XWTS.DE vs. XDWH.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, XWTS.DE returned 10.59%/yr vs 7.61%/yr for XDWH.DE. At a 0.48 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XWTS.DE vs. XDWH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XWTS.DE achieves a 4.97% return, which is significantly higher than XDWH.DE's -1.98% return. Over the past 10 years, XWTS.DE has outperformed XDWH.DE with an annualized return of 10.59%, while XDWH.DE has yielded a comparatively lower 7.61% annualized return.
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
XDWH.DE
- 1D
- 2.85%
- 1M
- 3.94%
- YTD
- -1.98%
- 6M
- -1.54%
- 1Y
- 9.60%
- 3Y*
- 2.67%
- 5Y*
- 5.50%
- 10Y*
- 7.61%
XWTS.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
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% | 5.52% |
Correlation
The correlation between XWTS.DE and XDWH.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.48 |
Over the past year, the correlation between XWTS.DE and XDWH.DE has dropped to 0.19 - well below their long-term average of 0.48, 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
XWTS.DE vs. XDWH.DE — Risk / Return Rank
XWTS.DE
XDWH.DE
XWTS.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.
| XWTS.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.13 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 0.93 | +1.51 |
| Martin ratioReturn relative to average drawdown | 9.13 | 2.28 | +6.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XWTS.DE | XDWH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 0.70 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.41 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.51 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.55 | +0.08 |
Drawdowns
XWTS.DE vs. XDWH.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, 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 XWTS.DE and XDWH.DE.
Loading charts...
Drawdown Indicators
| XWTS.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -26.08% | -10.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -10.32% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -21.12% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -21.12% | -15.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -26.08% | -10.58% |
Current DrawdownCurrent decline from peak | -3.18% | -8.51% | +5.33% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -4.82% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 4.20% | -1.75% |
Volatility
XWTS.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.81%. This indicates that XWTS.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.
Loading charts...
Volatility by Period
| XWTS.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.81% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 9.51% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 13.69% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 13.43% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 14.69% | +3.04% |
XWTS.DE vs. XDWH.DE - Expense Ratio Comparison
Both XWTS.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
XWTS.DE vs. XDWH.DE - Dividend Comparison
Neither XWTS.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and XDWH.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XWTS.DE and XDWH.DE have the same expense ratio: 0.25% per year.
XWTS.DE is categorized as Communications Equities, while XDWH.DE is Health & Biotech Equities. XWTS.DE tracks MSCI World/Comm Services NR USD, while XDWH.DE tracks MSCI World/Health Care NR USD.
Find the right allocation for XWTS.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