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

Performance

XDWH.DE vs. XDEB.DE - 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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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, XDWH.DE achieves a -0.42% return, which is significantly lower than XDEB.DE's 2.60% return. Over the past 10 years, XDWH.DE has outperformed XDEB.DE with an annualized return of 8.03%, while XDEB.DE has yielded a comparatively lower 7.10% annualized return.


XDWH.DE

1D
-0.24%
1M
5.19%
YTD
-0.42%
6M
0.99%
1Y
10.31%
3Y*
3.37%
5Y*
5.22%
10Y*
8.03%

XDEB.DE

1D
0.05%
1M
3.14%
YTD
2.60%
6M
3.81%
1Y
2.45%
3Y*
6.90%
5Y*
6.11%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
-0.42%2.20%7.45%0.04%0.11%30.30%2.70%27.21%5.98%5.52%
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
2.60%-1.27%17.84%3.65%-4.26%24.29%-6.66%26.15%2.01%3.04%

Correlation

The correlation between XDWH.DE and XDEB.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2014

0.81

The correlation between XDWH.DE and XDEB.DE shifts across timeframes, from 0.61 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XDWH.DE
XDWH.DE Risk / Return Rank: 2424
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2323
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2323
Martin Ratio Rank

XDEB.DE
XDEB.DE Risk / Return Rank: 1414
Overall Rank
XDEB.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 1616
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.

XDWH.DE vs. XDEB.DE - 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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDWH.DEXDEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.14

1.06

+0.08

Calmar ratioReturn relative to maximum drawdown

1.05

0.46

+0.59

Martin ratioReturn relative to average drawdown

2.61

1.20

+1.41

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

The current XDWH.DE Sharpe Ratio is 0.75, which is higher than the XDEB.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of XDWH.DE and XDEB.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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Drawdowns

XDWH.DE vs. XDEB.DE - Drawdown Comparison

The maximum XDWH.DE drawdown since its inception was -40.65%, which is greater than XDEB.DE's maximum drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and XDEB.DE.


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Drawdown Indicators


XDWH.DEXDEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-28.56%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-5.31%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.11%

-13.02%

-8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-13.02%

-8.09%

Max Drawdown (10Y)

Largest decline over 10 years

-26.06%

-28.56%

+2.50%

Current Drawdown

Current decline from peak

-7.06%

-5.73%

-1.33%

Average Drawdown

Average peak-to-trough decline

-7.35%

-6.79%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

2.02%

+1.77%

Volatility

XDWH.DE vs. XDEB.DE - Volatility Comparison

Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a higher volatility of 4.75% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.25%. This indicates that XDWH.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWH.DEXDEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

2.25%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

5.52%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

7.84%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

10.16%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

12.74%

+2.86%

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

Both XDWH.DE and XDEB.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDWH.DE vs. XDEB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDWH.DE and XDEB.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDWH.DE and XDEB.DE have the same expense ratio: 0.25% per year.

XDWH.DE is categorized as Health & Biotech Equities, while XDEB.DE is Global Equities. XDWH.DE tracks MSCI World/Health Care NR USD, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and DWS.

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