PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AIAG.L vs. HEAW.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIAG.L and HEAW.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AIAG.L vs. HEAW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Artificial Intelligence UCITS ETF (AIAG.L) and SPDR MSCI World Health Care UCITS ETF (HEAW.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.87%
-6.92%
AIAG.L
HEAW.L

Key characteristics

Sharpe Ratio

AIAG.L:

0.56

HEAW.L:

0.30

Sortino Ratio

AIAG.L:

1.07

HEAW.L:

0.49

Omega Ratio

AIAG.L:

1.20

HEAW.L:

1.06

Calmar Ratio

AIAG.L:

0.75

HEAW.L:

0.28

Martin Ratio

AIAG.L:

1.16

HEAW.L:

0.91

Ulcer Index

AIAG.L:

18.45%

HEAW.L:

3.33%

Daily Std Dev

AIAG.L:

38.03%

HEAW.L:

10.06%

Max Drawdown

AIAG.L:

-41.56%

HEAW.L:

-11.85%

Current Drawdown

AIAG.L:

-10.54%

HEAW.L:

-10.63%

Returns By Period

In the year-to-date period, AIAG.L achieves a 20.26% return, which is significantly higher than HEAW.L's 1.88% return.


AIAG.L

YTD

20.26%

1M

4.47%

6M

12.24%

1Y

20.49%

5Y*

16.65%

10Y*

N/A

HEAW.L

YTD

1.88%

1M

-1.94%

6M

-5.77%

1Y

3.07%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


AIAG.L vs. HEAW.L - Expense Ratio Comparison

AIAG.L has a 0.49% expense ratio, which is higher than HEAW.L's 0.30% expense ratio.


AIAG.L
L&G Artificial Intelligence UCITS ETF
Expense ratio chart for AIAG.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for HEAW.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

AIAG.L vs. HEAW.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (AIAG.L) and SPDR MSCI World Health Care UCITS ETF (HEAW.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.


Sharpe ratio
The chart of Sharpe ratio for AIAG.L, currently valued at 0.50, compared to the broader market0.002.004.000.500.14
The chart of Sortino ratio for AIAG.L, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.001.000.26
The chart of Omega ratio for AIAG.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.03
The chart of Calmar ratio for AIAG.L, currently valued at 0.68, compared to the broader market0.005.0010.0015.000.680.10
The chart of Martin ratio for AIAG.L, currently valued at 1.10, compared to the broader market0.0020.0040.0060.0080.00100.001.100.35
AIAG.L
HEAW.L

The current AIAG.L Sharpe Ratio is 0.56, which is higher than the HEAW.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of AIAG.L and HEAW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.50
0.14
AIAG.L
HEAW.L

Dividends

AIAG.L vs. HEAW.L - Dividend Comparison

Neither AIAG.L nor HEAW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIAG.L vs. HEAW.L - Drawdown Comparison

The maximum AIAG.L drawdown since its inception was -41.56%, which is greater than HEAW.L's maximum drawdown of -11.85%. Use the drawdown chart below to compare losses from any high point for AIAG.L and HEAW.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.83%
-14.80%
AIAG.L
HEAW.L

Volatility

AIAG.L vs. HEAW.L - Volatility Comparison

L&G Artificial Intelligence UCITS ETF (AIAG.L) has a higher volatility of 7.00% compared to SPDR MSCI World Health Care UCITS ETF (HEAW.L) at 3.64%. This indicates that AIAG.L's price experiences larger fluctuations and is considered to be riskier than HEAW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.00%
3.64%
AIAG.L
HEAW.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab