XRSM.DE vs. XDWH.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XRSM.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select ESG Screened, 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, XRSM.DE returned 13.75%/yr vs 8.50%/yr for XDWH.DE. A 0.68 correlation means they provide meaningful diversification when combined. XRSM.DE charges 0.07%/yr vs 0.25%/yr for XDWH.DE.
Performance
XRSM.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 10.32% return, which is significantly higher than XDWH.DE's 3.33% return. Over the past 10 years, XRSM.DE has outperformed XDWH.DE with an annualized return of 13.75%, while XDWH.DE has yielded a comparatively lower 8.50% annualized return.
XRSM.DE
- 1D
- -1.09%
- 1M
- 0.21%
- YTD
- 10.32%
- 6M
- 10.25%
- 1Y
- 24.87%
- 3Y*
- 19.47%
- 5Y*
- 13.21%
- 10Y*
- 13.75%
XDWH.DE
- 1D
- 1.61%
- 1M
- 6.35%
- YTD
- 3.33%
- 6M
- 3.64%
- 1Y
- 18.17%
- 3Y*
- 5.23%
- 5Y*
- 5.57%
- 10Y*
- 8.50%
XRSM.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -6.52% | 3.51% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 3.33% | 2.20% | 7.45% | 0.04% | 0.11% | 30.30% | 2.70% | 27.21% | 5.98% | 5.52% |
Correlation
The correlation between XRSM.DE and XDWH.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.68 |
Over the past year, the correlation between XRSM.DE and XDWH.DE has dropped to 0.24 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. XDWH.DE — Risk / Return Rank
XRSM.DE
XDWH.DE
XRSM.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XRSM.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.84 | +1.06 |
| Martin ratioReturn relative to average drawdown | 10.10 | 4.73 | +5.38 |
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Drawdowns
XRSM.DE vs. XDWH.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, roughly equal to the maximum XDWH.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and XDWH.DE.
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Drawdown Indicators
| XRSM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -40.65% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -9.82% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -21.11% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -21.11% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -26.06% | -14.24% |
Current DrawdownCurrent decline from peak | -1.28% | -3.56% | +2.28% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -7.35% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.84% | -1.38% |
Volatility
XRSM.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.75%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 5.19%. This indicates that XRSM.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
| XRSM.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 5.19% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 9.91% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 14.03% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 13.47% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 15.62% | +2.54% |
XRSM.DE vs. XDWH.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% 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
XRSM.DE vs. XDWH.DE - Dividend Comparison
Neither XRSM.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and XDWH.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XRSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSM.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for XDWH.DE.
XRSM.DE is categorized as Large Cap Blend Equities, while XDWH.DE is Health & Biotech Equities. XRSM.DE tracks MSCI USA Select ESG Screened, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.07% for XRSM.DE and 0.25% for XDWH.DE.
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