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XDWH.L vs. TLH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWH.L vs. TLH - 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 10-20 Year Treasury Bond ETF (TLH). 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.L achieves a -2.74% return, which is significantly lower than TLH's -0.95% return. Over the past 10 years, XDWH.L has outperformed TLH with an annualized return of 7.85%, while TLH has yielded a comparatively lower -0.87% annualized return.


XDWH.L

1D
2.99%
1M
2.38%
YTD
-2.74%
6M
-1.48%
1Y
11.78%
3Y*
5.50%
5Y*
4.54%
10Y*
7.85%

TLH

1D
-0.62%
1M
-1.02%
YTD
-0.95%
6M
-1.04%
1Y
3.54%
3Y*
0.36%
5Y*
-3.89%
10Y*
-0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWH.L vs. TLH - 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%
TLH
iShares 10-20 Year Treasury Bond ETF
-0.95%6.47%-4.21%4.03%-25.24%-5.38%13.78%10.11%0.37%4.21%

Correlation

The correlation between XDWH.L and TLH is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.22

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

0.13

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

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2016

0.01

The correlation between XDWH.L and TLH shifts across timeframes, from 0.01 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDWH.L vs. TLH — 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

TLH
TLH Risk / Return Rank: 1616
Overall Rank
TLH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLH Omega Ratio Rank: 1515
Omega Ratio Rank
TLH Calmar Ratio Rank: 1616
Calmar Ratio Rank
TLH Martin Ratio Rank: 1616
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. TLH - 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 10-20 Year Treasury Bond ETF (TLH). 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.LTLHDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratioReturn relative to maximum drawdown

1.11

0.55

+0.56

Martin ratioReturn relative to average drawdown

2.80

1.50

+1.31

XDWH.L vs. TLH - Sharpe Ratio Comparison

The current XDWH.L Sharpe Ratio is 0.79, which is higher than the TLH Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of XDWH.L and TLH, 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.LTLHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.45

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.31

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

-0.08

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.27

+0.29

Drawdowns

XDWH.L vs. TLH - Drawdown Comparison

The maximum XDWH.L drawdown since its inception was -26.24%, smaller than the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for XDWH.L and TLH.


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Drawdown Indicators


XDWH.LTLHDifference

Max Drawdown

Largest peak-to-trough decline

-26.24%

-41.14%

+14.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-6.50%

-3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-15.35%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-35.41%

+16.13%

Max Drawdown (10Y)

Largest decline over 10 years

-26.24%

-41.14%

+14.90%

Current Drawdown

Current decline from peak

-5.82%

-30.13%

+24.31%

Average Drawdown

Average peak-to-trough decline

-4.98%

-10.76%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.37%

+1.75%

Volatility

XDWH.L vs. TLH - Volatility Comparison

Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) has a higher volatility of 4.80% compared to iShares 10-20 Year Treasury Bond ETF (TLH) at 2.37%. This indicates that XDWH.L's price experiences larger fluctuations and is considered to be riskier than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWH.LTLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

2.37%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

5.52%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

7.92%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

12.69%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

11.19%

+3.78%

XDWH.L vs. TLH - Expense Ratio Comparison

XDWH.L has a 0.25% expense ratio, which is higher than TLH'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.L vs. TLH - Dividend Comparison

XDWH.L has not paid dividends to shareholders, while TLH's dividend yield for the trailing twelve months is around 4.50%.


PositionTTM20252024202320222021202020192018201720162015
TLH
iShares 10-20 Year Treasury Bond ETF
4.50%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%
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%

Frequently Asked Questions


XDWH.L and TLH have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TLH is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWH.L.

XDWH.L is categorized as Health & Biotech Equities, while TLH is Government Bonds. XDWH.L tracks MSCI World/Health Care NR USD, while TLH tracks ICE U.S. Treasury 10-20 Year Bond Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWH.L and 0.15% for TLH.

Portfolio Optimizer

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