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

Performance

XDWH.DE vs. XZBU.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 USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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 3.33% return, which is significantly lower than XZBU.DE's 4.43% return.


XDWH.DE

1D
1.61%
1M
6.35%
YTD
3.33%
6M
3.64%
1Y
18.17%
3Y*
5.23%
5Y*
5.57%
10Y*
8.50%

XZBU.DE

1D
0.00%
1M
3.52%
YTD
4.43%
6M
4.95%
1Y
7.81%
3Y*
3.55%
5Y*
0.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
3.33%2.20%7.45%0.04%0.11%30.30%3.65%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
4.43%-3.98%6.63%5.34%-13.42%6.21%-1.24%

Correlation

The correlation between XDWH.DE and XZBU.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.32

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.26

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Return for Risk

XDWH.DE vs. XZBU.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: 4040
Overall Rank
XDWH.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 3535
Martin Ratio Rank

XZBU.DE
XZBU.DE Risk / Return Rank: 4040
Overall Rank
XZBU.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XZBU.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
XZBU.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XZBU.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
XZBU.DE Martin Ratio Rank: 3838
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. XZBU.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 USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.DEXZBU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.84

2.11

-0.26

Martin ratioReturn relative to average drawdown

4.73

5.43

-0.70

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

The current XDWH.DE Sharpe Ratio is 1.29, which is comparable to the XZBU.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of XDWH.DE and XZBU.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. XZBU.DE - Drawdown Comparison

The maximum XDWH.DE drawdown since its inception was -40.65%, which is greater than XZBU.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and XZBU.DE.


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Drawdown Indicators


XDWH.DEXZBU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-17.79%

-22.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-3.73%

-6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-21.11%

-12.28%

-8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-17.79%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-26.06%

Current Drawdown

Current decline from peak

-3.56%

-4.14%

+0.58%

Average Drawdown

Average peak-to-trough decline

-7.35%

-7.97%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

1.45%

+2.39%

Volatility

XDWH.DE vs. XZBU.DE - Volatility Comparison

Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a higher volatility of 5.19% compared to Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) at 1.59%. This indicates that XDWH.DE's price experiences larger fluctuations and is considered to be riskier than XZBU.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.DEXZBU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

1.59%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

4.29%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

6.28%

+7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

9.15%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

8.92%

+6.70%

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

XDWH.DE has a 0.25% expense ratio, which is higher than XZBU.DE's 0.16% 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. XZBU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDWH.DE and XZBU.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZBU.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZBU.DE is cheaper with a 0.16% expense ratio, compared with 0.25% for XDWH.DE.

XDWH.DE is categorized as Health & Biotech Equities, while XZBU.DE is Corporate Bonds. XDWH.DE tracks MSCI World/Health Care NR USD, while XZBU.DE tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.25% for XDWH.DE and 0.16% for XZBU.DE.

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