QDVG.DE vs. DXSE.DE
Compare and contrast key facts about iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE).
QDVG.DE and DXSE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVG.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Health Care. It was launched on Nov 20, 2015. DXSE.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Health Care ESG Screened 20-35. It was launched on Jun 26, 2007. Both QDVG.DE and DXSE.DE 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: QDVG.DE or DXSE.DE.
Key characteristics
| QDVG.DE | DXSE.DE | |
|---|---|---|
| YTD Return | 14.68% | 10.03% |
| 1Y Return | 20.30% | 13.97% |
| 3Y Return (Ann) | 8.09% | 5.05% |
| 5Y Return (Ann) | 11.72% | 8.10% |
| Sharpe Ratio | 1.89 | 1.11 |
| Sortino Ratio | 2.75 | 1.59 |
| Omega Ratio | 1.35 | 1.19 |
| Calmar Ratio | 1.78 | 1.15 |
| Martin Ratio | 9.13 | 4.17 |
| Ulcer Index | 2.19% | 3.51% |
| Daily Std Dev | 10.63% | 13.22% |
| Max Drawdown | -26.77% | -34.30% |
| Current Drawdown | -1.52% | -11.92% |
Correlation
The correlation between QDVG.DE and DXSE.DE is 0.67, 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
QDVG.DE vs. DXSE.DE - Performance Comparison
In the year-to-date period, QDVG.DE achieves a 14.68% return, which is significantly higher than DXSE.DE's 10.03% 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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QDVG.DE vs. DXSE.DE - Expense Ratio Comparison
QDVG.DE has a 0.15% expense ratio, which is lower than DXSE.DE's 0.17% 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
QDVG.DE vs. DXSE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.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.
Dividends
QDVG.DE vs. DXSE.DE - Dividend Comparison
Neither QDVG.DE nor DXSE.DE has paid dividends to shareholders.
Drawdowns
QDVG.DE vs. DXSE.DE - Drawdown Comparison
The maximum QDVG.DE drawdown since its inception was -26.77%, smaller than the maximum DXSE.DE drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for QDVG.DE and DXSE.DE. For additional features, visit the drawdowns tool.
Volatility
QDVG.DE vs. DXSE.DE - Volatility Comparison
The current volatility for iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) is 2.76%, while Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a volatility of 3.73%. This indicates that QDVG.DE experiences smaller price fluctuations and is considered to be less risky than DXSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.