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DXSV.DE vs. XDWH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSV.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond Short Daily Swap UCITS ETF (Acc) (DXSV.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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, DXSV.DE achieves a 0.29% return, which is significantly lower than XDWH.DE's 6.77% return. Over the past 10 years, DXSV.DE has underperformed XDWH.DE with an annualized return of 0.98%, while XDWH.DE has yielded a comparatively higher 8.35% annualized return.


DXSV.DE

1D
-0.21%
1M
-1.01%
6M
-0.17%
YTD
0.29%
1Y
1.98%
3Y*
2.71%
5Y*
5.17%
10Y*
0.98%

XDWH.DE

1D
-0.04%
1M
12.02%
6M
7.05%
YTD
6.77%
1Y
22.07%
3Y*
6.34%
5Y*
5.87%
10Y*
8.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSV.DE vs. XDWH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSV.DE
Xtrackers II Eurozone Government Bond Short Daily Swap UCITS ETF (Acc)
0.29%3.10%5.51%-1.20%20.65%1.60%-6.15%-7.63%-2.54%-1.37%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
6.77%2.20%7.45%0.04%0.11%30.30%2.70%27.21%5.98%5.52%

Correlation

The correlation between DXSV.DE and XDWH.DE is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.17

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

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

-0.04

The correlation between DXSV.DE and XDWH.DE shifts across timeframes, from -0.21 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DXSV.DE vs. XDWH.DE — Risk / Return Rank

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

DXSV.DE
DXSV.DE Risk / Return Rank: 1919
Overall Rank
DXSV.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DXSV.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
DXSV.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DXSV.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
DXSV.DE Martin Ratio Rank: 2222
Martin Ratio Rank

XDWH.DE
XDWH.DE Risk / Return Rank: 5353
Overall Rank
XDWH.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 4242
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.

DXSV.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond Short Daily Swap UCITS ETF (Acc) (DXSV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DXSV.DEXDWH.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.09

1.28

-0.19

Calmar ratioReturn relative to maximum drawdown

1.04

2.24

-1.20

Martin ratioReturn relative to average drawdown

2.39

5.74

-3.35

DXSV.DE vs. XDWH.DE - Sharpe Ratio Comparison

The current DXSV.DE Sharpe Ratio is 0.48, which is lower than the XDWH.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DXSV.DE and XDWH.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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Drawdowns

DXSV.DE vs. XDWH.DE - Drawdown Comparison

The maximum DXSV.DE drawdown since its inception was -47.89%, which is greater than XDWH.DE's maximum drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for DXSV.DE and XDWH.DE.


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Drawdown Indicators


DXSV.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.89%

-40.65%

-7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.96%

-9.82%

+7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-7.10%

-21.11%

+14.01%

Max Drawdown (5Y)

Largest decline over 5 years

-8.63%

-21.11%

+12.48%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

-26.06%

+6.68%

Current Drawdown

Current decline from peak

-30.57%

-0.35%

-30.22%

Average Drawdown

Average peak-to-trough decline

-29.39%

-7.34%

-22.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

3.83%

-2.97%

Volatility

DXSV.DE vs. XDWH.DE - Volatility Comparison

The current volatility for Xtrackers II Eurozone Government Bond Short Daily Swap UCITS ETF (Acc) (DXSV.DE) is 1.28%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.52%. This indicates that DXSV.DE experiences smaller price fluctuations and is considered to be less risky 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


DXSV.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

4.52%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

10.23%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

14.17%

-9.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

13.51%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.65%

15.62%

-9.97%

DXSV.DE vs. XDWH.DE - Expense Ratio Comparison

DXSV.DE has a 0.15% 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

DXSV.DE vs. XDWH.DE - Dividend Comparison

Neither DXSV.DE nor XDWH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSV.DE and XDWH.DE have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSV.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSV.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWH.DE.

DXSV.DE is categorized as Inverse Bonds, while XDWH.DE is Health & Biotech Equities. DXSV.DE tracks Short iBoxx Euro Sovereigns Eurozone Total Return Index, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.15% for DXSV.DE and 0.25% for XDWH.DE.

Portfolio Optimizer

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