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ESIH.DE vs. DXSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIH.DE vs. DXSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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, ESIH.DE achieves a -2.35% return, which is significantly lower than DXSE.DE's -1.95% return.


ESIH.DE

1D
3.10%
1M
1.39%
YTD
-2.35%
6M
-0.84%
1Y
6.04%
3Y*
2.72%
5Y*
5.74%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIH.DE vs. DXSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIH.DE
iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)
-2.35%7.95%4.09%7.63%-4.59%25.93%-0.69%
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
-1.95%4.97%4.52%9.56%-5.75%25.75%-0.38%

Correlation

The correlation between ESIH.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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.95

The correlation between ESIH.DE and DXSE.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

ESIH.DE vs. DXSE.DE — Risk / Return Rank

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

ESIH.DE
ESIH.DE Risk / Return Rank: 1515
Overall Rank
ESIH.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ESIH.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
ESIH.DE Omega Ratio Rank: 1414
Omega Ratio Rank
ESIH.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
ESIH.DE Martin Ratio Rank: 1414
Martin Ratio Rank

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

ESIH.DE vs. DXSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.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.


ESIH.DEDXSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratioReturn relative to maximum drawdown

0.47

0.38

+0.09

Martin ratioReturn relative to average drawdown

1.05

0.82

+0.22

ESIH.DE vs. DXSE.DE - Sharpe Ratio Comparison

The current ESIH.DE Sharpe Ratio is 0.35, which is comparable to the DXSE.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of ESIH.DE and DXSE.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


ESIH.DEDXSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.27

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.32

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.45

-0.04

Drawdowns

ESIH.DE vs. DXSE.DE - Drawdown Comparison

The maximum ESIH.DE drawdown since its inception was -26.69%, smaller than the maximum DXSE.DE drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for ESIH.DE and DXSE.DE.


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Drawdown Indicators


ESIH.DEDXSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.69%

-34.30%

+7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-12.67%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-28.10%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-28.10%

+1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-28.10%

Current Drawdown

Current decline from peak

-10.96%

-13.88%

+2.92%

Average Drawdown

Average peak-to-trough decline

-7.24%

-8.34%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

5.81%

-0.06%

Volatility

ESIH.DE vs. DXSE.DE - Volatility Comparison

iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) have volatilities of 5.87% 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


ESIH.DEDXSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

5.82%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

11.95%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

17.63%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

16.48%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

16.04%

-0.43%

ESIH.DE vs. DXSE.DE - Expense Ratio Comparison

ESIH.DE has a 0.18% expense ratio, which is higher than DXSE.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ESIH.DE vs. DXSE.DE - Dividend Comparison

Neither ESIH.DE nor DXSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, ESIH.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 0.18% for ESIH.DE.

ESIH.DE tracks MSCI World/Health Care NR USD, while DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIH.DE and 0.17% for DXSE.DE.

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