DXSG.DE vs. XDWH.DE - Dividend Comparison
Neither DXSG.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and XDWH.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWH.DE.
DXSG.DE is categorized as Communications Equities, while XDWH.DE is Health & Biotech Equities. DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.17% for DXSG.DE and 0.25% for XDWH.DE.
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