ESIH.L vs. XDEQ.L
Compare and contrast key facts about iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
ESIH.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIH.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Nov 17, 2020. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both ESIH.L and XDEQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESIH.L or XDEQ.L.
Key characteristics
| ESIH.L | XDEQ.L | |
|---|---|---|
| YTD Return | 4.03% | 19.64% |
| 1Y Return | 7.48% | 25.06% |
| 3Y Return (Ann) | 3.65% | 8.73% |
| Sharpe Ratio | 0.63 | 2.28 |
| Sortino Ratio | 0.96 | 3.28 |
| Omega Ratio | 1.11 | 1.42 |
| Calmar Ratio | 0.59 | 3.84 |
| Martin Ratio | 2.07 | 13.74 |
| Ulcer Index | 3.70% | 1.80% |
| Daily Std Dev | 12.20% | 10.77% |
| Max Drawdown | -14.24% | -23.79% |
| Current Drawdown | -12.90% | 0.00% |
Correlation
The correlation between ESIH.L and XDEQ.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ESIH.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, ESIH.L achieves a 4.03% return, which is significantly lower than XDEQ.L's 19.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESIH.L vs. XDEQ.L - Expense Ratio Comparison
ESIH.L has a 0.18% expense ratio, which is lower than XDEQ.L'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%.
Risk-Adjusted Performance
ESIH.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). 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.
Dividends
ESIH.L vs. XDEQ.L - Dividend Comparison
Neither ESIH.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESIH.L iShares MSCI Europe Health Care Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
ESIH.L vs. XDEQ.L - Drawdown Comparison
The maximum ESIH.L drawdown since its inception was -14.24%, smaller than the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for ESIH.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
ESIH.L vs. XDEQ.L - Volatility Comparison
iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) has a higher volatility of 4.07% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.65%. This indicates that ESIH.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.