XSHC.L vs. ESIH.L
Compare and contrast key facts about Xtrackers MSCI USA Health Care UCITS ETF 1D (XSHC.L) and iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L).
XSHC.L and ESIH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSHC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Sep 12, 2017. ESIH.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Nov 17, 2020. Both XSHC.L and ESIH.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSHC.L or ESIH.L.
Key characteristics
| XSHC.L | ESIH.L | |
|---|---|---|
| YTD Return | 9.56% | 4.26% |
| 1Y Return | 14.46% | 7.90% |
| 3Y Return (Ann) | 6.14% | 3.72% |
| Sharpe Ratio | 1.42 | 0.69 |
| Sortino Ratio | 2.14 | 1.05 |
| Omega Ratio | 1.25 | 1.12 |
| Calmar Ratio | 1.37 | 0.64 |
| Martin Ratio | 6.19 | 2.22 |
| Ulcer Index | 2.39% | 3.79% |
| Daily Std Dev | 10.36% | 12.19% |
| Max Drawdown | -17.73% | -14.24% |
| Current Drawdown | -3.12% | -12.71% |
Correlation
The correlation between XSHC.L and ESIH.L is 0.67, 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.
Performance
XSHC.L vs. ESIH.L - Performance Comparison
In the year-to-date period, XSHC.L achieves a 9.56% return, which is significantly higher than ESIH.L's 4.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XSHC.L vs. ESIH.L - Expense Ratio Comparison
XSHC.L has a 0.12% expense ratio, which is lower than ESIH.L's 0.18% 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%.
Risk-Adjusted Performance
XSHC.L vs. ESIH.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Health Care UCITS ETF 1D (XSHC.L) and iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.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.
Dividends
XSHC.L vs. ESIH.L - Dividend Comparison
XSHC.L's dividend yield for the trailing twelve months is around 1.18%, while ESIH.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XSHC.L Xtrackers MSCI USA Health Care UCITS ETF 1D | 1.18% | 1.23% | 1.55% | 0.85% | 1.12% | 0.98% |
ESIH.L iShares MSCI Europe Health Care Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSHC.L vs. ESIH.L - Drawdown Comparison
The maximum XSHC.L drawdown since its inception was -17.73%, which is greater than ESIH.L's maximum drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for XSHC.L and ESIH.L. For additional features, visit the drawdowns tool.
Volatility
XSHC.L vs. ESIH.L - Volatility Comparison
The current volatility for Xtrackers MSCI USA Health Care UCITS ETF 1D (XSHC.L) is 2.93%, while iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) has a volatility of 4.08%. This indicates that XSHC.L experiences smaller price fluctuations and is considered to be less risky than ESIH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.