XSHC.L vs. XSDR.L

Last updated Jun 5, 2026

XSHC.L (Xtrackers MSCI USA Health Care UCITS ETF 1D) and XSDR.L (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) are both Health & Biotech Equities funds from Xtrackers tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 5 years, XSHC.L returned 6.64%/yr vs 5.46%/yr for XSDR.L. A 0.64 correlation means they provide meaningful diversification when combined. XSHC.L charges 0.12%/yr vs 0.20%/yr for XSDR.L.

Performance

XSHC.L vs. XSDR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Health Care UCITS ETF 1D (XSHC.L) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSHC.L achieves a -2.30% return, which is significantly higher than XSDR.L's -2.48% return.

XSHC.L

• 1D: 2.98%
• 1M: 5.65%
• YTD: -2.30%
• 6M: -1.90%
• 1Y: 15.68%
• 3Y*: 3.74%
• 5Y*: 6.64%
• 10Y*: —

XSDR.L

• 1D: 3.19%
• 1M: 1.91%
• YTD: -2.48%
• 6M: -1.52%
• 1Y: 7.47%
• 3Y*: 2.49%
• 5Y*: 5.46%
• 10Y*: 7.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSHC.L vs. XSDR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XSHC.L Xtrackers MSCI USA Health Care UCITS ETF 1D	-2.30%	6.84%	4.08%	-3.58%	8.14%	28.13%	9.97%	16.71%	14.71%
XSDR.L Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C	-2.48%	9.44%	0.30%	6.92%	0.28%	17.06%	4.29%	23.70%	5.99%

Correlation

The correlation between XSHC.L and XSDR.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018	0.64

The correlation between XSHC.L and XSDR.L has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

XSHC.L vs. XSDR.L - Sectors Allocation Comparison

Sectors	XSHC.L	XSDR.L
Healthcare	100.0%	100.0%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

XSHC.L vs. XSDR.L — Risk / Return Rank

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

XSHC.L

XSHC.L Risk / Return Rank: 28
XSHC.L Sharpe Ratio Rank: 30
XSHC.L Sortino Ratio Rank: 31
XSHC.L Omega Ratio Rank: 28
XSHC.L Calmar Ratio Rank: 27
XSHC.L Martin Ratio Rank: 24

XSDR.L

XSDR.L Risk / Return Rank: 16
XSDR.L Sharpe Ratio Rank: 16
XSDR.L Sortino Ratio Rank: 16
XSDR.L Omega Ratio Rank: 16
XSDR.L Calmar Ratio Rank: 16
XSDR.L Martin Ratio Rank: 15

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.

XSHC.L vs. XSDR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Health Care UCITS ETF 1D (XSHC.L) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.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.

	XSHC.L	XSDR.L	Difference
Sharpe ratio: Return per unit of total volatility	1.06	0.43	+0.63
Sortino ratio: Return per unit of downside risk	1.65	0.76	+0.89
Omega ratio: Gain probability vs. loss probability	1.18	1.09	+0.10
Calmar ratio: Return relative to maximum drawdown	1.28	0.56	+0.72
Martin ratio: Return relative to average drawdown	3.19	1.31	+1.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSHC.L vs. XSDR.L - Sharpe Ratio Comparison

The current XSHC.L Sharpe Ratio is 1.06, which is higher than the XSDR.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XSHC.L and XSDR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XSHC.L	XSDR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	0.43	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.34	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.59	+0.03

Drawdowns

XSHC.L vs. XSDR.L - Drawdown Comparison

The maximum XSHC.L drawdown since its inception was -19.16%, smaller than the maximum XSDR.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for XSHC.L and XSDR.L.

Drawdown Indicators

	XSHC.L	XSDR.L	Difference
Max Drawdown Largest peak-to-trough decline	-19.16%	-25.61%	+6.45%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-13.31%	+1.09%
Max Drawdown (3Y) Largest decline over 3 years	-19.16%	-25.61%	+6.45%
Max Drawdown (5Y) Largest decline over 5 years	-19.16%	-25.61%	+6.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.61%	—
Current Drawdown Current decline from peak	-5.62%	-11.70%	+6.08%
Average Drawdown Average peak-to-trough decline	-4.80%	-5.72%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	5.68%	-0.77%

Volatility

XSHC.L vs. XSDR.L - Volatility Comparison

Xtrackers MSCI USA Health Care UCITS ETF 1D (XSHC.L) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) have volatilities of 5.43% and 5.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSHC.L	XSDR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.43%	5.64%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	10.56%	12.17%	-1.61%
Volatility (1Y) Calculated over the trailing 1-year period	14.72%	17.23%	-2.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.22%	15.89%	-1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.74%	15.85%	-0.11%

XSHC.L vs. XSDR.L - Expense Ratio Comparison

XSHC.L has a 0.12% expense ratio, which is lower than XSDR.L's 0.20% 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

XSHC.L vs. XSDR.L - Dividend Comparison

XSHC.L's dividend yield for the trailing twelve months is around 1.28%, while XSDR.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
XSDR.L Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XSHC.L Xtrackers MSCI USA Health Care UCITS ETF 1D	1.28%	1.25%	1.25%	1.23%	1.55%	0.85%	1.12%	0.98%

Frequently Asked Questions

Can I hold both XSHC.L and XSDR.L in my portfolio?

XSHC.L and XSDR.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSHC.L or XSDR.L?

On fees, XSHC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XSHC.L or XSDR.L?

XSHC.L is cheaper with a 0.12% expense ratio, compared with 0.20% for XSDR.L.

What is the main difference between XSHC.L and XSDR.L?

Both ETFs track MSCI World/Health Care NR USD. Their fees differ too: 0.12% for XSHC.L and 0.20% for XSDR.L.