XIEE.DE vs. XDWH.DE
XIEE.DE (Xtrackers MSCI Europe UCITS ETF) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XIEE.DE is a Europe Equities fund tracking the MSCI Europe, 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, XIEE.DE returned 9.16%/yr vs 7.61%/yr for XDWH.DE. A 0.60 correlation means they provide meaningful diversification when combined. XIEE.DE charges 0.12%/yr vs 0.25%/yr for XDWH.DE.
Performance
XIEE.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XIEE.DE achieves a 7.68% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, XIEE.DE has outperformed XDWH.DE with an annualized return of 9.16%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
XIEE.DE
- 1D
- 0.61%
- 1M
- 3.33%
- YTD
- 7.68%
- 6M
- 9.90%
- 1Y
- 16.12%
- 3Y*
- 13.74%
- 5Y*
- 9.99%
- 10Y*
- 9.16%
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%
XIEE.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 7.68% | 20.34% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -11.03% | 10.26% |
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 XIEE.DE and XDWH.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2016 | 0.60 |
The correlation between XIEE.DE and XDWH.DE shifts across timeframes, from 0.46 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XIEE.DE vs. XDWH.DE — Risk / Return Rank
XIEE.DE
XDWH.DE
XIEE.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.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.
| XIEE.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.93 | +0.74 |
| Martin ratioReturn relative to average drawdown | 6.35 | 2.28 | +4.07 |
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
| XIEE.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.70 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.41 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.51 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.55 | -0.02 |
Drawdowns
XIEE.DE vs. XDWH.DE - Drawdown Comparison
The maximum XIEE.DE drawdown since its inception was -35.51%, 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 XIEE.DE and XDWH.DE.
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Drawdown Indicators
| XIEE.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -26.08% | -9.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -10.32% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -21.12% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -21.12% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -26.08% | -9.43% |
Current DrawdownCurrent decline from peak | -1.61% | -8.51% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -4.82% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 4.20% | -1.67% |
Volatility
XIEE.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 4.32%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that XIEE.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
| XIEE.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 4.81% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 9.51% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 13.69% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.43% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 14.69% | +0.85% |
XIEE.DE vs. XDWH.DE - Expense Ratio Comparison
XIEE.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
XIEE.DE vs. XDWH.DE - Dividend Comparison
XIEE.DE's dividend yield for the trailing twelve months is around 2.43%, 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% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.43% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
Frequently Asked Questions
XIEE.DE and XDWH.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWH.DE.
XIEE.DE is categorized as Europe Equities, while XDWH.DE is Health & Biotech Equities. XIEE.DE tracks MSCI Europe, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.12% for XIEE.DE and 0.25% for XDWH.DE.
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