XDWL.DE vs. XDWH.DE
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XDWL.DE is a Global Equities fund tracking the MSCI World, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, XDWL.DE returned 12.83%/yr vs 7.61%/yr for XDWH.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDWL.DE charges 0.12%/yr vs 0.25%/yr for XDWH.DE.
Performance
XDWL.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWL.DE achieves a 10.94% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, XDWL.DE has outperformed XDWH.DE with an annualized return of 12.83%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
XDWL.DE
- 1D
- 0.00%
- 1M
- 3.65%
- YTD
- 10.94%
- 6M
- 10.98%
- 1Y
- 23.78%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.42%
- YTD
- -1.98%
- 6M
- -1.51%
- 1Y
- 9.79%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
XDWL.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 10.94% | 7.90% | 26.08% | 20.26% | -13.81% | 32.92% | 5.44% | 31.23% | -5.02% | 7.74% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | -1.98% | 2.21% | 7.44% | 0.04% | -0.07% | 30.55% | 2.69% | 27.24% | 5.96% | 5.52% |
Correlation
The correlation between XDWL.DE and XDWH.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.71 |
Over the past year, the correlation between XDWL.DE and XDWH.DE has dropped to 0.37 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
XDWL.DE vs. XDWH.DE — Risk / Return Rank
XDWL.DE
XDWH.DE
XDWL.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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.
| XDWL.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.13 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 0.93 | +2.74 |
| Martin ratioReturn relative to average drawdown | 14.44 | 2.28 | +12.16 |
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
| XDWL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.70 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.41 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.51 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.55 | +0.13 |
Drawdowns
XDWL.DE vs. XDWH.DE - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.65%, which is greater than XDWH.DE's maximum drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and XDWH.DE.
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Drawdown Indicators
| XDWL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -26.08% | -7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -10.32% | +3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -21.12% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -21.12% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -26.08% | -7.57% |
Current DrawdownCurrent decline from peak | -0.29% | -8.51% | +8.22% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -4.82% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 4.20% | -2.55% |
Volatility
XDWL.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 2.62%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than XDWH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWL.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.81% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 9.51% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 13.69% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 13.43% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 14.69% | +0.43% |
XDWL.DE vs. XDWH.DE - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is lower than XDWH.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDWL.DE vs. XDWH.DE - Dividend Comparison
XDWL.DE's dividend yield for the trailing twelve months is around 1.17%, while XDWH.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDWH.DE 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% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 1.17% | 1.28% | 1.65% | 1.58% | 1.77% | 2.08% | 1.95% | 1.98% | 1.40% | 1.94% | 1.83% |
Frequently Asked Questions
XDWL.DE and XDWH.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWH.DE.
XDWL.DE is categorized as Global Equities, while XDWH.DE is Health & Biotech Equities. XDWL.DE tracks MSCI World, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.12% for XDWL.DE and 0.25% for XDWH.DE.
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