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XNDX.DE vs. XDWH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XNDX.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE). The values are adjusted to include any dividend payments, if applicable.

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XNDX.DE vs. XDWH.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XNDX.DE achieves a -4.23% return, which is significantly lower than XDWH.DE's -2.47% return.


XNDX.DE

1D
2.54%
1M
-2.46%
YTD
-4.23%
6M
-1.18%
1Y
3Y*
5Y*
10Y*

XDWH.DE

1D
1.29%
1M
-4.86%
YTD
-2.47%
6M
5.35%
1Y
-1.28%
3Y*
3.62%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XNDX.DE vs. XDWH.DE - Expense Ratio Comparison

XNDX.DE has a 0.18% 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%.


Return for Risk

XNDX.DE vs. XDWH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XNDX.DE

XDWH.DE
XDWH.DE Risk / Return Rank: 1111
Overall Rank
XDWH.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 1212
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.

XNDX.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XNDX.DE vs. XDWH.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XNDX.DEXDWH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.56

-0.91

Correlation

The correlation between XNDX.DE and XDWH.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XNDX.DE vs. XDWH.DE - Dividend Comparison

XNDX.DE's dividend yield for the trailing twelve months is around 0.12%, while XDWH.DE has not paid dividends to shareholders.


Drawdowns

XNDX.DE vs. XDWH.DE - Drawdown Comparison

The maximum XNDX.DE drawdown since its inception was -20.11%, smaller than the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and XDWH.DE.


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Drawdown Indicators


XNDX.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-26.08%

+5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

Current Drawdown

Current decline from peak

-17.95%

-8.97%

-8.98%

Average Drawdown

Average peak-to-trough decline

-11.71%

-4.72%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

Volatility

XNDX.DE vs. XDWH.DE - Volatility Comparison


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Volatility by Period


XNDX.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

16.42%

+18.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.49%

13.28%

+21.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.49%

14.71%

+19.78%