XWEB.DE vs. XDWH.DE

Last updated Jun 5, 2026

XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XWEB.DE is a Global Equities fund tracking the MSCI World Minimum Volatility Low Carbon SRI Screened Select, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past year, XWEB.DE returned 3.62% vs 9.79% for XDWH.DE. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

XWEB.DE vs. XDWH.DE - Performance Comparison

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

Returns By Period

In the year-to-date period, XWEB.DE achieves a 1.64% return, which is significantly higher than XDWH.DE's -1.98% return.

XWEB.DE

• 1D: 0.38%
• 1M: 1.08%
• YTD: 1.64%
• 6M: 1.64%
• 1Y: 3.62%
• 3Y*: —
• 5Y*: —
• 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)

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

	2026 (YTD)	2025	2024	2023
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C	1.64%	1.61%	16.94%	4.70%
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C	-1.98%	2.21%	7.44%	5.47%

Correlation

The correlation between XWEB.DE and XDWH.DE is 0.68, 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	0.68
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023	0.75

The correlation between XWEB.DE and XDWH.DE has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

Return for Risk

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

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

XWEB.DE

XWEB.DE Risk / Return Rank: 15
XWEB.DE Sharpe Ratio Rank: 16
XWEB.DE Sortino Ratio Rank: 14
XWEB.DE Omega Ratio Rank: 14
XWEB.DE Calmar Ratio Rank: 17
XWEB.DE Martin Ratio Rank: 16

XDWH.DE

XDWH.DE Risk / Return Rank: 21
XDWH.DE Sharpe Ratio Rank: 21
XDWH.DE Sortino Ratio Rank: 22
XDWH.DE Omega Ratio Rank: 21
XDWH.DE Calmar Ratio Rank: 22
XDWH.DE Martin Ratio Rank: 20

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.

	XWEB.DE	XDWH.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.41	0.70	-0.29
Sortino ratio: Return per unit of downside risk	0.62	1.14	-0.52
Omega ratio: Gain probability vs. loss probability	1.07	1.13	-0.05
Calmar ratio: Return relative to maximum drawdown	0.63	0.93	-0.29
Martin ratio: Return relative to average drawdown	1.53	2.28	-0.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XWEB.DE Sharpe Ratio is 0.41, which is lower than the XDWH.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XWEB.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.

Sharpe Ratios by Period

	XWEB.DE	XDWH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	0.70	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.55	+0.34

Drawdowns

XWEB.DE vs. XDWH.DE - Drawdown Comparison

The maximum XWEB.DE drawdown since its inception was -14.46%, smaller than the maximum XDWH.DE drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for XWEB.DE and XDWH.DE.

Drawdown Indicators

	XWEB.DE	XDWH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-14.46%	-26.08%	+11.62%
Max Drawdown (1Y) Largest decline over 1 year	-5.03%	-10.32%	+5.29%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.12%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-26.08%	—
Current Drawdown Current decline from peak	-3.10%	-8.51%	+5.41%
Average Drawdown Average peak-to-trough decline	-3.02%	-4.82%	+1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	4.20%	-2.10%

Volatility

XWEB.DE vs. XDWH.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) is 2.21%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that XWEB.DE experiences smaller price fluctuations and is considered to be less risky than XDWH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWEB.DE	XDWH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	4.81%	-2.60%
Volatility (6M) Calculated over the trailing 6-month period	5.37%	9.51%	-4.14%
Volatility (1Y) Calculated over the trailing 1-year period	7.78%	13.69%	-5.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.49%	13.43%	-3.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.49%	14.69%	-5.20%

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

Both XWEB.DE and XDWH.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XWEB.DE vs. XDWH.DE - Dividend Comparison

Neither XWEB.DE nor XDWH.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XWEB.DE and XDWH.DE in my portfolio?

XWEB.DE and XDWH.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XWEB.DE or XDWH.DE?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XWEB.DE or XDWH.DE?

XWEB.DE and XDWH.DE have the same expense ratio: 0.25% per year.

What is the main difference between XWEB.DE and XDWH.DE?

XWEB.DE is categorized as Global Equities, while XDWH.DE is Health & Biotech Equities. XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select, while XDWH.DE tracks MSCI World/Health Care NR USD.