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

Performance

XCJD.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.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, XCJD.DE achieves a 14.53% return, which is significantly higher than XDWH.DE's -1.98% return.


XCJD.DE

1D
-0.41%
1M
5.00%
YTD
14.53%
6M
13.84%
1Y
25.82%
3Y*
10.79%
5Y*
10Y*

XDWH.DE

1D
2.85%
1M
3.94%
YTD
-1.98%
6M
-1.54%
1Y
9.60%
3Y*
2.67%
5Y*
5.50%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XCJD.DE
Xtrackers MSCI Japan Climate Transition UCITS ETF
14.53%10.16%6.89%6.37%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
-1.98%2.21%7.44%4.65%

Correlation

The correlation between XCJD.DE and XDWH.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.36

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Return for Risk

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

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

XCJD.DE
XCJD.DE Risk / Return Rank: 4545
Overall Rank
XCJD.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XCJD.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XCJD.DE Omega Ratio Rank: 4242
Omega Ratio Rank
XCJD.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XCJD.DE Martin Ratio Rank: 4949
Martin Ratio Rank

XDWH.DE
XDWH.DE Risk / Return Rank: 2121
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2020
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.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.


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

+0.68

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratioReturn relative to maximum drawdown

2.44

0.93

+1.52

Martin ratioReturn relative to average drawdown

8.19

2.28

+5.90

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

The current XCJD.DE Sharpe Ratio is 1.38, which is higher than the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XCJD.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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Sharpe Ratios by Period


XCJD.DEXDWH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.70

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.55

+0.14

Drawdowns

XCJD.DE vs. XDWH.DE - Drawdown Comparison

The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and XDWH.DE.


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Drawdown Indicators


XCJD.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-26.08%

+9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.32%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-21.12%

+4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

Max Drawdown (10Y)

Largest decline over 10 years

-26.08%

Current Drawdown

Current decline from peak

-0.41%

-8.51%

+8.10%

Average Drawdown

Average peak-to-trough decline

-3.78%

-4.82%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

4.20%

-1.05%

Volatility

XCJD.DE vs. XDWH.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) is 3.70%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that XCJD.DE experiences smaller price fluctuations and is considered to be less risky 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


XCJD.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

4.81%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

9.51%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

13.69%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

13.43%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

14.69%

+2.32%

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

XCJD.DE has a 0.15% expense ratio, which is lower than XDWH.DE's 0.25% 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%.


Dividends

XCJD.DE vs. XDWH.DE - Dividend Comparison

XCJD.DE's dividend yield for the trailing twelve months is around 1.21%, while XDWH.DE has not paid dividends to shareholders.


PositionTTM202520242023
XCJD.DE
Xtrackers MSCI Japan Climate Transition UCITS ETF
1.21%1.36%2.05%1.42%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XCJD.DE and XDWH.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCJD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCJD.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWH.DE.

XCJD.DE is categorized as Japan Equities, while XDWH.DE is Health & Biotech Equities. XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.15% for XCJD.DE and 0.25% for XDWH.DE.

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