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XDWH.L vs. IUSN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWH.L vs. IUSN.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 MSCI World Small Cap UCITS ETF (IUSN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDWH.L is traded in USD, while IUSN.DE is traded in EUR. To make them comparable, the IUSN.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 -1.63% return, which is significantly lower than IUSN.DE's 14.28% return.


XDWH.L

1D
0.16%
1M
3.81%
YTD
-1.63%
6M
-0.33%
1Y
10.38%
3Y*
5.82%
5Y*
4.30%
10Y*
8.41%

IUSN.DE

1D
2.27%
1M
3.09%
YTD
14.28%
6M
14.65%
1Y
31.48%
3Y*
16.89%
5Y*
6.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
-1.63%15.25%0.75%3.81%-5.42%20.56%12.88%22.95%2.43%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
14.28%21.65%6.69%16.70%-18.51%15.41%15.53%26.44%-13.57%

Correlation

The correlation between XDWH.L and IUSN.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.47

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2018

0.59

The correlation between XDWH.L and IUSN.DE shifts across timeframes, from 0.41 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDWH.L vs. IUSN.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: 2323
Overall Rank
XDWH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDWH.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDWH.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDWH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDWH.L Martin Ratio Rank: 2222
Martin Ratio Rank

IUSN.DE
IUSN.DE Risk / Return Rank: 8484
Overall Rank
IUSN.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 8888
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. IUSN.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 MSCI World Small Cap UCITS ETF (IUSN.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.LIUSN.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

0.99

3.47

-2.48

Martin ratioReturn relative to average drawdown

2.48

12.38

-9.90

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

The current XDWH.L Sharpe Ratio is 0.71, which is lower than the IUSN.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of XDWH.L and IUSN.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.L vs. IUSN.DE - Drawdown Comparison

The maximum XDWH.L drawdown since its inception was -26.24%, smaller than the maximum IUSN.DE drawdown of -41.11%. Use the drawdown chart below to compare losses from any high point for XDWH.L and IUSN.DE.


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Drawdown Indicators


XDWH.LIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.24%

-41.11%

+14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-9.02%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-21.08%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-30.69%

+11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-26.24%

Current Drawdown

Current decline from peak

-4.75%

0.00%

-4.75%

Average Drawdown

Average peak-to-trough decline

-4.80%

-8.90%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

2.54%

+1.61%

Volatility

XDWH.L vs. IUSN.DE - Volatility Comparison

Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) and iShares MSCI World Small Cap UCITS ETF (IUSN.DE) have volatilities of 4.64% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWH.LIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.54%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

10.99%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

14.87%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

18.28%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

19.60%

-4.63%

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

XDWH.L has a 0.25% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.


Dividends

XDWH.L vs. IUSN.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDWH.L and IUSN.DE have a correlation of 0.41, 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 0.35% for IUSN.DE.

XDWH.L is categorized as Health & Biotech Equities, while IUSN.DE is Global Equities. XDWH.L tracks MSCI World/Health Care NR USD, while IUSN.DE tracks MSCI World Small Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWH.L and 0.35% for IUSN.DE.

Portfolio Optimizer

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

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