XDWH.L vs. XSTR.L
XDWH.L (Xtrackers MSCI World Health Care UCITS ETF 1C) and XSTR.L (Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D) are both exchange-traded funds - XDWH.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while XSTR.L is a Money Market fund actively managed by Xtrackers. XDWH.L is passively managed, while XSTR.L is actively managed. Over the past 10 years, XDWH.L returned 7.85%/yr vs 1.02%/yr for XSTR.L. At a 0.19 correlation, their price movements are largely independent. XDWH.L charges 0.25%/yr vs 0.10%/yr for XSTR.L.
Performance
XDWH.L vs. XSTR.L - Performance Comparison
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Different Trading Currencies
XDWH.L is traded in USD, while XSTR.L is traded in GBp. To make them comparable, the XSTR.L 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 XSTR.L's 1.32% return. Over the past 10 years, XDWH.L has outperformed XSTR.L with an annualized return of 7.85%, while XSTR.L has yielded a comparatively lower 1.02% 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%
XSTR.L
- 1D
- 0.09%
- 1M
- -0.54%
- YTD
- 1.32%
- 6M
- 2.60%
- 1Y
- 2.93%
- 3Y*
- 7.31%
- 5Y*
- 2.24%
- 10Y*
- 1.02%
XDWH.L vs. XSTR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D | 1.32% | 12.06% | 3.39% | 10.09% | -9.58% | -0.99% | 3.09% | 4.60% | -5.27% | 9.62% |
Correlation
The correlation between XDWH.L and XSTR.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2016 | 0.19 |
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Return for Risk
XDWH.L vs. XSTR.L — Risk / Return Rank
XDWH.L
XSTR.L
XDWH.L vs. XSTR.L - 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 Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L). 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.L | XSTR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.08 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.70 | +0.41 |
| Martin ratioReturn relative to average drawdown | 2.80 | 1.51 | +1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWH.L | XSTR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.42 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.28 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.11 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | -0.17 | +0.73 |
Drawdowns
XDWH.L vs. XSTR.L - Drawdown Comparison
The maximum XDWH.L drawdown since its inception was -26.24%, smaller than the maximum XSTR.L drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for XDWH.L and XSTR.L.
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Drawdown Indicators
| XDWH.L | XSTR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.24% | -46.49% | +20.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.39% | -4.18% | -6.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | -8.00% | -11.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -24.22% | +4.94% |
Max Drawdown (10Y)Largest decline over 10 years | -26.24% | -26.81% | +0.57% |
Current DrawdownCurrent decline from peak | -5.82% | -21.26% | +15.44% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -31.11% | +26.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 1.94% | +2.18% |
Volatility
XDWH.L vs. XSTR.L - Volatility Comparison
Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) has a higher volatility of 4.80% compared to Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) at 1.81%. This indicates that XDWH.L's price experiences larger fluctuations and is considered to be riskier than XSTR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWH.L | XSTR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 1.81% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 5.33% | +5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 6.95% | +7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 8.92% | +5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 9.56% | +5.41% |
XDWH.L vs. XSTR.L - Expense Ratio Comparison
XDWH.L has a 0.25% expense ratio, which is higher than XSTR.L's 0.10% 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. XSTR.L - Dividend Comparison
XDWH.L has not paid dividends to shareholders, while XSTR.L's dividend yield for the trailing twelve months is around 4.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D | 4.15% | 4.61% | 5.06% | 4.05% | 0.33% | 0.02% | 0.56% | 0.97% | 0.61% | 0.19% | 1.19% | 0.78% |
Frequently Asked Questions
XDWH.L and XSTR.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSTR.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSTR.L is cheaper with a 0.10% expense ratio, compared with 0.25% for XDWH.L.
XDWH.L is categorized as Health & Biotech Equities, while XSTR.L is Money Market. Their fees differ too: 0.25% for XDWH.L and 0.10% for XSTR.L.
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