WH2E.DE vs. XDG3.DE
WH2E.DE (Invesco S&P World Health Care ESG UCITS ETF Acc) and XDG3.DE (Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C) are both Health & Biotech Equities funds - WH2E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care 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, WH2E.DE returned 3.13%/yr vs 1.94%/yr for XDG3.DE. Their correlation of 0.89 suggests significant overlap in exposure. WH2E.DE charges 0.18%/yr vs 0.35%/yr for XDG3.DE.
Performance
WH2E.DE vs. XDG3.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WH2E.DE achieves a -3.24% return, which is significantly higher than XDG3.DE's -6.02% return.
WH2E.DE
- 1D
- 2.76%
- 1M
- 4.70%
- YTD
- -3.24%
- 6M
- -2.41%
- 1Y
- 10.18%
- 3Y*
- 3.13%
- 5Y*
- —
- 10Y*
- —
XDG3.DE
- 1D
- 2.88%
- 1M
- 3.23%
- YTD
- -6.02%
- 6M
- -6.40%
- 1Y
- 2.34%
- 3Y*
- 1.94%
- 5Y*
- —
- 10Y*
- —
WH2E.DE vs. XDG3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WH2E.DE Invesco S&P World Health Care ESG UCITS ETF Acc | -3.24% | 2.78% | 7.94% | 1.68% |
XDG3.DE Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C | -6.02% | 1.47% | 9.58% | 0.23% |
Correlation
The correlation between WH2E.DE and XDG3.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.89 |
The correlation between WH2E.DE and XDG3.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
WH2E.DE vs. XDG3.DE — Risk / Return Rank
WH2E.DE
XDG3.DE
WH2E.DE vs. XDG3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.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.
| WH2E.DE | XDG3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.04 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.17 | +0.65 |
| Martin ratioReturn relative to average drawdown | 2.15 | 0.44 | +1.71 |
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
| WH2E.DE | XDG3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.16 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.16 | +0.05 |
Drawdowns
WH2E.DE vs. XDG3.DE - Drawdown Comparison
The maximum WH2E.DE drawdown since its inception was -22.19%, 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 WH2E.DE and XDG3.DE.
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Drawdown Indicators
| WH2E.DE | XDG3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -20.49% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -13.31% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -22.19% | -20.49% | -1.70% |
Current DrawdownCurrent decline from peak | -10.45% | -11.91% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -5.57% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 5.29% | -0.56% |
Volatility
WH2E.DE vs. XDG3.DE - Volatility Comparison
Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) has a higher volatility of 5.21% compared to Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) at 4.95%. This indicates that WH2E.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
| WH2E.DE | XDG3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 4.95% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 10.56% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.86% | 14.57% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 13.31% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 13.31% | +0.60% |
WH2E.DE vs. XDG3.DE - Expense Ratio Comparison
WH2E.DE has a 0.18% expense ratio, which is lower than XDG3.DE's 0.35% expense ratio.
Dividends
WH2E.DE vs. XDG3.DE - Dividend Comparison
Neither WH2E.DE nor XDG3.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, WH2E.DE and XDG3.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, WH2E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WH2E.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for XDG3.DE.
WH2E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care, while XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.18% for WH2E.DE and 0.35% for XDG3.DE.
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