XDWH.DE vs. XZMD.DE
XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) and XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) are both exchange-traded funds - XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while XZMD.DE is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 3 years, XDWH.DE returned 6.29%/yr vs 18.45%/yr for XZMD.DE. A 0.50 correlation means they provide meaningful diversification when combined. XDWH.DE charges 0.25%/yr vs 0.15%/yr for XZMD.DE.
Performance
XDWH.DE vs. XZMD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWH.DE achieves a 3.79% return, which is significantly lower than XZMD.DE's 9.01% return.
XDWH.DE
- 1D
- 0.70%
- 1M
- 5.07%
- 6M
- 1.52%
- YTD
- 3.79%
- 1Y
- 19.02%
- 3Y*
- 6.29%
- 5Y*
- 5.10%
- 10Y*
- 7.74%
XZMD.DE
- 1D
- 0.00%
- 1M
- 0.53%
- 6M
- 8.17%
- YTD
- 9.01%
- 1Y
- 20.75%
- 3Y*
- 18.45%
- 5Y*
- —
- 10Y*
- —
XDWH.DE vs. XZMD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 3.79% | 2.20% | 7.45% | 0.04% | 1.70% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 9.01% | 5.05% | 32.63% | 26.55% | -13.35% |
Correlation
The correlation between XDWH.DE and XZMD.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022 | 0.50 |
Over the past year, the correlation between XDWH.DE and XZMD.DE has dropped to 0.27 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
XDWH.DE vs. XZMD.DE — Risk / Return Rank
XDWH.DE
XZMD.DE
XDWH.DE vs. XZMD.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 USA ESG UCITS ETF 1D (XZMD.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.DE | XZMD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.94 | -0.01 |
| Martin ratioReturn relative to average drawdown | 4.96 | 6.85 | -1.89 |
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Drawdowns
XDWH.DE vs. XZMD.DE - Drawdown Comparison
The maximum XDWH.DE drawdown since its inception was -40.65%, which is greater than XZMD.DE's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and XZMD.DE.
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Drawdown Indicators
| XDWH.DE | XZMD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.65% | -24.74% | -15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -10.73% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.11% | -24.74% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.06% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -1.02% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -5.27% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.04% | +0.79% |
Volatility
XDWH.DE vs. XZMD.DE - Volatility Comparison
Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a higher volatility of 5.22% compared to Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) at 3.36%. This indicates that XDWH.DE's price experiences larger fluctuations and is considered to be riskier than XZMD.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 | XZMD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.36% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 9.36% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 13.33% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 16.13% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 16.13% | -0.48% |
XDWH.DE vs. XZMD.DE - Expense Ratio Comparison
XDWH.DE has a 0.25% expense ratio, which is higher than XZMD.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. XZMD.DE - Dividend Comparison
XDWH.DE has not paid dividends to shareholders, while XZMD.DE's dividend yield for the trailing twelve months is around 0.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 0.68% | 0.81% | 0.91% | 0.97% | 0.58% |
Frequently Asked Questions
XDWH.DE and XZMD.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMD.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 XZMD.DE is Large Cap Blend Equities. XDWH.DE tracks MSCI World/Health Care NR USD, while XZMD.DE tracks Russell 1000 TR USD. Their fees differ too: 0.25% for XDWH.DE and 0.15% for XZMD.DE.
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