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

Performance

ESIH.DE vs. XDWH.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 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, ESIH.DE achieves a -2.35% return, which is significantly lower than XDWH.DE's -1.98% 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*

XDWH.DE

1D
2.85%
1M
3.94%
YTD
-1.98%
6M
-1.54%
1Y
9.60%
3Y*
2.67%
5Y*
5.50%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIH.DE vs. XDWH.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%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
-1.98%2.21%7.44%0.04%-0.07%30.55%0.14%

Correlation

The correlation between ESIH.DE and XDWH.DE is 0.73, 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

0.73

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

0.71

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

0.72

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

0.72

The correlation between ESIH.DE and XDWH.DE has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

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Return for Risk

ESIH.DE vs. XDWH.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

XDWH.DE
XDWH.DE Risk / Return Rank: 2121
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2020
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. XDWH.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 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.


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

-0.35

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.07

1.13

-0.05

Calmar ratioReturn relative to maximum drawdown

0.47

0.93

-0.46

Martin ratioReturn relative to average drawdown

1.05

2.28

-1.23

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

The current ESIH.DE Sharpe Ratio is 0.35, which is lower than the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ESIH.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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Sharpe Ratios by Period


ESIH.DEXDWH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.70

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.41

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.55

-0.14

Drawdowns

ESIH.DE vs. XDWH.DE - Drawdown Comparison

The maximum ESIH.DE drawdown since its inception was -26.69%, roughly equal to the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for ESIH.DE and XDWH.DE.


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Drawdown Indicators


ESIH.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.69%

-26.08%

-0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-10.32%

-2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-21.12%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-21.12%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-26.08%

Current Drawdown

Current decline from peak

-10.96%

-8.51%

-2.45%

Average Drawdown

Average peak-to-trough decline

-7.24%

-4.82%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

4.20%

+1.55%

Volatility

ESIH.DE vs. XDWH.DE - Volatility Comparison

iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) has a higher volatility of 5.87% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that ESIH.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


ESIH.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

4.81%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

9.51%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

13.69%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

13.43%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

14.69%

+0.92%

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

ESIH.DE has a 0.18% 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

ESIH.DE vs. XDWH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIH.DE and XDWH.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIH.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIH.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWH.DE.

Both ETFs track MSCI World/Health Care NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIH.DE and 0.25% for XDWH.DE.

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