XDWH.DE vs. XDWD.DE
XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XDWH.DE returned 7.61%/yr vs 12.83%/yr for XDWD.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDWH.DE charges 0.25%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDWH.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWH.DE achieves a -1.98% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, XDWH.DE has underperformed XDWD.DE with an annualized return of 7.61%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XDWH.DE vs. XDWD.DE - 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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XDWH.DE and XDWD.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.71 |
Over the past year, the correlation between XDWH.DE and XDWD.DE has dropped to 0.37 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
XDWH.DE vs. XDWD.DE — Risk / Return Rank
XDWH.DE
XDWD.DE
XDWH.DE vs. XDWD.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 UCITS ETF 1C (XDWD.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.
| XDWH.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.40 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 3.63 | -2.71 |
| Martin ratioReturn relative to average drawdown | 2.28 | 14.44 | -12.16 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.14 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.90 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.84 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.78 | -0.23 |
Drawdowns
XDWH.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDWH.DE drawdown since its inception was -26.08%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and XDWD.DE.
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Drawdown Indicators
| XDWH.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -33.55% | +7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -6.54% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -21.64% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -21.64% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -26.08% | -33.55% | +7.47% |
Current DrawdownCurrent decline from peak | -8.51% | -0.33% | -8.18% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -4.55% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 1.65% | +2.55% |
Volatility
XDWH.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a higher volatility of 4.81% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XDWH.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 2.60% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 7.77% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 11.12% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.43% | 14.13% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 15.16% | -0.47% |
XDWH.DE vs. XDWD.DE - Expense Ratio Comparison
XDWH.DE has a 0.25% expense ratio, which is higher than XDWD.DE's 0.19% 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%.
Dividends
XDWH.DE vs. XDWD.DE - Dividend Comparison
Neither XDWH.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWH.DE and XDWD.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDWH.DE.
XDWH.DE is categorized as Health & Biotech Equities, while XDWD.DE is Global Equities. XDWH.DE tracks MSCI World/Health Care NR USD, while XDWD.DE tracks MSCI World. Their fees differ too: 0.25% for XDWH.DE and 0.19% for XDWD.DE.
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