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

Performance

LHTC.DE vs. DXSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.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, LHTC.DE achieves a -2.55% return, which is significantly lower than DXSE.DE's -1.95% return. Both investments have delivered pretty close results over the past 10 years, with LHTC.DE having a 5.88% annualized return and DXSE.DE not far ahead at 6.10%.


LHTC.DE

1D
3.03%
1M
0.27%
YTD
-2.55%
6M
-1.03%
1Y
4.57%
3Y*
2.35%
5Y*
5.04%
10Y*
5.88%

DXSE.DE

1D
2.90%
1M
0.52%
YTD
-1.95%
6M
-0.32%
1Y
5.13%
3Y*
2.51%
5Y*
5.38%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LHTC.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc
-2.55%7.11%3.92%7.59%-6.20%25.48%-1.95%27.54%2.95%4.36%
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
-1.95%4.97%4.52%9.56%-5.75%25.75%-1.94%32.90%-1.01%4.42%

Correlation

The correlation between LHTC.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

0.94

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2007

0.91

The correlation between LHTC.DE and DXSE.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

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

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

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

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.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.


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

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratioReturn relative to maximum drawdown

0.40

0.38

+0.03

Martin ratioReturn relative to average drawdown

0.89

0.82

+0.06

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

The current LHTC.DE Sharpe Ratio is 0.30, which is comparable to the DXSE.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of LHTC.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


LHTC.DEDXSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.27

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.32

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.38

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.45

-0.01

Drawdowns

LHTC.DE vs. DXSE.DE - Drawdown Comparison

The maximum LHTC.DE drawdown since its inception was -40.53%, which is greater than DXSE.DE's maximum drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for LHTC.DE and DXSE.DE.


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Drawdown Indicators


LHTC.DEDXSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.53%

-34.30%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-12.67%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-26.48%

-28.10%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-28.10%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-26.48%

-28.10%

+1.62%

Current Drawdown

Current decline from peak

-11.60%

-13.88%

+2.28%

Average Drawdown

Average peak-to-trough decline

-9.31%

-8.34%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

5.81%

-0.14%

Volatility

LHTC.DE vs. DXSE.DE - Volatility Comparison

Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) have volatilities of 5.69% 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


LHTC.DEDXSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

5.82%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

11.95%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

17.63%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

16.48%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

16.04%

-0.47%

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

LHTC.DE has a 0.30% expense ratio, which is higher than DXSE.DE's 0.17% expense ratio.


Dividends

LHTC.DE vs. DXSE.DE - Dividend Comparison

Neither LHTC.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, LHTC.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 0.30% for LHTC.DE.

LHTC.DE tracks STOXX® Europe 600 Health Care, while DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LHTC.DE and 0.17% for DXSE.DE.

Portfolio Optimizer

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