XZE5.DE vs. XDWH.DE
XZE5.DE (Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - XZE5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 5 years, XZE5.DE returned 1.16%/yr vs 5.57%/yr for XDWH.DE. At a 0.18 correlation, their price movements are largely independent. XZE5.DE charges 0.16%/yr vs 0.25%/yr for XDWH.DE.
Performance
XZE5.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZE5.DE achieves a 0.85% return, which is significantly lower than XDWH.DE's 3.33% return.
XZE5.DE
- 1D
- 0.00%
- 1M
- 0.38%
- YTD
- 0.85%
- 6M
- 0.88%
- 1Y
- 1.96%
- 3Y*
- 4.07%
- 5Y*
- 1.16%
- 10Y*
- —
XDWH.DE
- 1D
- 1.61%
- 1M
- 6.35%
- YTD
- 3.33%
- 6M
- 3.64%
- 1Y
- 18.17%
- 3Y*
- 5.23%
- 5Y*
- 5.57%
- 10Y*
- 8.50%
XZE5.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XZE5.DE Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C | 0.85% | 3.08% | 4.10% | 5.27% | -6.80% | -0.40% | 0.99% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 3.33% | 2.20% | 7.45% | 0.04% | 0.11% | 30.30% | 0.92% |
Correlation
The correlation between XZE5.DE and XDWH.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2020 | 0.18 |
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Return for Risk
XZE5.DE vs. XDWH.DE — Risk / Return Rank
XZE5.DE
XDWH.DE
XZE5.DE vs. XDWH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XZE5.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.84 | -0.65 |
| Martin ratioReturn relative to average drawdown | 4.23 | 4.73 | -0.49 |
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Drawdowns
XZE5.DE vs. XDWH.DE - Drawdown Comparison
The maximum XZE5.DE drawdown since its inception was -8.73%, smaller than the maximum XDWH.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for XZE5.DE and XDWH.DE.
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Drawdown Indicators
| XZE5.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -40.65% | +31.92% |
Max Drawdown (1Y)Largest decline over 1 year | -1.66% | -9.82% | +8.16% |
Max Drawdown (3Y)Largest decline over 3 years | -1.66% | -21.11% | +19.45% |
Max Drawdown (5Y)Largest decline over 5 years | -8.73% | -21.11% | +12.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.06% | — |
Current DrawdownCurrent decline from peak | -0.01% | -3.56% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -7.35% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 3.84% | -3.38% |
Volatility
XZE5.DE vs. XDWH.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) is 0.50%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 5.19%. This indicates that XZE5.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.
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Volatility by Period
| XZE5.DE | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 5.19% | -4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 9.91% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 14.03% | -12.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 13.47% | -10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.38% | 15.62% | -13.24% |
XZE5.DE vs. XDWH.DE - Expense Ratio Comparison
XZE5.DE has a 0.16% 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
XZE5.DE vs. XDWH.DE - Dividend Comparison
Neither XZE5.DE nor XDWH.DE has paid dividends to shareholders.
Frequently Asked Questions
XZE5.DE and XDWH.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZE5.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZE5.DE is cheaper with a 0.16% expense ratio, compared with 0.25% for XDWH.DE.
XZE5.DE is categorized as European Corporate Bonds, while XDWH.DE is Health & Biotech Equities. XZE5.DE tracks Bloomberg Euro Corp TR EUR, while XDWH.DE tracks MSCI World/Health Care NR USD. Their fees differ too: 0.16% for XZE5.DE and 0.25% for XDWH.DE.
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