EHLT.DE vs. XDWH.DE
EHLT.DE (Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both Health & Biotech Equities funds - EHLT.DE tracks the STOXX® Europe 600 Health Care while XDWH.DE tracks the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, EHLT.DE returned 5.72%/yr vs 7.61%/yr for XDWH.DE. A 0.73 correlation means they provide meaningful diversification when combined. EHLT.DE charges 0.30%/yr vs 0.25%/yr for XDWH.DE.
Performance
EHLT.DE vs. XDWH.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 XDWH.DE's -1.98% return. Over the past 10 years, EHLT.DE has underperformed XDWH.DE with an annualized return of 5.72%, while XDWH.DE has yielded a comparatively higher 7.61% annualized return.
EHLT.DE
- 1D
- 3.08%
- 1M
- 0.18%
- YTD
- -2.49%
- 6M
- -0.99%
- 1Y
- 4.67%
- 3Y*
- 1.80%
- 5Y*
- 4.71%
- 10Y*
- 5.72%
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%
EHLT.DE vs. XDWH.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% |
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 EHLT.DE and XDWH.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.73 |
The correlation between EHLT.DE and XDWH.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
EHLT.DE vs. XDWH.DE — Risk / Return Rank
EHLT.DE
XDWH.DE
EHLT.DE vs. XDWH.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 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.
| EHLT.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.13 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.93 | -0.52 |
| Martin ratioReturn relative to average drawdown | 0.89 | 2.28 | -1.39 |
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 | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.70 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.41 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.51 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.55 | +0.01 |
Drawdowns
EHLT.DE vs. XDWH.DE - Drawdown Comparison
The maximum EHLT.DE drawdown since its inception was -26.14%, roughly equal to the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for EHLT.DE and XDWH.DE.
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Drawdown Indicators
| EHLT.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.14% | -26.08% | -0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.46% | -10.32% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -26.14% | -21.12% | -5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -26.14% | -21.12% | -5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -26.14% | -26.08% | -0.06% |
Current DrawdownCurrent decline from peak | -11.58% | -8.51% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -4.82% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 4.20% | +1.42% |
Volatility
EHLT.DE vs. XDWH.DE - Volatility Comparison
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) has a higher volatility of 5.56% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that EHLT.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
| EHLT.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 4.81% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 9.51% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 13.69% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 13.43% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 14.69% | +1.50% |
EHLT.DE vs. XDWH.DE - Expense Ratio Comparison
EHLT.DE has a 0.30% expense ratio, which is higher than XDWH.DE's 0.25% expense ratio.
Dividends
EHLT.DE vs. XDWH.DE - Dividend Comparison
EHLT.DE's dividend yield for the trailing twelve months is around 1.33%, while XDWH.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EHLT.DE and XDWH.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWH.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWH.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for EHLT.DE.
EHLT.DE tracks STOXX® Europe 600 Health Care, while XDWH.DE tracks MSCI World/Health Care NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for EHLT.DE and 0.25% for XDWH.DE.
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