PortfoliosLab logoPortfoliosLab logo
XUTC.DE vs. XDWH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTC.DE vs. XDWH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XUTC.DE achieves a 24.28% return, which is significantly higher than XDWH.DE's -1.98% return.


XUTC.DE

1D
-2.26%
1M
12.31%
YTD
24.28%
6M
22.53%
1Y
48.23%
3Y*
30.49%
5Y*
24.06%
10Y*

XDWH.DE

1D
2.85%
1M
3.42%
YTD
-1.98%
6M
-1.51%
1Y
9.79%
3Y*
2.67%
5Y*
5.50%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTC.DE vs. XDWH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
24.28%9.83%44.60%52.37%-27.42%44.01%32.64%53.18%3.08%10.00%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
-1.98%2.21%7.44%0.04%-0.07%30.55%2.69%27.24%5.96%0.60%

Correlation

The correlation between XUTC.DE and XDWH.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.20

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

0.36

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

0.51

Over the past year, the correlation between XUTC.DE and XDWH.DE has dropped to 0.01 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XUTC.DE vs. XDWH.DE — Risk / Return Rank

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

XUTC.DE
XUTC.DE Risk / Return Rank: 6363
Overall Rank
XUTC.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 6464
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 4848
Martin Ratio Rank

XDWH.DE
XDWH.DE Risk / Return Rank: 2121
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2020
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.

XUTC.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.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.


XUTC.DEXDWH.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.38

1.13

+0.25

Calmar ratioReturn relative to maximum drawdown

3.03

0.93

+2.11

Martin ratioReturn relative to average drawdown

7.84

2.28

+5.56

XUTC.DE vs. XDWH.DE - Sharpe Ratio Comparison

The current XUTC.DE Sharpe Ratio is 2.37, which is higher than the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XUTC.DE and XDWH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XUTC.DEXDWH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

0.70

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.41

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.55

+0.55

Drawdowns

XUTC.DE vs. XDWH.DE - Drawdown Comparison

The maximum XUTC.DE drawdown since its inception was -31.79%, which is greater than XDWH.DE's maximum drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for XUTC.DE and XDWH.DE.


Loading charts...

Drawdown Indicators


XUTC.DEXDWH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.79%

-26.08%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-10.32%

-5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-21.12%

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-21.12%

-9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-26.08%

Current Drawdown

Current decline from peak

-3.00%

-8.51%

+5.51%

Average Drawdown

Average peak-to-trough decline

-6.37%

-4.82%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

4.20%

+2.06%

Volatility

XUTC.DE vs. XDWH.DE - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) has a higher volatility of 7.31% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) at 4.81%. This indicates that XUTC.DE's price experiences larger fluctuations and is considered to be riskier than XDWH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XUTC.DEXDWH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

4.81%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

9.51%

+5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

13.69%

+7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.01%

13.43%

+9.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

14.69%

+8.28%

XUTC.DE vs. XDWH.DE - Expense Ratio Comparison

XUTC.DE has a 0.12% 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

XUTC.DE vs. XDWH.DE - Dividend Comparison

XUTC.DE's dividend yield for the trailing twelve months is around 0.26%, while XDWH.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.26%0.34%0.36%0.53%1.14%0.51%0.64%0.59%0.58%

Frequently Asked Questions


XUTC.DE and XDWH.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XUTC.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWH.DE.

XUTC.DE is categorized as Technology Equities, while XDWH.DE is Health & Biotech Equities. XUTC.DE tracks MSCI USA Information Technology 20/35 Custom, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.12% for XUTC.DE and 0.25% for XDWH.DE.

Portfolio Optimizer

Find the right allocation for XUTC.DE and XDWH.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer