HLTW.L vs. XSDR.L

Last updated Jun 5, 2026

HLTW.L (Lyxor UCITS MSCI World Health Care TR C-USD) and XSDR.L (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) are both Health & Biotech Equities funds tracking the MSCI World/Health Care NR USD, from Amundi and Xtrackers respectively. Both are passively managed. Over the past 10 years, HLTW.L returned 7.69%/yr vs 6.31%/yr for XSDR.L. A 0.67 correlation means they provide meaningful diversification when combined. HLTW.L charges 0.30%/yr vs 0.20%/yr for XSDR.L.

Performance

HLTW.L vs. XSDR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

HLTW.L is traded in USD, while XSDR.L is traded in GBp. To make them comparable, the XSDR.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HLTW.L achieves a -3.12% return, which is significantly lower than XSDR.L's -2.72% return. Over the past 10 years, HLTW.L has outperformed XSDR.L with an annualized return of 7.69%, while XSDR.L has yielded a comparatively lower 6.31% annualized return.

HLTW.L

• 1D: 3.02%
• 1M: 1.93%
• YTD: -3.12%
• 6M: -1.75%
• 1Y: 11.48%
• 3Y*: 5.29%
• 5Y*: 4.29%
• 10Y*: 7.69%

XSDR.L

• 1D: 3.24%
• 1M: 1.04%
• YTD: -2.72%
• 6M: -0.79%
• 1Y: 6.44%
• 3Y*: 5.13%
• 5Y*: 4.35%
• 10Y*: 6.31%

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

HLTW.L vs. XSDR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HLTW.L Lyxor UCITS MSCI World Health Care TR C-USD	-3.12%	15.73%	0.39%	3.08%	-5.66%	20.58%	12.94%	22.85%	1.54%	20.11%
XSDR.L Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C	-2.71%	17.70%	-1.37%	12.56%	-10.44%	16.00%	7.48%	28.67%	-4.87%	18.76%

Correlation

The correlation between HLTW.L and XSDR.L is 0.78, 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Oct 26, 2010	0.67

The correlation between HLTW.L and XSDR.L shifts across timeframes, from 0.67 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

HLTW.L vs. XSDR.L — Risk / Return Rank

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

HLTW.L

HLTW.L Risk / Return Rank: 24
HLTW.L Sharpe Ratio Rank: 24
HLTW.L Sortino Ratio Rank: 25
HLTW.L Omega Ratio Rank: 22
HLTW.L Calmar Ratio Rank: 24
HLTW.L Martin Ratio Rank: 23

XSDR.L

XSDR.L Risk / Return Rank: 16
XSDR.L Sharpe Ratio Rank: 16
XSDR.L Sortino Ratio Rank: 16
XSDR.L Omega Ratio Rank: 16
XSDR.L Calmar Ratio Rank: 16
XSDR.L Martin Ratio Rank: 15

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.

HLTW.L vs. XSDR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.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.

	HLTW.L	XSDR.L	Difference
Sharpe ratio: Return per unit of total volatility	0.79	0.35	+0.45
Sortino ratio: Return per unit of downside risk	1.30	0.64	+0.66
Omega ratio: Gain probability vs. loss probability	1.15	1.07	+0.07
Calmar ratio: Return relative to maximum drawdown	1.14	0.45	+0.69
Martin ratio: Return relative to average drawdown	2.84	1.01	+1.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLTW.L vs. XSDR.L - Sharpe Ratio Comparison

The current HLTW.L Sharpe Ratio is 0.79, which is higher than the XSDR.L Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of HLTW.L and XSDR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HLTW.L	XSDR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	0.35	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.25	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.37	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.43	+0.33

Drawdowns

HLTW.L vs. XSDR.L - Drawdown Comparison

The maximum HLTW.L drawdown since its inception was -26.58%, smaller than the maximum XSDR.L drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for HLTW.L and XSDR.L.

Drawdown Indicators

	HLTW.L	XSDR.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.58%	-36.03%	+9.45%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	-14.41%	+4.29%
Max Drawdown (3Y) Largest decline over 3 years	-19.19%	-27.36%	+8.17%
Max Drawdown (5Y) Largest decline over 5 years	-19.19%	-28.89%	+9.70%
Max Drawdown (10Y) Largest decline over 10 years	-26.58%	-28.89%	+2.31%
Current Drawdown Current decline from peak	-5.90%	-10.57%	+4.67%
Average Drawdown Average peak-to-trough decline	-5.20%	-6.53%	+1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.06%	6.38%	-2.32%

Volatility

HLTW.L vs. XSDR.L - Volatility Comparison

The current volatility for Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) is 4.82%, while Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) has a volatility of 5.62%. This indicates that HLTW.L experiences smaller price fluctuations and is considered to be less risky than XSDR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HLTW.L	XSDR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	5.62%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	10.63%	13.18%	-2.55%
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	18.63%	-4.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.16%	17.73%	-3.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.85%	16.94%	-2.09%

HLTW.L vs. XSDR.L - Expense Ratio Comparison

HLTW.L has a 0.30% expense ratio, which is higher than XSDR.L's 0.20% expense ratio.

Dividends

HLTW.L vs. XSDR.L - Dividend Comparison

Neither HLTW.L nor XSDR.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both HLTW.L and XSDR.L in my portfolio?

HLTW.L and XSDR.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HLTW.L or XSDR.L?

On fees, XSDR.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HLTW.L or XSDR.L?

XSDR.L is cheaper with a 0.20% expense ratio, compared with 0.30% for HLTW.L.

What is the main difference between HLTW.L and XSDR.L?

Both ETFs track MSCI World/Health Care NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for HLTW.L and 0.20% for XSDR.L.