LYPE.DE vs. XUHC.DE

Last updated Jun 5, 2026

LYPE.DE (Amundi MSCI World Health Care UCITS ETF EUR Acc) and XUHC.DE (Xtrackers MSCI USA Health Care UCITS ETF 1D) are both Health & Biotech Equities funds - LYPE.DE tracks the MSCI World Health Care while XUHC.DE tracks the MSCI USA Health Care. Both are passively managed. Over the past 5 years, LYPE.DE returned 5.27%/yr vs 6.62%/yr for XUHC.DE. With a 0.97 correlation, they move nearly in lockstep. LYPE.DE charges 0.30%/yr vs 0.12%/yr for XUHC.DE.

Performance

LYPE.DE vs. XUHC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYPE.DE achieves a -2.00% return, which is significantly lower than XUHC.DE's -1.34% return.

LYPE.DE

• 1D: 2.79%
• 1M: 3.48%
• YTD: -2.00%
• 6M: -1.61%
• 1Y: 9.70%
• 3Y*: 2.46%
• 5Y*: 5.27%
• 10Y*: 7.45%

XUHC.DE

• 1D: 2.83%
• 1M: 5.38%
• YTD: -1.34%
• 6M: -1.19%
• 1Y: 12.86%
• 3Y*: 3.62%
• 5Y*: 6.62%
• 10Y*: —

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

LYPE.DE vs. XUHC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYPE.DE Amundi MSCI World Health Care UCITS ETF EUR Acc	-2.00%	2.17%	7.03%	-0.27%	-0.17%	30.38%	2.44%	27.39%	5.67%	0.74%
XUHC.DE Xtrackers MSCI USA Health Care UCITS ETF 1D	-1.34%	1.47%	8.81%	-0.83%	2.49%	36.78%	3.35%	24.45%	9.04%	0.80%

Correlation

The correlation between LYPE.DE and XUHC.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017	0.97

The correlation between LYPE.DE and XUHC.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

LYPE.DE vs. XUHC.DE — Risk / Return Rank

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

LYPE.DE

LYPE.DE Risk / Return Rank: 21
LYPE.DE Sharpe Ratio Rank: 21
LYPE.DE Sortino Ratio Rank: 22
LYPE.DE Omega Ratio Rank: 20
LYPE.DE Calmar Ratio Rank: 21
LYPE.DE Martin Ratio Rank: 20

XUHC.DE

XUHC.DE Risk / Return Rank: 24
XUHC.DE Sharpe Ratio Rank: 25
XUHC.DE Sortino Ratio Rank: 26
XUHC.DE Omega Ratio Rank: 23
XUHC.DE Calmar Ratio Rank: 23
XUHC.DE Martin Ratio Rank: 22

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.

LYPE.DE vs. XUHC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.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.

	LYPE.DE	XUHC.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.68	0.85	-0.16
Sortino ratio: Return per unit of downside risk	1.13	1.35	-0.22
Omega ratio: Gain probability vs. loss probability	1.13	1.15	-0.02
Calmar ratio: Return relative to maximum drawdown	0.93	1.10	-0.17
Martin ratio: Return relative to average drawdown	2.27	2.69	-0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYPE.DE vs. XUHC.DE - Sharpe Ratio Comparison

The current LYPE.DE Sharpe Ratio is 0.68, which is comparable to the XUHC.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of LYPE.DE and XUHC.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.

Sharpe Ratios by Period

	LYPE.DE	XUHC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	0.85	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.45	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.56	+0.20

Drawdowns

LYPE.DE vs. XUHC.DE - Drawdown Comparison

The maximum LYPE.DE drawdown since its inception was -25.95%, roughly equal to the maximum XUHC.DE drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for LYPE.DE and XUHC.DE.

Drawdown Indicators

	LYPE.DE	XUHC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-25.95%	-26.87%	+0.92%
Max Drawdown (1Y) Largest decline over 1 year	-10.21%	-11.18%	+0.97%
Max Drawdown (3Y) Largest decline over 3 years	-21.30%	-22.19%	+0.89%
Max Drawdown (5Y) Largest decline over 5 years	-21.30%	-22.19%	+0.89%
Max Drawdown (10Y) Largest decline over 10 years	-25.95%	—	—
Current Drawdown Current decline from peak	-8.75%	-7.48%	-1.27%
Average Drawdown Average peak-to-trough decline	-5.06%	-5.08%	+0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.18%	4.57%	-0.39%

Volatility

LYPE.DE vs. XUHC.DE - Volatility Comparison

Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) have volatilities of 4.96% and 5.19%, 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.

Volatility by Period

	LYPE.DE	XUHC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	5.19%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	9.76%	10.17%	-0.41%
Volatility (1Y) Calculated over the trailing 1-year period	13.82%	14.51%	-0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.41%	14.42%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	16.13%	-1.49%

LYPE.DE vs. XUHC.DE - Expense Ratio Comparison

LYPE.DE has a 0.30% expense ratio, which is higher than XUHC.DE's 0.12% expense ratio.

Dividends

LYPE.DE vs. XUHC.DE - Dividend Comparison

LYPE.DE has not paid dividends to shareholders, while XUHC.DE's dividend yield for the trailing twelve months is around 1.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
LYPE.DE Amundi MSCI World Health Care UCITS ETF EUR Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XUHC.DE Xtrackers MSCI USA Health Care UCITS ETF 1D	1.28%	1.29%	1.21%	1.86%	1.63%	0.82%	1.13%	0.96%	0.55%

Frequently Asked Questions

Can I hold both LYPE.DE and XUHC.DE in my portfolio?

With a correlation of 0.96, LYPE.DE and XUHC.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.

Which ETF is better, LYPE.DE or XUHC.DE?

On fees, XUHC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYPE.DE or XUHC.DE?

XUHC.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for LYPE.DE.

What is the main difference between LYPE.DE and XUHC.DE?

LYPE.DE tracks MSCI World Health Care, while XUHC.DE tracks MSCI USA Health Care. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LYPE.DE and 0.12% for XUHC.DE.