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

Performance

XDWH.DE vs. ZPDH.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 SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.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 -1.98% return, which is significantly lower than ZPDH.DE's -1.12% return. Over the past 10 years, XDWH.DE has underperformed ZPDH.DE with an annualized return of 7.61%, while ZPDH.DE has yielded a comparatively higher 8.92% 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%

ZPDH.DE

1D
2.83%
1M
5.48%
YTD
-1.12%
6M
-0.21%
1Y
13.04%
3Y*
3.67%
5Y*
6.73%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
ZPDH.DE
SPDR S&P US Health Care Select Sector UCITS ETF
-1.12%1.73%8.46%-1.73%3.31%37.77%1.69%24.37%9.07%6.98%

Correlation

The correlation between XDWH.DE and ZPDH.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2016

0.96

The correlation between XDWH.DE and ZPDH.DE has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

XDWH.DE vs. ZPDH.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: 2121
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2020
Martin Ratio Rank

ZPDH.DE
ZPDH.DE Risk / Return Rank: 2525
Overall Rank
ZPDH.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ZPDH.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
ZPDH.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ZPDH.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
ZPDH.DE Martin Ratio Rank: 2424
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. ZPDH.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 SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.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.DEZPDH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.13

1.16

-0.03

Calmar ratioReturn relative to maximum drawdown

0.93

1.21

-0.28

Martin ratioReturn relative to average drawdown

2.28

2.95

-0.67

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

The current XDWH.DE Sharpe Ratio is 0.70, which is comparable to the ZPDH.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of XDWH.DE and ZPDH.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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Sharpe Ratios by Period


XDWH.DEZPDH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.89

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.46

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.56

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.46

+0.09

Drawdowns

XDWH.DE vs. ZPDH.DE - Drawdown Comparison

The maximum XDWH.DE drawdown since its inception was -26.08%, roughly equal to the maximum ZPDH.DE drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and ZPDH.DE.


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Drawdown Indicators


XDWH.DEZPDH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.08%

-26.61%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-10.77%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-22.64%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-22.64%

+1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-26.08%

-26.61%

+0.53%

Current Drawdown

Current decline from peak

-8.51%

-7.28%

-1.23%

Average Drawdown

Average peak-to-trough decline

-4.82%

-5.80%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

4.41%

-0.21%

Volatility

XDWH.DE vs. ZPDH.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) is 4.81%, while SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) has a volatility of 5.13%. This indicates that XDWH.DE experiences smaller price fluctuations and is considered to be less risky than ZPDH.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.DEZPDH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

5.13%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

10.16%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

14.63%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

14.47%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

15.77%

-1.08%

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

XDWH.DE has a 0.25% expense ratio, which is higher than ZPDH.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. ZPDH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, XDWH.DE and ZPDH.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ZPDH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDH.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWH.DE.

XDWH.DE tracks MSCI World/Health Care NR USD, while ZPDH.DE tracks S&P Health Care Select Sector. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWH.DE and 0.15% for ZPDH.DE.

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