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XDWH.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDWH.DE and VOO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

XDWH.DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XDWH.DE:

-0.51

VOO:

0.70

Sortino Ratio

XDWH.DE:

-0.57

VOO:

1.15

Omega Ratio

XDWH.DE:

0.92

VOO:

1.17

Calmar Ratio

XDWH.DE:

-0.39

VOO:

0.76

Martin Ratio

XDWH.DE:

-1.18

VOO:

2.93

Ulcer Index

XDWH.DE:

6.45%

VOO:

4.86%

Daily Std Dev

XDWH.DE:

14.94%

VOO:

19.43%

Max Drawdown

XDWH.DE:

-26.08%

VOO:

-33.99%

Current Drawdown

XDWH.DE:

-14.86%

VOO:

-4.59%

Returns By Period

In the year-to-date period, XDWH.DE achieves a -6.75% return, which is significantly lower than VOO's -0.19% return.


XDWH.DE

YTD

-6.75%

1M

4.63%

6M

-12.26%

1Y

-7.72%

5Y*

5.58%

10Y*

N/A

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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XDWH.DE vs. VOO - Expense Ratio Comparison

XDWH.DE has a 0.25% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

XDWH.DE vs. VOO — Risk-Adjusted Performance Rank

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

XDWH.DE
The Risk-Adjusted Performance Rank of XDWH.DE is 44
Overall Rank
The Sharpe Ratio Rank of XDWH.DE is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of XDWH.DE is 55
Sortino Ratio Rank
The Omega Ratio Rank of XDWH.DE is 44
Omega Ratio Rank
The Calmar Ratio Rank of XDWH.DE is 33
Calmar Ratio Rank
The Martin Ratio Rank of XDWH.DE is 33
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDWH.DE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) and Vanguard S&P 500 ETF (VOO). 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.


The current XDWH.DE Sharpe Ratio is -0.51, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XDWH.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

XDWH.DE vs. VOO - Dividend Comparison

XDWH.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

XDWH.DE vs. VOO - Drawdown Comparison

The maximum XDWH.DE drawdown since its inception was -26.08%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and VOO. For additional features, visit the drawdowns tool.


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Volatility

XDWH.DE vs. VOO - Volatility Comparison

Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a higher volatility of 8.62% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. This indicates that XDWH.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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