PortfoliosLab logoPortfoliosLab logo
XDWH.L vs. IQQ0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWH.L vs. IQQ0.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.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XDWH.L is traded in USD, while IQQ0.DE is traded in EUR. To make them comparable, the IQQ0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDWH.L achieves a -2.74% return, which is significantly lower than IQQ0.DE's 0.43% return. Over the past 10 years, XDWH.L has outperformed IQQ0.DE with an annualized return of 7.85%, while IQQ0.DE has yielded a comparatively lower 7.05% annualized return.


XDWH.L

1D
2.99%
1M
3.25%
YTD
-2.74%
6M
-1.64%
1Y
11.56%
3Y*
5.50%
5Y*
4.54%
10Y*
7.85%

IQQ0.DE

1D
0.11%
1M
0.80%
YTD
0.43%
6M
1.44%
1Y
1.43%
3Y*
9.26%
5Y*
5.16%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWH.L vs. IQQ0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
-2.74%15.25%0.75%3.81%-5.42%20.56%12.88%22.95%1.57%20.16%
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
0.43%11.47%10.91%7.01%-9.61%14.46%2.34%23.50%-2.77%17.69%

Correlation

The correlation between XDWH.L and IQQ0.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.59

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

0.68

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

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2016

0.69

The correlation between XDWH.L and IQQ0.DE shifts across timeframes, from 0.51 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XDWH.L vs. IQQ0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWH.L
XDWH.L Risk / Return Rank: 2424
Overall Rank
XDWH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDWH.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDWH.L Omega Ratio Rank: 2323
Omega Ratio Rank
XDWH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDWH.L Martin Ratio Rank: 2323
Martin Ratio Rank

IQQ0.DE
IQQ0.DE Risk / Return Rank: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 99
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.L vs. IQQ0.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.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.LIQQ0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.15

1.04

+0.11

Calmar ratioReturn relative to maximum drawdown

1.11

0.25

+0.86

Martin ratioReturn relative to average drawdown

2.80

0.60

+2.20

XDWH.L vs. IQQ0.DE - Sharpe Ratio Comparison

The current XDWH.L Sharpe Ratio is 0.79, which is higher than the IQQ0.DE Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of XDWH.L and IQQ0.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.


Loading charts...

Sharpe Ratios by Period


XDWH.LIQQ0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.18

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.47

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.68

-0.11

Drawdowns

XDWH.L vs. IQQ0.DE - Drawdown Comparison

The maximum XDWH.L drawdown since its inception was -26.24%, smaller than the maximum IQQ0.DE drawdown of -29.16%. Use the drawdown chart below to compare losses from any high point for XDWH.L and IQQ0.DE.


Loading charts...

Drawdown Indicators


XDWH.LIQQ0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.24%

-29.16%

+2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-5.76%

-4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-9.17%

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-18.46%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-26.24%

-29.16%

+2.92%

Current Drawdown

Current decline from peak

-5.82%

-3.87%

-1.95%

Average Drawdown

Average peak-to-trough decline

-4.98%

-3.30%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.38%

+1.74%

Volatility

XDWH.L vs. IQQ0.DE - Volatility Comparison

Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) has a higher volatility of 4.80% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.22%. This indicates that XDWH.L's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDWH.LIQQ0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

2.22%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

5.53%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

7.98%

+6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

10.96%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

12.04%

+2.93%

XDWH.L vs. IQQ0.DE - Expense Ratio Comparison

XDWH.L has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.


Dividends

XDWH.L vs. IQQ0.DE - Dividend Comparison

Neither XDWH.L nor IQQ0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWH.L and IQQ0.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWH.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWH.L is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.

XDWH.L is categorized as Health & Biotech Equities, while IQQ0.DE is Global Equities. XDWH.L tracks MSCI World/Health Care NR USD, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWH.L and 0.30% for IQQ0.DE.

Portfolio Optimizer

Find the right allocation for XDWH.L and IQQ0.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer