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EHLT.DE vs. XGEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHLT.DE vs. XGEN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) and Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.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, EHLT.DE achieves a -2.49% return, which is significantly lower than XGEN.DE's -1.40% 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%

XGEN.DE

1D
3.92%
1M
5.33%
YTD
-1.40%
6M
-3.45%
1Y
22.88%
3Y*
1.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHLT.DE vs. XGEN.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EHLT.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist
-2.49%7.09%4.20%4.76%-4.44%
XGEN.DE
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
-1.40%7.38%2.95%-5.84%-9.98%

Correlation

The correlation between EHLT.DE and XGEN.DE is 0.63, 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

0.63

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2022

0.50

The correlation between EHLT.DE and XGEN.DE shifts across timeframes, from 0.50 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EHLT.DE vs. XGEN.DE — Risk / Return Rank

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

EHLT.DE
EHLT.DE Risk / Return Rank: 1414
Overall Rank
EHLT.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EHLT.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EHLT.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EHLT.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EHLT.DE Martin Ratio Rank: 1313
Martin Ratio Rank

XGEN.DE
XGEN.DE Risk / Return Rank: 3232
Overall Rank
XGEN.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XGEN.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XGEN.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XGEN.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XGEN.DE Martin Ratio Rank: 2626
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.

EHLT.DE vs. XGEN.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 Genomic Healthcare Innovation UCITS ETF 1C (XGEN.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.DEXGEN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratioReturn relative to maximum drawdown

0.40

1.49

-1.08

Martin ratioReturn relative to average drawdown

0.89

3.61

-2.71

EHLT.DE vs. XGEN.DE - Sharpe Ratio Comparison

The current EHLT.DE Sharpe Ratio is 0.30, which is lower than the XGEN.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of EHLT.DE and XGEN.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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Sharpe Ratios by Period


EHLT.DEXGEN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.23

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-0.11

+0.67

Drawdowns

EHLT.DE vs. XGEN.DE - Drawdown Comparison

The maximum EHLT.DE drawdown since its inception was -26.14%, smaller than the maximum XGEN.DE drawdown of -37.58%. Use the drawdown chart below to compare losses from any high point for EHLT.DE and XGEN.DE.


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Drawdown Indicators


EHLT.DEXGEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-37.58%

+11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-14.99%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-26.14%

-28.21%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

Current Drawdown

Current decline from peak

-11.58%

-14.86%

+3.28%

Average Drawdown

Average peak-to-trough decline

-6.90%

-19.44%

+12.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

6.19%

-0.57%

Volatility

EHLT.DE vs. XGEN.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) is 5.56%, while Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) has a volatility of 6.48%. This indicates that EHLT.DE experiences smaller price fluctuations and is considered to be less risky than XGEN.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.DEXGEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

6.48%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

13.73%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

18.19%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

18.66%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

18.66%

-2.47%

EHLT.DE vs. XGEN.DE - Expense Ratio Comparison

Both EHLT.DE and XGEN.DE have an expense ratio of 0.30%.


Dividends

EHLT.DE vs. XGEN.DE - Dividend Comparison

EHLT.DE's dividend yield for the trailing twelve months is around 1.33%, while XGEN.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
XGEN.DE
Xtrackers MSCI Genomic Healthcare Innovation 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 XGEN.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EHLT.DE and XGEN.DE have the same expense ratio: 0.30% per year.

EHLT.DE tracks STOXX® Europe 600 Health Care, while XGEN.DE tracks MSCI ACWI IMI Genomic Innovation Select ESG Screened 100. They also come from different issuers: Amundi and Xtrackers.

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