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WELP.DE vs. XDWH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELP.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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, WELP.DE achieves a 25.35% return, which is significantly higher than XDWH.DE's 3.33% return.


WELP.DE

1D
0.00%
1M
-7.19%
YTD
25.35%
6M
26.72%
1Y
34.31%
3Y*
12.49%
5Y*
10Y*

XDWH.DE

1D
1.61%
1M
6.35%
YTD
3.33%
6M
3.64%
1Y
18.17%
3Y*
5.23%
5Y*
5.57%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELP.DE vs. XDWH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
25.35%-1.54%7.90%0.25%5.34%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
3.33%2.20%7.45%0.04%2.56%

Correlation

The correlation between WELP.DE and XDWH.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.19

The correlation between WELP.DE and XDWH.DE shifts across timeframes, from 0.02 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WELP.DE vs. XDWH.DE — Risk / Return Rank

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

WELP.DE
WELP.DE Risk / Return Rank: 5757
Overall Rank
WELP.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 5555
Martin Ratio Rank

XDWH.DE
XDWH.DE Risk / Return Rank: 4040
Overall Rank
XDWH.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 3535
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.

WELP.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WELP.DEXDWH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

2.80

1.84

+0.95

Martin ratioReturn relative to average drawdown

8.57

4.73

+3.84

WELP.DE vs. XDWH.DE - Sharpe Ratio Comparison

The current WELP.DE Sharpe Ratio is 1.75, which is higher than the XDWH.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of WELP.DE and XDWH.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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Drawdowns

WELP.DE vs. XDWH.DE - Drawdown Comparison

The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum XDWH.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for WELP.DE and XDWH.DE.


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Drawdown Indicators


WELP.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-40.65%

+17.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-9.82%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-21.11%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

Max Drawdown (10Y)

Largest decline over 10 years

-26.06%

Current Drawdown

Current decline from peak

-11.07%

-3.56%

-7.51%

Average Drawdown

Average peak-to-trough decline

-7.79%

-7.35%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.84%

+0.15%

Volatility

WELP.DE vs. XDWH.DE - Volatility Comparison

HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a higher volatility of 6.59% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 5.19%. This indicates that WELP.DE's price experiences larger fluctuations and is considered to be riskier than XDWH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELP.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

5.19%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.90%

9.91%

+6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.54%

14.03%

+5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.07%

13.47%

+6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

15.62%

+4.45%

WELP.DE vs. XDWH.DE - Expense Ratio Comparison

WELP.DE has a 0.59% expense ratio, which is higher than XDWH.DE's 0.25% expense ratio.


Dividends

WELP.DE vs. XDWH.DE - Dividend Comparison

WELP.DE's dividend yield for the trailing twelve months is around 3.05%, while XDWH.DE has not paid dividends to shareholders.


PositionTTM202520242023
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
3.05%3.78%3.64%0.79%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


WELP.DE and XDWH.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWH.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWH.DE is cheaper with a 0.25% expense ratio, compared with 0.59% for WELP.DE.

WELP.DE tracks MSCI World/Energy NR USD, while XDWH.DE tracks MSCI World/Health Care NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.59% for WELP.DE and 0.25% for XDWH.DE.

Portfolio Optimizer

Find the right allocation for WELP.DE and XDWH.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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