DXSL.DE vs. XDWH.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - DXSL.DE is a Industrials Equities fund tracking the MSCI Europe Industrials 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, DXSL.DE returned 11.00%/yr vs 7.61%/yr for XDWH.DE. At a 0.50 correlation, their price movements are largely independent. DXSL.DE charges 0.17%/yr vs 0.25%/yr for XDWH.DE.
Performance
DXSL.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSL.DE achieves a 8.84% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, DXSL.DE has outperformed XDWH.DE with an annualized return of 11.00%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
DXSL.DE
- 1D
- 0.45%
- 1M
- -0.31%
- YTD
- 8.84%
- 6M
- 10.88%
- 1Y
- 14.61%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.94%
- YTD
- -1.98%
- 6M
- -1.54%
- 1Y
- 9.60%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
DXSL.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
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 DXSL.DE and XDWH.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.50 |
The correlation between DXSL.DE and XDWH.DE shifts across timeframes, from 0.31 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSL.DE vs. XDWH.DE — Risk / Return Rank
DXSL.DE
XDWH.DE
DXSL.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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.
| DXSL.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.93 | +0.18 |
| Martin ratioReturn relative to average drawdown | 3.89 | 2.28 | +1.61 |
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
| DXSL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.70 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.41 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.51 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.55 | -0.17 |
Drawdowns
DXSL.DE vs. XDWH.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, 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 DXSL.DE and XDWH.DE.
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Drawdown Indicators
| DXSL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -26.08% | -32.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -10.32% | -2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -21.12% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -21.12% | -9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -26.08% | -15.84% |
Current DrawdownCurrent decline from peak | -3.07% | -8.51% | +5.44% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -4.82% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 4.20% | -0.45% |
Volatility
DXSL.DE vs. XDWH.DE - Volatility Comparison
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 6.00% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that DXSL.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
| DXSL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 4.81% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 9.51% | +6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 13.69% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 13.43% | +5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 14.69% | +4.95% |
DXSL.DE vs. XDWH.DE - Expense Ratio Comparison
DXSL.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
DXSL.DE vs. XDWH.DE - Dividend Comparison
Neither DXSL.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSL.DE and XDWH.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWH.DE.
DXSL.DE is categorized as Industrials Equities, while XDWH.DE is Health & Biotech Equities. DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.17% for DXSL.DE and 0.25% for XDWH.DE.
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