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XDG3.DE vs. XDWH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDG3.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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, XDG3.DE achieves a -6.02% return, which is significantly lower than XDWH.DE's -1.98% return.


XDG3.DE

1D
2.88%
1M
2.53%
YTD
-6.02%
6M
-6.54%
1Y
2.67%
3Y*
1.94%
5Y*
10Y*

XDWH.DE

1D
2.85%
1M
3.42%
YTD
-1.98%
6M
-1.51%
1Y
9.79%
3Y*
2.67%
5Y*
5.50%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDG3.DE vs. XDWH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDG3.DE
Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C
-6.02%1.47%9.58%2.52%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
-1.98%2.21%7.44%1.52%

Correlation

The correlation between XDG3.DE and XDWH.DE is 0.92, 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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.92

The correlation between XDG3.DE and XDWH.DE has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

XDG3.DE vs. XDWH.DE — Risk / Return Rank

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

XDG3.DE
XDG3.DE Risk / Return Rank: 1111
Overall Rank
XDG3.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XDG3.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XDG3.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XDG3.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XDG3.DE Martin Ratio Rank: 1111
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.

XDG3.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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.


XDG3.DEXDWH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratioReturn relative to maximum drawdown

0.17

0.93

-0.75

Martin ratioReturn relative to average drawdown

0.44

2.28

-1.84

XDG3.DE vs. XDWH.DE - Sharpe Ratio Comparison

The current XDG3.DE Sharpe Ratio is 0.16, which is lower than the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XDG3.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


XDG3.DEXDWH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.70

-0.54

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

0.16

0.55

-0.39

Drawdowns

XDG3.DE vs. XDWH.DE - Drawdown Comparison

The maximum XDG3.DE drawdown since its inception was -20.49%, smaller than the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for XDG3.DE and XDWH.DE.


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Drawdown Indicators


XDG3.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.49%

-26.08%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-10.32%

-2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-20.49%

-21.12%

+0.63%

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

-11.91%

-8.51%

-3.40%

Average Drawdown

Average peak-to-trough decline

-5.57%

-4.82%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

4.20%

+1.09%

Volatility

XDG3.DE vs. XDWH.DE - Volatility Comparison

Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) have volatilities of 4.95% and 4.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG3.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.81%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

9.51%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

13.69%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

13.43%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.31%

14.69%

-1.38%

XDG3.DE vs. XDWH.DE - Expense Ratio Comparison

XDG3.DE has a 0.35% expense ratio, which is higher than XDWH.DE's 0.25% expense ratio.


Dividends

XDG3.DE vs. XDWH.DE - Dividend Comparison

Neither XDG3.DE nor XDWH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, XDG3.DE and XDWH.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, 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 0.35% for XDG3.DE.

XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.35% for XDG3.DE and 0.25% for XDWH.DE.

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