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XUHC.DE vs. XLVP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUHC.DE vs. XLVP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) and Invesco US Health Care Sector UCITS ETF (XLVP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUHC.DE is traded in EUR, while XLVP.L is traded in GBp. To make them comparable, the XLVP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUHC.DE achieves a -1.34% return, which is significantly lower than XLVP.L's -0.97% return.


XUHC.DE

1D
2.83%
1M
5.33%
YTD
-1.34%
6M
-1.08%
1Y
12.33%
3Y*
3.62%
5Y*
6.62%
10Y*

XLVP.L

1D
3.00%
1M
5.71%
YTD
-0.97%
6M
-0.13%
1Y
13.28%
3Y*
3.65%
5Y*
6.76%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUHC.DE vs. XLVP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUHC.DE
Xtrackers MSCI USA Health Care UCITS ETF 1D
-1.34%1.47%8.81%-0.83%2.49%36.78%3.35%24.45%9.04%0.80%
XLVP.L
Invesco US Health Care Sector UCITS ETF
-0.95%1.33%8.78%-1.83%3.35%37.54%2.34%24.22%8.94%0.89%

Correlation

The correlation between XUHC.DE and XLVP.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.94

The correlation between XUHC.DE and XLVP.L has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

XUHC.DE vs. XLVP.L — Risk / Return Rank

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

XUHC.DE
XUHC.DE Risk / Return Rank: 2424
Overall Rank
XUHC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XUHC.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XUHC.DE Omega Ratio Rank: 2323
Omega Ratio Rank
XUHC.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
XUHC.DE Martin Ratio Rank: 2222
Martin Ratio Rank

XLVP.L
XLVP.L Risk / Return Rank: 2929
Overall Rank
XLVP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XLVP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XLVP.L Omega Ratio Rank: 2929
Omega Ratio Rank
XLVP.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
XLVP.L Martin Ratio Rank: 2727
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.

XUHC.DE vs. XLVP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) 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.


XUHC.DEXLVP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.10

1.21

-0.11

Martin ratioReturn relative to average drawdown

2.69

3.03

-0.34

XUHC.DE vs. XLVP.L - Sharpe Ratio Comparison

The current XUHC.DE Sharpe Ratio is 0.85, which is comparable to the XLVP.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of XUHC.DE and XLVP.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.


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Sharpe Ratios by Period


XUHC.DEXLVP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.89

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.47

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.64

-0.08

Drawdowns

XUHC.DE vs. XLVP.L - Drawdown Comparison

The maximum XUHC.DE drawdown since its inception was -26.87%, roughly equal to the maximum XLVP.L drawdown of -25.74%. Use the drawdown chart below to compare losses from any high point for XUHC.DE and XLVP.L.


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Drawdown Indicators


XUHC.DEXLVP.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.87%

-25.74%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-10.91%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-22.71%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-22.71%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

Current Drawdown

Current decline from peak

-7.48%

-7.13%

-0.35%

Average Drawdown

Average peak-to-trough decline

-5.08%

-5.51%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

4.38%

+0.19%

Volatility

XUHC.DE vs. XLVP.L - Volatility Comparison

Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) and Invesco US Health Care Sector UCITS ETF (XLVP.L) have volatilities of 5.19% and 5.17%, 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.


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Volatility by Period


XUHC.DEXLVP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.17%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

10.36%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

14.88%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

14.52%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

15.91%

+0.22%

XUHC.DE vs. XLVP.L - Expense Ratio Comparison

XUHC.DE has a 0.12% expense ratio, which is lower than XLVP.L's 0.14% 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

XUHC.DE vs. XLVP.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
XLVP.L
Invesco US Health Care Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUHC.DE
Xtrackers MSCI USA Health Care UCITS ETF 1D
1.28%1.29%1.21%1.86%1.63%0.82%1.13%0.96%0.55%

Frequently Asked Questions


With a correlation of 0.97, XUHC.DE and XLVP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

XUHC.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for XLVP.L.

XUHC.DE tracks MSCI USA Health Care, while XLVP.L tracks MSCI World/Health Care NR USD. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.12% for XUHC.DE and 0.14% for XLVP.L.

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