XSDR.L vs. XLVP.L
Compare and contrast key facts about Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) and Invesco US Health Care Sector UCITS ETF (XLVP.L).
XSDR.L and XLVP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSDR.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jun 26, 2007. XLVP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Dec 16, 2009. Both XSDR.L and XLVP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XSDR.L vs. XLVP.L - Performance Comparison
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XSDR.L vs. XLVP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSDR.L Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | -0.72% | 9.44% | 0.30% | 6.92% | 0.28% | 17.06% | 4.29% | 23.70% | 0.84% | 8.44% |
XLVP.L Invesco US Health Care Sector UCITS ETF | -3.67% | 6.91% | 3.77% | -3.87% | 8.97% | 29.14% | 8.22% | 16.79% | 10.30% | 11.00% |
Returns By Period
In the year-to-date period, XSDR.L achieves a -0.72% return, which is significantly higher than XLVP.L's -3.67% return. Over the past 10 years, XSDR.L has underperformed XLVP.L with an annualized return of 7.97%, while XLVP.L has yielded a comparatively higher 10.21% annualized return.
XSDR.L
- 1D
- 1.30%
- 1M
- -4.77%
- YTD
- -0.72%
- 6M
- 4.18%
- 1Y
- 6.27%
- 3Y*
- 4.23%
- 5Y*
- 7.18%
- 10Y*
- 7.97%
XLVP.L
- 1D
- 0.90%
- 1M
- -5.88%
- YTD
- -3.67%
- 6M
- 6.09%
- 1Y
- 0.37%
- 3Y*
- 3.51%
- 5Y*
- 6.99%
- 10Y*
- 10.21%
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XSDR.L vs. XLVP.L - Expense Ratio Comparison
XSDR.L has a 0.20% expense ratio, which is higher than XLVP.L's 0.14% expense ratio. However, 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
XSDR.L vs. XLVP.L — Risk / Return Rank
XSDR.L
XLVP.L
XSDR.L vs. XLVP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) and Invesco US Health Care Sector UCITS ETF (XLVP.L). 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.
| XSDR.L | XLVP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.02 | +0.31 |
Sortino ratioReturn per unit of downside risk | 0.59 | 0.15 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 0.11 | +0.51 |
Martin ratioReturn relative to average drawdown | 1.86 | 0.22 | +1.64 |
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
| XSDR.L | XLVP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.02 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.50 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.64 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.71 | -0.10 |
Correlation
The correlation between XSDR.L and XLVP.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XSDR.L vs. XLVP.L - Dividend Comparison
Neither XSDR.L nor XLVP.L has paid dividends to shareholders.
Drawdowns
XSDR.L vs. XLVP.L - Drawdown Comparison
The maximum XSDR.L drawdown since its inception was -25.61%, which is greater than XLVP.L's maximum drawdown of -19.67%. Use the drawdown chart below to compare losses from any high point for XSDR.L and XLVP.L.
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Drawdown Indicators
| XSDR.L | XLVP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.61% | -19.67% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -13.75% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -19.67% | -5.94% |
Max Drawdown (10Y)Largest decline over 10 years | -25.61% | -19.67% | -5.94% |
Current DrawdownCurrent decline from peak | -10.10% | -6.74% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -4.57% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 6.44% | -2.00% |
Volatility
XSDR.L vs. XLVP.L - Volatility Comparison
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) has a higher volatility of 5.39% compared to Invesco US Health Care Sector UCITS ETF (XLVP.L) at 4.24%. This indicates that XSDR.L's price experiences larger fluctuations and is considered to be riskier than XLVP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSDR.L | XLVP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.24% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 9.70% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 16.76% | +2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 14.10% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.80% | 15.83% | -0.03% |