XDWH.L vs. IXJ
Compare and contrast key facts about Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) and iShares Global Healthcare ETF (IXJ).
XDWH.L and IXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWH.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Mar 4, 2016. IXJ is a passively managed fund by iShares that tracks the performance of the S&P Global Healthcare Sector Index. It was launched on Nov 13, 2001. Both XDWH.L and IXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDWH.L or IXJ.
Performance
XDWH.L vs. IXJ - Performance Comparison
Returns By Period
In the year-to-date period, XDWH.L achieves a 3.68% return, which is significantly higher than IXJ's 3.36% return.
XDWH.L
3.68%
-8.29%
-3.09%
10.94%
7.96%
N/A
IXJ
3.36%
-8.79%
-3.94%
9.80%
7.57%
7.53%
Key characteristics
| XDWH.L | IXJ | |
|---|---|---|
| Sharpe Ratio | 0.30 | 0.95 |
| Sortino Ratio | 0.74 | 1.37 |
| Omega Ratio | 1.21 | 1.17 |
| Calmar Ratio | 0.48 | 0.84 |
| Martin Ratio | 2.94 | 3.34 |
| Ulcer Index | 3.69% | 3.03% |
| Daily Std Dev | 35.82% | 10.64% |
| Max Drawdown | -26.24% | -40.60% |
| Current Drawdown | -11.53% | -12.10% |
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XDWH.L vs. IXJ - Expense Ratio Comparison
XDWH.L has a 0.25% expense ratio, which is lower than IXJ's 0.46% expense ratio.
Correlation
The correlation between XDWH.L and IXJ is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XDWH.L vs. IXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) and iShares Global Healthcare ETF (IXJ). 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.
Dividends
XDWH.L vs. IXJ - Dividend Comparison
XDWH.L has not paid dividends to shareholders, while IXJ's dividend yield for the trailing twelve months is around 1.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWH.L Xtrackers MSCI World Health Care UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXJ iShares Global Healthcare ETF | 1.38% | 1.38% | 1.17% | 1.12% | 1.27% | 1.42% | 2.11% | 1.47% | 1.73% | 2.85% | 1.38% | 1.51% |
Drawdowns
XDWH.L vs. IXJ - Drawdown Comparison
The maximum XDWH.L drawdown since its inception was -26.24%, smaller than the maximum IXJ drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for XDWH.L and IXJ. For additional features, visit the drawdowns tool.
Volatility
XDWH.L vs. IXJ - Volatility Comparison
Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) has a higher volatility of 3.43% compared to iShares Global Healthcare ETF (IXJ) at 3.09%. This indicates that XDWH.L's price experiences larger fluctuations and is considered to be riskier than IXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.