SPYH.DE vs. XDG3.DE
SPYH.DE (SPDR MSCI Europe Health Care UCITS ETF) and XDG3.DE (Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C) are both Health & Biotech Equities funds - SPYH.DE tracks the MSCI Europe Health Care 20/35 Capped while XDG3.DE tracks the MSCI ACWI IMI SDG 3 Good Health and Well-being Select. Both are passively managed. Over the past 3 years, SPYH.DE returned 2.85%/yr vs 1.94%/yr for XDG3.DE. A 0.71 correlation means they provide meaningful diversification when combined. SPYH.DE charges 0.18%/yr vs 0.35%/yr for XDG3.DE.
Performance
SPYH.DE vs. XDG3.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYH.DE achieves a -1.97% return, which is significantly higher than XDG3.DE's -6.02% return.
SPYH.DE
- 1D
- 3.34%
- 1M
- 0.41%
- YTD
- -1.97%
- 6M
- -0.47%
- 1Y
- 6.02%
- 3Y*
- 2.85%
- 5Y*
- 5.81%
- 10Y*
- 6.16%
XDG3.DE
- 1D
- 2.88%
- 1M
- 2.53%
- YTD
- -6.02%
- 6M
- -6.54%
- 1Y
- 2.67%
- 3Y*
- 1.94%
- 5Y*
- —
- 10Y*
- —
SPYH.DE vs. XDG3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYH.DE SPDR MSCI Europe Health Care UCITS ETF | -1.97% | 7.82% | 3.98% | 6.34% |
XDG3.DE Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C | -6.02% | 1.47% | 9.58% | 2.52% |
Correlation
The correlation between SPYH.DE and XDG3.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.71 |
The correlation between SPYH.DE and XDG3.DE has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.
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Return for Risk
SPYH.DE vs. XDG3.DE — Risk / Return Rank
SPYH.DE
XDG3.DE
SPYH.DE vs. XDG3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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.
| SPYH.DE | XDG3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.04 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.17 | +0.33 |
| Martin ratioReturn relative to average drawdown | 1.10 | 0.44 | +0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYH.DE | XDG3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.16 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.16 | +0.27 |
Drawdowns
SPYH.DE vs. XDG3.DE - Drawdown Comparison
The maximum SPYH.DE drawdown since its inception was -26.62%, which is greater than XDG3.DE's maximum drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for SPYH.DE and XDG3.DE.
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Drawdown Indicators
| SPYH.DE | XDG3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -20.49% | -6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -13.31% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -20.49% | -6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | — | — |
Current DrawdownCurrent decline from peak | -10.72% | -11.91% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -5.57% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 5.29% | +0.44% |
Volatility
SPYH.DE vs. XDG3.DE - Volatility Comparison
SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) has a higher volatility of 6.01% compared to Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) at 4.95%. This indicates that SPYH.DE's price experiences larger fluctuations and is considered to be riskier than XDG3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYH.DE | XDG3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 4.95% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 10.56% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.05% | 14.57% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 13.31% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 13.31% | +2.51% |
SPYH.DE vs. XDG3.DE - Expense Ratio Comparison
SPYH.DE has a 0.18% expense ratio, which is lower than XDG3.DE's 0.35% expense ratio.
Dividends
SPYH.DE vs. XDG3.DE - Dividend Comparison
Neither SPYH.DE nor XDG3.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYH.DE and XDG3.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYH.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYH.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for XDG3.DE.
SPYH.DE tracks MSCI Europe Health Care 20/35 Capped, while XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for SPYH.DE and 0.35% for XDG3.DE.
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