XDWM.DE vs. XDWH.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, 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, XDWM.DE returned 10.70%/yr vs 7.61%/yr for XDWH.DE. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDWM.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, XDWM.DE has outperformed XDWH.DE with an annualized return of 10.70%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
XDWM.DE
- 1D
- -0.60%
- 1M
- 4.06%
- YTD
- 15.62%
- 6M
- 20.60%
- 1Y
- 29.85%
- 3Y*
- 12.34%
- 5Y*
- 7.86%
- 10Y*
- 10.70%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.94%
- YTD
- -1.98%
- 6M
- -1.54%
- 1Y
- 9.60%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
XDWM.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | 0.02% | 10.77% | -4.99% | 26.01% | 9.43% | 25.66% | -13.34% | 13.08% |
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 XDWM.DE and XDWH.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.51 |
The correlation between XDWM.DE and XDWH.DE shifts across timeframes, from 0.32 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. XDWH.DE — Risk / Return Rank
XDWM.DE
XDWH.DE
XDWM.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.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.
| XDWM.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 0.93 | +1.25 |
| Martin ratioReturn relative to average drawdown | 8.91 | 2.28 | +6.63 |
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
| XDWM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.70 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.41 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.51 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.55 | +0.07 |
Drawdowns
XDWM.DE vs. XDWH.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, 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 XDWM.DE and XDWH.DE.
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Drawdown Indicators
| XDWM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -26.08% | -7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -10.32% | -3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -21.12% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -21.12% | +0.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -26.08% | -7.83% |
Current DrawdownCurrent decline from peak | -2.14% | -8.51% | +6.37% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -4.82% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 4.20% | -0.86% |
Volatility
XDWM.DE vs. XDWH.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier 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
| XDWM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 4.81% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 9.51% | +5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 13.69% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 13.43% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 14.69% | +2.89% |
XDWM.DE vs. XDWH.DE - Expense Ratio Comparison
Both XDWM.DE and XDWH.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDWM.DE vs. XDWH.DE - Dividend Comparison
Neither XDWM.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and XDWH.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDWM.DE and XDWH.DE have the same expense ratio: 0.25% per year.
XDWM.DE is categorized as Industrials Equities, while XDWH.DE is Health & Biotech Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XDWH.DE tracks MSCI World/Health Care NR USD.
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