EHLT.DE vs. DXSE.DE
EHLT.DE (Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist) and DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) are both Health & Biotech Equities funds - EHLT.DE tracks the STOXX® Europe 600 Health Care while DXSE.DE tracks the MSCI Europe Health Care ESG Screened 20-35. Both are passively managed. Over the past 10 years, EHLT.DE returned 5.72%/yr vs 6.10%/yr for DXSE.DE. Their correlation of 0.88 suggests significant overlap in exposure. EHLT.DE charges 0.30%/yr vs 0.17%/yr for DXSE.DE.
Performance
EHLT.DE vs. DXSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHLT.DE achieves a -2.49% return, which is significantly lower than DXSE.DE's -1.95% return. Over the past 10 years, EHLT.DE has underperformed DXSE.DE with an annualized return of 5.72%, while DXSE.DE has yielded a comparatively higher 6.10% annualized return.
EHLT.DE
- 1D
- 3.08%
- 1M
- 1.35%
- YTD
- -2.49%
- 6M
- -0.83%
- 1Y
- 5.03%
- 3Y*
- 1.80%
- 5Y*
- 4.71%
- 10Y*
- 5.72%
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%
EHLT.DE vs. DXSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHLT.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist | -2.49% | 7.09% | 4.20% | 4.76% | -4.33% | 24.01% | -2.02% | 32.89% | -1.18% | 4.24% |
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% |
Correlation
The correlation between EHLT.DE and DXSE.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2008 | 0.88 |
The correlation between EHLT.DE and DXSE.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
EHLT.DE vs. DXSE.DE — Risk / Return Rank
EHLT.DE
DXSE.DE
EHLT.DE vs. DXSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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.
| EHLT.DE | DXSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.06 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.38 | +0.03 |
| Martin ratioReturn relative to average drawdown | 0.89 | 0.82 | +0.07 |
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
| EHLT.DE | DXSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.27 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.32 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.38 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.45 | +0.11 |
Drawdowns
EHLT.DE vs. DXSE.DE - Drawdown Comparison
The maximum EHLT.DE drawdown since its inception was -26.14%, smaller than the maximum DXSE.DE drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for EHLT.DE and DXSE.DE.
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Drawdown Indicators
| EHLT.DE | DXSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.14% | -34.30% | +8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.46% | -12.67% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -26.14% | -28.10% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -26.14% | -28.10% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -26.14% | -28.10% | +1.96% |
Current DrawdownCurrent decline from peak | -11.58% | -13.88% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -8.34% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 5.81% | -0.19% |
Volatility
EHLT.DE vs. DXSE.DE - Volatility Comparison
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) have volatilities of 5.56% and 5.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHLT.DE | DXSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 5.82% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 11.95% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 17.63% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 16.48% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 16.04% | +0.15% |
EHLT.DE vs. DXSE.DE - Expense Ratio Comparison
EHLT.DE has a 0.30% expense ratio, which is higher than DXSE.DE's 0.17% expense ratio.
Dividends
EHLT.DE vs. DXSE.DE - Dividend Comparison
EHLT.DE's dividend yield for the trailing twelve months is around 1.33%, while DXSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DXSE.DE Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EHLT.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist | 1.33% | 1.30% | 1.78% | 0.00% | 2.28% | 1.89% | 2.32% | 1.88% | 2.32% | 0.49% |
Frequently Asked Questions
With a correlation of 0.93, EHLT.DE and DXSE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.30% for EHLT.DE.
EHLT.DE tracks STOXX® Europe 600 Health Care, while DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for EHLT.DE and 0.17% for DXSE.DE.
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