XDWH.DE vs. IWFQ.L
XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) and IWFQ.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while IWFQ.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XDWH.DE returned 7.61%/yr vs 12.08%/yr for IWFQ.L. A 0.68 correlation means they provide meaningful diversification when combined. XDWH.DE charges 0.25%/yr vs 0.30%/yr for IWFQ.L.
Performance
XDWH.DE vs. IWFQ.L - Performance Comparison
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Different Trading Currencies
XDWH.DE is traded in EUR, while IWFQ.L is traded in GBp. To make them comparable, the IWFQ.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWH.DE achieves a -1.98% return, which is significantly lower than IWFQ.L's 9.06% return. Over the past 10 years, XDWH.DE has underperformed IWFQ.L with an annualized return of 7.61%, while IWFQ.L has yielded a comparatively higher 12.08% annualized return.
XDWH.DE
- 1D
- 2.85%
- 1M
- 5.50%
- YTD
- -1.98%
- 6M
- -1.51%
- 1Y
- 8.93%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
IWFQ.L
- 1D
- -0.22%
- 1M
- 2.85%
- YTD
- 9.06%
- 6M
- 9.53%
- 1Y
- 17.69%
- 3Y*
- 15.12%
- 5Y*
- 11.18%
- 10Y*
- 12.08%
XDWH.DE vs. IWFQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | -1.98% | 2.21% | 7.44% | 0.04% | -0.07% | 30.55% | 2.69% | 27.24% | 5.96% | 5.52% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 9.06% | 1.80% | 24.66% | 21.68% | -14.21% | 33.31% | 4.90% | 33.87% | -3.54% | 8.03% |
Correlation
The correlation between XDWH.DE and IWFQ.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.68 |
The correlation between XDWH.DE and IWFQ.L shifts across timeframes, from 0.49 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWH.DE vs. IWFQ.L — Risk / Return Rank
XDWH.DE
IWFQ.L
XDWH.DE vs. IWFQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) and iShares MSCI World Quality Factor UCITS (IWFQ.L). 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.
| XDWH.DE | IWFQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.70 | -1.78 |
| Martin ratioReturn relative to average drawdown | 2.28 | 10.95 | -8.67 |
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
| XDWH.DE | IWFQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.70 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.57 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.68 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.19 |
Drawdowns
XDWH.DE vs. IWFQ.L - Drawdown Comparison
The maximum XDWH.DE drawdown since its inception was -26.08%, smaller than the maximum IWFQ.L drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and IWFQ.L.
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Drawdown Indicators
| XDWH.DE | IWFQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -41.48% | +15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -6.51% | -3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -20.22% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -20.22% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -26.08% | -31.50% | +5.42% |
Current DrawdownCurrent decline from peak | -8.51% | -0.57% | -7.94% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -10.57% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 1.61% | +2.59% |
Volatility
XDWH.DE vs. IWFQ.L - Volatility Comparison
Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a higher volatility of 4.81% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 1.94%. This indicates that XDWH.DE's price experiences larger fluctuations and is considered to be riskier than IWFQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWH.DE | IWFQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 1.94% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 7.33% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 10.39% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.43% | 19.74% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 17.87% | -3.18% |
XDWH.DE vs. IWFQ.L - Expense Ratio Comparison
XDWH.DE has a 0.25% expense ratio, which is lower than IWFQ.L's 0.30% expense ratio.
Dividends
XDWH.DE vs. IWFQ.L - Dividend Comparison
Neither XDWH.DE nor IWFQ.L has paid dividends to shareholders.
Frequently Asked Questions
XDWH.DE and IWFQ.L have a correlation of 0.49, 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 0.30% for IWFQ.L.
XDWH.DE is categorized as Health & Biotech Equities, while IWFQ.L is Global Equities. XDWH.DE tracks MSCI World/Health Care NR USD, while IWFQ.L tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWH.DE and 0.30% for IWFQ.L.
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