XDWH.DE vs. XY4P.DE
XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) and XY4P.DE (Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF) are both exchange-traded funds - XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while XY4P.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus. Both are passively managed. Over the past 10 years, XDWH.DE returned 7.61%/yr vs 0.56%/yr for XY4P.DE. At a 0.09 correlation, their price movements are largely independent. XDWH.DE charges 0.25%/yr vs 0.15%/yr for XY4P.DE.
Performance
XDWH.DE vs. XY4P.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 XY4P.DE's -0.03% return. Over the past 10 years, XDWH.DE has outperformed XY4P.DE with an annualized return of 7.61%, while XY4P.DE has yielded a comparatively lower 0.56% annualized return.
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.94%
- YTD
- -1.98%
- 6M
- -1.54%
- 1Y
- 9.60%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
XY4P.DE
- 1D
- 0.06%
- 1M
- 0.56%
- YTD
- -0.03%
- 6M
- -0.02%
- 1Y
- 0.27%
- 3Y*
- 3.35%
- 5Y*
- -1.34%
- 10Y*
- 0.56%
XDWH.DE vs. XY4P.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% |
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | -0.03% | 1.69% | 3.52% | 8.01% | -17.35% | -2.95% | 5.93% | 9.55% | -0.61% | 0.53% |
Correlation
The correlation between XDWH.DE and XY4P.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.09 |
The correlation between XDWH.DE and XY4P.DE shifts across timeframes, from 0.09 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDWH.DE vs. XY4P.DE — Risk / Return Rank
XDWH.DE
XY4P.DE
XDWH.DE vs. XY4P.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 iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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 | XY4P.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.01 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.07 | +0.86 |
| Martin ratioReturn relative to average drawdown | 2.28 | 0.19 | +2.09 |
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 | XY4P.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.06 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.20 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.09 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.40 | +0.15 |
Drawdowns
XDWH.DE vs. XY4P.DE - Drawdown Comparison
The maximum XDWH.DE drawdown since its inception was -26.08%, which is greater than XY4P.DE's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and XY4P.DE.
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Drawdown Indicators
| XDWH.DE | XY4P.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -20.52% | -5.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -3.95% | -6.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -4.07% | -17.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -20.11% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -26.08% | -20.52% | -5.56% |
Current DrawdownCurrent decline from peak | -8.51% | -9.19% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -5.49% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 1.43% | +2.77% |
Volatility
XDWH.DE vs. XY4P.DE - Volatility Comparison
Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a higher volatility of 4.81% compared to Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) at 1.77%. This indicates that XDWH.DE's price experiences larger fluctuations and is considered to be riskier than XY4P.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 | XY4P.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 1.77% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 3.88% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 4.57% | +9.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.43% | 6.49% | +6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 6.49% | +8.20% |
XDWH.DE vs. XY4P.DE - Expense Ratio Comparison
XDWH.DE has a 0.25% expense ratio, which is higher than XY4P.DE's 0.15% 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. XY4P.DE - Dividend Comparison
Neither XDWH.DE nor XY4P.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWH.DE and XY4P.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XY4P.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XY4P.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWH.DE.
XDWH.DE is categorized as Health & Biotech Equities, while XY4P.DE is European Government Bonds. XDWH.DE tracks MSCI World/Health Care NR USD, while XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus. Their fees differ too: 0.25% for XDWH.DE and 0.15% for XY4P.DE.
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